| Trading Metrics calculated at close of trading on 22-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2008 |
22-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
6,435.0 |
6,440.0 |
5.0 |
0.1% |
6,279.0 |
| High |
6,534.0 |
6,549.5 |
15.5 |
0.2% |
6,439.0 |
| Low |
6,388.5 |
6,365.5 |
-23.0 |
-0.4% |
6,041.5 |
| Close |
6,476.0 |
6,494.0 |
18.0 |
0.3% |
6,421.5 |
| Range |
145.5 |
184.0 |
38.5 |
26.5% |
397.5 |
| ATR |
157.1 |
159.1 |
1.9 |
1.2% |
0.0 |
| Volume |
144,215 |
152,626 |
8,411 |
5.8% |
1,061,050 |
|
| Daily Pivots for day following 22-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,021.7 |
6,941.8 |
6,595.2 |
|
| R3 |
6,837.7 |
6,757.8 |
6,544.6 |
|
| R2 |
6,653.7 |
6,653.7 |
6,527.7 |
|
| R1 |
6,573.8 |
6,573.8 |
6,510.9 |
6,613.8 |
| PP |
6,469.7 |
6,469.7 |
6,469.7 |
6,489.6 |
| S1 |
6,389.8 |
6,389.8 |
6,477.1 |
6,429.8 |
| S2 |
6,285.7 |
6,285.7 |
6,460.3 |
|
| S3 |
6,101.7 |
6,205.8 |
6,443.4 |
|
| S4 |
5,917.7 |
6,021.8 |
6,392.8 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,493.2 |
7,354.8 |
6,640.1 |
|
| R3 |
7,095.7 |
6,957.3 |
6,530.8 |
|
| R2 |
6,698.2 |
6,698.2 |
6,494.4 |
|
| R1 |
6,559.8 |
6,559.8 |
6,457.9 |
6,629.0 |
| PP |
6,300.7 |
6,300.7 |
6,300.7 |
6,335.3 |
| S1 |
6,162.3 |
6,162.3 |
6,385.1 |
6,231.5 |
| S2 |
5,903.2 |
5,903.2 |
6,348.6 |
|
| S3 |
5,505.7 |
5,764.8 |
6,312.2 |
|
| S4 |
5,108.2 |
5,367.3 |
6,202.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,549.5 |
6,041.5 |
508.0 |
7.8% |
172.3 |
2.7% |
89% |
True |
False |
185,889 |
| 10 |
6,549.5 |
6,041.5 |
508.0 |
7.8% |
161.3 |
2.5% |
89% |
True |
False |
195,937 |
| 20 |
6,703.5 |
6,041.5 |
662.0 |
10.2% |
158.5 |
2.4% |
68% |
False |
False |
195,511 |
| 40 |
7,217.0 |
6,041.5 |
1,175.5 |
18.1% |
138.3 |
2.1% |
38% |
False |
False |
114,036 |
| 60 |
7,340.0 |
6,041.5 |
1,298.5 |
20.0% |
120.8 |
1.9% |
35% |
False |
False |
76,144 |
| 80 |
7,340.0 |
6,041.5 |
1,298.5 |
20.0% |
120.8 |
1.9% |
35% |
False |
False |
57,237 |
| 100 |
7,340.0 |
6,041.5 |
1,298.5 |
20.0% |
123.1 |
1.9% |
35% |
False |
False |
46,235 |
| 120 |
7,340.0 |
6,041.5 |
1,298.5 |
20.0% |
123.6 |
1.9% |
35% |
False |
False |
38,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,331.5 |
|
2.618 |
7,031.2 |
|
1.618 |
6,847.2 |
|
1.000 |
6,733.5 |
|
0.618 |
6,663.2 |
|
HIGH |
6,549.5 |
|
0.618 |
6,479.2 |
|
0.500 |
6,457.5 |
|
0.382 |
6,435.8 |
|
LOW |
6,365.5 |
|
0.618 |
6,251.8 |
|
1.000 |
6,181.5 |
|
1.618 |
6,067.8 |
|
2.618 |
5,883.8 |
|
4.250 |
5,583.5 |
|
|
| Fisher Pivots for day following 22-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,481.8 |
6,467.7 |
| PP |
6,469.7 |
6,441.3 |
| S1 |
6,457.5 |
6,415.0 |
|