| Trading Metrics calculated at close of trading on 01-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2008 |
01-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
6,522.5 |
6,480.0 |
-42.5 |
-0.7% |
6,462.0 |
| High |
6,581.5 |
6,528.5 |
-53.0 |
-0.8% |
6,581.5 |
| Low |
6,464.0 |
6,402.0 |
-62.0 |
-1.0% |
6,303.0 |
| Close |
6,525.0 |
6,427.5 |
-97.5 |
-1.5% |
6,427.5 |
| Range |
117.5 |
126.5 |
9.0 |
7.7% |
278.5 |
| ATR |
153.4 |
151.4 |
-1.9 |
-1.3% |
0.0 |
| Volume |
172,705 |
154,607 |
-18,098 |
-10.5% |
761,125 |
|
| Daily Pivots for day following 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,832.2 |
6,756.3 |
6,497.1 |
|
| R3 |
6,705.7 |
6,629.8 |
6,462.3 |
|
| R2 |
6,579.2 |
6,579.2 |
6,450.7 |
|
| R1 |
6,503.3 |
6,503.3 |
6,439.1 |
6,478.0 |
| PP |
6,452.7 |
6,452.7 |
6,452.7 |
6,440.0 |
| S1 |
6,376.8 |
6,376.8 |
6,415.9 |
6,351.5 |
| S2 |
6,326.2 |
6,326.2 |
6,404.3 |
|
| S3 |
6,199.7 |
6,250.3 |
6,392.7 |
|
| S4 |
6,073.2 |
6,123.8 |
6,357.9 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,272.8 |
7,128.7 |
6,580.7 |
|
| R3 |
6,994.3 |
6,850.2 |
6,504.1 |
|
| R2 |
6,715.8 |
6,715.8 |
6,478.6 |
|
| R1 |
6,571.7 |
6,571.7 |
6,453.0 |
6,504.5 |
| PP |
6,437.3 |
6,437.3 |
6,437.3 |
6,403.8 |
| S1 |
6,293.2 |
6,293.2 |
6,402.0 |
6,226.0 |
| S2 |
6,158.8 |
6,158.8 |
6,376.4 |
|
| S3 |
5,880.3 |
6,014.7 |
6,350.9 |
|
| S4 |
5,601.8 |
5,736.2 |
6,274.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,581.5 |
6,303.0 |
278.5 |
4.3% |
133.4 |
2.1% |
45% |
False |
False |
152,225 |
| 10 |
6,616.5 |
6,303.0 |
313.5 |
4.9% |
142.2 |
2.2% |
40% |
False |
False |
152,404 |
| 20 |
6,616.5 |
6,041.5 |
575.0 |
8.9% |
150.4 |
2.3% |
67% |
False |
False |
178,717 |
| 40 |
7,088.5 |
6,041.5 |
1,047.0 |
16.3% |
146.2 |
2.3% |
37% |
False |
False |
144,498 |
| 60 |
7,340.0 |
6,041.5 |
1,298.5 |
20.2% |
129.0 |
2.0% |
30% |
False |
False |
96,564 |
| 80 |
7,340.0 |
6,041.5 |
1,298.5 |
20.2% |
122.6 |
1.9% |
30% |
False |
False |
72,512 |
| 100 |
7,340.0 |
6,041.5 |
1,298.5 |
20.2% |
124.9 |
1.9% |
30% |
False |
False |
58,469 |
| 120 |
7,340.0 |
6,041.5 |
1,298.5 |
20.2% |
123.4 |
1.9% |
30% |
False |
False |
48,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,066.1 |
|
2.618 |
6,859.7 |
|
1.618 |
6,733.2 |
|
1.000 |
6,655.0 |
|
0.618 |
6,606.7 |
|
HIGH |
6,528.5 |
|
0.618 |
6,480.2 |
|
0.500 |
6,465.3 |
|
0.382 |
6,450.3 |
|
LOW |
6,402.0 |
|
0.618 |
6,323.8 |
|
1.000 |
6,275.5 |
|
1.618 |
6,197.3 |
|
2.618 |
6,070.8 |
|
4.250 |
5,864.4 |
|
|
| Fisher Pivots for day following 01-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,465.3 |
6,491.8 |
| PP |
6,452.7 |
6,470.3 |
| S1 |
6,440.1 |
6,448.9 |
|