| Trading Metrics calculated at close of trading on 29-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2008 |
29-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
6,462.0 |
6,348.0 |
-114.0 |
-1.8% |
6,435.0 |
| High |
6,473.0 |
6,491.5 |
18.5 |
0.3% |
6,616.5 |
| Low |
6,330.0 |
6,303.0 |
-27.0 |
-0.4% |
6,365.5 |
| Close |
6,389.0 |
6,442.5 |
53.5 |
0.8% |
6,486.0 |
| Range |
143.0 |
188.5 |
45.5 |
31.8% |
251.0 |
| ATR |
157.9 |
160.1 |
2.2 |
1.4% |
0.0 |
| Volume |
133,417 |
154,289 |
20,872 |
15.6% |
762,916 |
|
| Daily Pivots for day following 29-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,977.8 |
6,898.7 |
6,546.2 |
|
| R3 |
6,789.3 |
6,710.2 |
6,494.3 |
|
| R2 |
6,600.8 |
6,600.8 |
6,477.1 |
|
| R1 |
6,521.7 |
6,521.7 |
6,459.8 |
6,561.3 |
| PP |
6,412.3 |
6,412.3 |
6,412.3 |
6,432.1 |
| S1 |
6,333.2 |
6,333.2 |
6,425.2 |
6,372.8 |
| S2 |
6,223.8 |
6,223.8 |
6,407.9 |
|
| S3 |
6,035.3 |
6,144.7 |
6,390.7 |
|
| S4 |
5,846.8 |
5,956.2 |
6,338.8 |
|
|
| 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 |
6,303.0 |
313.5 |
4.9% |
151.4 |
2.4% |
44% |
False |
True |
150,756 |
| 10 |
6,616.5 |
6,041.5 |
575.0 |
8.9% |
161.9 |
2.5% |
70% |
False |
False |
168,322 |
| 20 |
6,616.5 |
6,041.5 |
575.0 |
8.9% |
160.1 |
2.5% |
70% |
False |
False |
186,574 |
| 40 |
7,115.0 |
6,041.5 |
1,073.5 |
16.7% |
144.5 |
2.2% |
37% |
False |
False |
132,790 |
| 60 |
7,340.0 |
6,041.5 |
1,298.5 |
20.2% |
127.8 |
2.0% |
31% |
False |
False |
88,686 |
| 80 |
7,340.0 |
6,041.5 |
1,298.5 |
20.2% |
121.2 |
1.9% |
31% |
False |
False |
66,613 |
| 100 |
7,340.0 |
6,041.5 |
1,298.5 |
20.2% |
124.7 |
1.9% |
31% |
False |
False |
53,743 |
| 120 |
7,340.0 |
6,041.5 |
1,298.5 |
20.2% |
123.8 |
1.9% |
31% |
False |
False |
44,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,292.6 |
|
2.618 |
6,985.0 |
|
1.618 |
6,796.5 |
|
1.000 |
6,680.0 |
|
0.618 |
6,608.0 |
|
HIGH |
6,491.5 |
|
0.618 |
6,419.5 |
|
0.500 |
6,397.3 |
|
0.382 |
6,375.0 |
|
LOW |
6,303.0 |
|
0.618 |
6,186.5 |
|
1.000 |
6,114.5 |
|
1.618 |
5,998.0 |
|
2.618 |
5,809.5 |
|
4.250 |
5,501.9 |
|
|
| Fisher Pivots for day following 29-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,427.4 |
6,433.3 |
| PP |
6,412.3 |
6,424.0 |
| S1 |
6,397.3 |
6,414.8 |
|