| Trading Metrics calculated at close of trading on 23-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2008 |
23-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
6,440.0 |
6,530.5 |
90.5 |
1.4% |
6,279.0 |
| High |
6,549.5 |
6,609.0 |
59.5 |
0.9% |
6,439.0 |
| Low |
6,365.5 |
6,528.5 |
163.0 |
2.6% |
6,041.5 |
| Close |
6,494.0 |
6,585.5 |
91.5 |
1.4% |
6,421.5 |
| Range |
184.0 |
80.5 |
-103.5 |
-56.3% |
397.5 |
| ATR |
159.1 |
155.9 |
-3.1 |
-2.0% |
0.0 |
| Volume |
152,626 |
147,007 |
-5,619 |
-3.7% |
1,061,050 |
|
| Daily Pivots for day following 23-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,815.8 |
6,781.2 |
6,629.8 |
|
| R3 |
6,735.3 |
6,700.7 |
6,607.6 |
|
| R2 |
6,654.8 |
6,654.8 |
6,600.3 |
|
| R1 |
6,620.2 |
6,620.2 |
6,592.9 |
6,637.5 |
| PP |
6,574.3 |
6,574.3 |
6,574.3 |
6,583.0 |
| S1 |
6,539.7 |
6,539.7 |
6,578.1 |
6,557.0 |
| S2 |
6,493.8 |
6,493.8 |
6,570.7 |
|
| S3 |
6,413.3 |
6,459.2 |
6,563.4 |
|
| S4 |
6,332.8 |
6,378.7 |
6,541.2 |
|
|
| 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 |
6,609.0 |
6,248.5 |
360.5 |
5.5% |
140.2 |
2.1% |
93% |
True |
False |
168,774 |
| 10 |
6,609.0 |
6,041.5 |
567.5 |
8.6% |
157.2 |
2.4% |
96% |
True |
False |
195,712 |
| 20 |
6,703.5 |
6,041.5 |
662.0 |
10.1% |
153.6 |
2.3% |
82% |
False |
False |
192,679 |
| 40 |
7,217.0 |
6,041.5 |
1,175.5 |
17.8% |
138.1 |
2.1% |
46% |
False |
False |
117,703 |
| 60 |
7,340.0 |
6,041.5 |
1,298.5 |
19.7% |
121.2 |
1.8% |
42% |
False |
False |
78,590 |
| 80 |
7,340.0 |
6,041.5 |
1,298.5 |
19.7% |
120.2 |
1.8% |
42% |
False |
False |
59,054 |
| 100 |
7,340.0 |
6,041.5 |
1,298.5 |
19.7% |
122.9 |
1.9% |
42% |
False |
False |
47,703 |
| 120 |
7,340.0 |
6,041.5 |
1,298.5 |
19.7% |
122.8 |
1.9% |
42% |
False |
False |
39,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,951.1 |
|
2.618 |
6,819.7 |
|
1.618 |
6,739.2 |
|
1.000 |
6,689.5 |
|
0.618 |
6,658.7 |
|
HIGH |
6,609.0 |
|
0.618 |
6,578.2 |
|
0.500 |
6,568.8 |
|
0.382 |
6,559.3 |
|
LOW |
6,528.5 |
|
0.618 |
6,478.8 |
|
1.000 |
6,448.0 |
|
1.618 |
6,398.3 |
|
2.618 |
6,317.8 |
|
4.250 |
6,186.4 |
|
|
| Fisher Pivots for day following 23-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,579.9 |
6,552.8 |
| PP |
6,574.3 |
6,520.0 |
| S1 |
6,568.8 |
6,487.3 |
|