| Trading Metrics calculated at close of trading on 24-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2008 |
24-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
6,530.5 |
6,595.0 |
64.5 |
1.0% |
6,279.0 |
| High |
6,609.0 |
6,616.5 |
7.5 |
0.1% |
6,439.0 |
| Low |
6,528.5 |
6,422.5 |
-106.0 |
-1.6% |
6,041.5 |
| Close |
6,585.5 |
6,473.0 |
-112.5 |
-1.7% |
6,421.5 |
| Range |
80.5 |
194.0 |
113.5 |
141.0% |
397.5 |
| ATR |
155.9 |
158.6 |
2.7 |
1.7% |
0.0 |
| Volume |
147,007 |
162,095 |
15,088 |
10.3% |
1,061,050 |
|
| Daily Pivots for day following 24-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,086.0 |
6,973.5 |
6,579.7 |
|
| R3 |
6,892.0 |
6,779.5 |
6,526.4 |
|
| R2 |
6,698.0 |
6,698.0 |
6,508.6 |
|
| R1 |
6,585.5 |
6,585.5 |
6,490.8 |
6,544.8 |
| PP |
6,504.0 |
6,504.0 |
6,504.0 |
6,483.6 |
| S1 |
6,391.5 |
6,391.5 |
6,455.2 |
6,350.8 |
| S2 |
6,310.0 |
6,310.0 |
6,437.4 |
|
| S3 |
6,116.0 |
6,197.5 |
6,419.7 |
|
| S4 |
5,922.0 |
6,003.5 |
6,366.3 |
|
|
| 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 |
6,616.5 |
6,280.5 |
336.0 |
5.2% |
152.5 |
2.4% |
57% |
True |
False |
159,091 |
| 10 |
6,616.5 |
6,041.5 |
575.0 |
8.9% |
162.8 |
2.5% |
75% |
True |
False |
191,170 |
| 20 |
6,646.0 |
6,041.5 |
604.5 |
9.3% |
158.1 |
2.4% |
71% |
False |
False |
193,788 |
| 40 |
7,217.0 |
6,041.5 |
1,175.5 |
18.2% |
139.8 |
2.2% |
37% |
False |
False |
121,733 |
| 60 |
7,340.0 |
6,041.5 |
1,298.5 |
20.1% |
123.6 |
1.9% |
33% |
False |
False |
81,287 |
| 80 |
7,340.0 |
6,041.5 |
1,298.5 |
20.1% |
118.7 |
1.8% |
33% |
False |
False |
61,069 |
| 100 |
7,340.0 |
6,041.5 |
1,298.5 |
20.1% |
123.0 |
1.9% |
33% |
False |
False |
49,300 |
| 120 |
7,340.0 |
6,041.5 |
1,298.5 |
20.1% |
123.7 |
1.9% |
33% |
False |
False |
41,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,441.0 |
|
2.618 |
7,124.4 |
|
1.618 |
6,930.4 |
|
1.000 |
6,810.5 |
|
0.618 |
6,736.4 |
|
HIGH |
6,616.5 |
|
0.618 |
6,542.4 |
|
0.500 |
6,519.5 |
|
0.382 |
6,496.6 |
|
LOW |
6,422.5 |
|
0.618 |
6,302.6 |
|
1.000 |
6,228.5 |
|
1.618 |
6,108.6 |
|
2.618 |
5,914.6 |
|
4.250 |
5,598.0 |
|
|
| Fisher Pivots for day following 24-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,519.5 |
6,491.0 |
| PP |
6,504.0 |
6,485.0 |
| S1 |
6,488.5 |
6,479.0 |
|