| Trading Metrics calculated at close of trading on 30-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2008 |
30-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
6,348.0 |
6,491.5 |
143.5 |
2.3% |
6,435.0 |
| High |
6,491.5 |
6,546.5 |
55.0 |
0.8% |
6,616.5 |
| Low |
6,303.0 |
6,455.0 |
152.0 |
2.4% |
6,365.5 |
| Close |
6,442.5 |
6,506.0 |
63.5 |
1.0% |
6,486.0 |
| Range |
188.5 |
91.5 |
-97.0 |
-51.5% |
251.0 |
| ATR |
160.1 |
156.1 |
-4.0 |
-2.5% |
0.0 |
| Volume |
154,289 |
146,107 |
-8,182 |
-5.3% |
762,916 |
|
| Daily Pivots for day following 30-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,777.0 |
6,733.0 |
6,556.3 |
|
| R3 |
6,685.5 |
6,641.5 |
6,531.2 |
|
| R2 |
6,594.0 |
6,594.0 |
6,522.8 |
|
| R1 |
6,550.0 |
6,550.0 |
6,514.4 |
6,572.0 |
| PP |
6,502.5 |
6,502.5 |
6,502.5 |
6,513.5 |
| S1 |
6,458.5 |
6,458.5 |
6,497.6 |
6,480.5 |
| S2 |
6,411.0 |
6,411.0 |
6,489.2 |
|
| S3 |
6,319.5 |
6,367.0 |
6,480.8 |
|
| S4 |
6,228.0 |
6,275.5 |
6,455.7 |
|
|
| 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 |
4.8% |
153.6 |
2.4% |
65% |
False |
False |
150,576 |
| 10 |
6,616.5 |
6,248.5 |
368.0 |
5.7% |
146.9 |
2.3% |
70% |
False |
False |
159,675 |
| 20 |
6,616.5 |
6,041.5 |
575.0 |
8.8% |
155.6 |
2.4% |
81% |
False |
False |
182,580 |
| 40 |
7,094.5 |
6,041.5 |
1,053.0 |
16.2% |
144.9 |
2.2% |
44% |
False |
False |
136,419 |
| 60 |
7,340.0 |
6,041.5 |
1,298.5 |
20.0% |
127.7 |
2.0% |
36% |
False |
False |
91,117 |
| 80 |
7,340.0 |
6,041.5 |
1,298.5 |
20.0% |
121.7 |
1.9% |
36% |
False |
False |
68,437 |
| 100 |
7,340.0 |
6,041.5 |
1,298.5 |
20.0% |
124.6 |
1.9% |
36% |
False |
False |
55,202 |
| 120 |
7,340.0 |
6,041.5 |
1,298.5 |
20.0% |
123.4 |
1.9% |
36% |
False |
False |
46,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,935.4 |
|
2.618 |
6,786.0 |
|
1.618 |
6,694.5 |
|
1.000 |
6,638.0 |
|
0.618 |
6,603.0 |
|
HIGH |
6,546.5 |
|
0.618 |
6,511.5 |
|
0.500 |
6,500.8 |
|
0.382 |
6,490.0 |
|
LOW |
6,455.0 |
|
0.618 |
6,398.5 |
|
1.000 |
6,363.5 |
|
1.618 |
6,307.0 |
|
2.618 |
6,215.5 |
|
4.250 |
6,066.1 |
|
|
| Fisher Pivots for day following 30-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,504.3 |
6,478.9 |
| PP |
6,502.5 |
6,451.8 |
| S1 |
6,500.8 |
6,424.8 |
|