| Trading Metrics calculated at close of trading on 25-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2008 |
25-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
6,595.0 |
6,450.0 |
-145.0 |
-2.2% |
6,435.0 |
| High |
6,616.5 |
6,526.5 |
-90.0 |
-1.4% |
6,616.5 |
| Low |
6,422.5 |
6,375.5 |
-47.0 |
-0.7% |
6,365.5 |
| Close |
6,473.0 |
6,486.0 |
13.0 |
0.2% |
6,486.0 |
| Range |
194.0 |
151.0 |
-43.0 |
-22.2% |
251.0 |
| ATR |
158.6 |
158.1 |
-0.5 |
-0.3% |
0.0 |
| Volume |
162,095 |
156,973 |
-5,122 |
-3.2% |
762,916 |
|
| Daily Pivots for day following 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,915.7 |
6,851.8 |
6,569.1 |
|
| R3 |
6,764.7 |
6,700.8 |
6,527.5 |
|
| R2 |
6,613.7 |
6,613.7 |
6,513.7 |
|
| R1 |
6,549.8 |
6,549.8 |
6,499.8 |
6,581.8 |
| PP |
6,462.7 |
6,462.7 |
6,462.7 |
6,478.6 |
| S1 |
6,398.8 |
6,398.8 |
6,472.2 |
6,430.8 |
| S2 |
6,311.7 |
6,311.7 |
6,458.3 |
|
| S3 |
6,160.7 |
6,247.8 |
6,444.5 |
|
| S4 |
6,009.7 |
6,096.8 |
6,403.0 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,242.3 |
7,115.2 |
6,624.1 |
|
| R3 |
6,991.3 |
6,864.2 |
6,555.0 |
|
| R2 |
6,740.3 |
6,740.3 |
6,532.0 |
|
| R1 |
6,613.2 |
6,613.2 |
6,509.0 |
6,676.8 |
| PP |
6,489.3 |
6,489.3 |
6,489.3 |
6,521.1 |
| S1 |
6,362.2 |
6,362.2 |
6,463.0 |
6,425.8 |
| S2 |
6,238.3 |
6,238.3 |
6,440.0 |
|
| S3 |
5,987.3 |
6,111.2 |
6,417.0 |
|
| S4 |
5,736.3 |
5,860.2 |
6,348.0 |
|
|
| 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 |
6,365.5 |
251.0 |
3.9% |
151.0 |
2.3% |
48% |
False |
False |
152,583 |
| 10 |
6,616.5 |
6,041.5 |
575.0 |
8.9% |
155.4 |
2.4% |
77% |
False |
False |
182,396 |
| 20 |
6,616.5 |
6,041.5 |
575.0 |
8.9% |
156.6 |
2.4% |
77% |
False |
False |
191,965 |
| 40 |
7,217.0 |
6,041.5 |
1,175.5 |
18.1% |
141.1 |
2.2% |
38% |
False |
False |
125,630 |
| 60 |
7,340.0 |
6,041.5 |
1,298.5 |
20.0% |
124.4 |
1.9% |
34% |
False |
False |
83,897 |
| 80 |
7,340.0 |
6,041.5 |
1,298.5 |
20.0% |
119.7 |
1.8% |
34% |
False |
False |
63,025 |
| 100 |
7,340.0 |
6,041.5 |
1,298.5 |
20.0% |
123.8 |
1.9% |
34% |
False |
False |
50,868 |
| 120 |
7,340.0 |
6,041.5 |
1,298.5 |
20.0% |
124.2 |
1.9% |
34% |
False |
False |
42,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,168.3 |
|
2.618 |
6,921.8 |
|
1.618 |
6,770.8 |
|
1.000 |
6,677.5 |
|
0.618 |
6,619.8 |
|
HIGH |
6,526.5 |
|
0.618 |
6,468.8 |
|
0.500 |
6,451.0 |
|
0.382 |
6,433.2 |
|
LOW |
6,375.5 |
|
0.618 |
6,282.2 |
|
1.000 |
6,224.5 |
|
1.618 |
6,131.2 |
|
2.618 |
5,980.2 |
|
4.250 |
5,733.8 |
|
|
| Fisher Pivots for day following 25-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,474.3 |
6,496.0 |
| PP |
6,462.7 |
6,492.7 |
| S1 |
6,451.0 |
6,489.3 |
|