| Trading Metrics calculated at close of trading on 28-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2008 |
28-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
6,450.0 |
6,462.0 |
12.0 |
0.2% |
6,435.0 |
| High |
6,526.5 |
6,473.0 |
-53.5 |
-0.8% |
6,616.5 |
| Low |
6,375.5 |
6,330.0 |
-45.5 |
-0.7% |
6,365.5 |
| Close |
6,486.0 |
6,389.0 |
-97.0 |
-1.5% |
6,486.0 |
| Range |
151.0 |
143.0 |
-8.0 |
-5.3% |
251.0 |
| ATR |
158.1 |
157.9 |
-0.1 |
-0.1% |
0.0 |
| Volume |
156,973 |
133,417 |
-23,556 |
-15.0% |
762,916 |
|
| Daily Pivots for day following 28-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,826.3 |
6,750.7 |
6,467.7 |
|
| R3 |
6,683.3 |
6,607.7 |
6,428.3 |
|
| R2 |
6,540.3 |
6,540.3 |
6,415.2 |
|
| R1 |
6,464.7 |
6,464.7 |
6,402.1 |
6,431.0 |
| PP |
6,397.3 |
6,397.3 |
6,397.3 |
6,380.5 |
| S1 |
6,321.7 |
6,321.7 |
6,375.9 |
6,288.0 |
| S2 |
6,254.3 |
6,254.3 |
6,362.8 |
|
| S3 |
6,111.3 |
6,178.7 |
6,349.7 |
|
| S4 |
5,968.3 |
6,035.7 |
6,310.4 |
|
|
| 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 |
6,330.0 |
286.5 |
4.5% |
150.5 |
2.4% |
21% |
False |
True |
150,423 |
| 10 |
6,616.5 |
6,041.5 |
575.0 |
9.0% |
158.2 |
2.5% |
60% |
False |
False |
178,889 |
| 20 |
6,616.5 |
6,041.5 |
575.0 |
9.0% |
157.7 |
2.5% |
60% |
False |
False |
188,037 |
| 40 |
7,196.5 |
6,041.5 |
1,155.0 |
18.1% |
143.5 |
2.2% |
30% |
False |
False |
128,944 |
| 60 |
7,340.0 |
6,041.5 |
1,298.5 |
20.3% |
125.3 |
2.0% |
27% |
False |
False |
86,117 |
| 80 |
7,340.0 |
6,041.5 |
1,298.5 |
20.3% |
120.3 |
1.9% |
27% |
False |
False |
64,688 |
| 100 |
7,340.0 |
6,041.5 |
1,298.5 |
20.3% |
123.4 |
1.9% |
27% |
False |
False |
52,201 |
| 120 |
7,340.0 |
6,041.5 |
1,298.5 |
20.3% |
123.5 |
1.9% |
27% |
False |
False |
43,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,080.8 |
|
2.618 |
6,847.4 |
|
1.618 |
6,704.4 |
|
1.000 |
6,616.0 |
|
0.618 |
6,561.4 |
|
HIGH |
6,473.0 |
|
0.618 |
6,418.4 |
|
0.500 |
6,401.5 |
|
0.382 |
6,384.6 |
|
LOW |
6,330.0 |
|
0.618 |
6,241.6 |
|
1.000 |
6,187.0 |
|
1.618 |
6,098.6 |
|
2.618 |
5,955.6 |
|
4.250 |
5,722.3 |
|
|
| Fisher Pivots for day following 28-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,401.5 |
6,473.3 |
| PP |
6,397.3 |
6,445.2 |
| S1 |
6,393.2 |
6,417.1 |
|