| Trading Metrics calculated at close of trading on 08-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2008 |
08-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
5,040.0 |
5,006.0 |
-34.0 |
-0.7% |
5,262.0 |
| High |
5,042.0 |
5,036.0 |
-6.0 |
-0.1% |
5,328.0 |
| Low |
4,978.0 |
4,933.0 |
-45.0 |
-0.9% |
4,975.0 |
| Close |
5,029.0 |
4,962.0 |
-67.0 |
-1.3% |
5,074.0 |
| Range |
64.0 |
103.0 |
39.0 |
60.9% |
353.0 |
| ATR |
95.5 |
96.0 |
0.5 |
0.6% |
0.0 |
| Volume |
18,265 |
27,182 |
8,917 |
48.8% |
141,361 |
|
| Daily Pivots for day following 08-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,286.0 |
5,227.0 |
5,018.7 |
|
| R3 |
5,183.0 |
5,124.0 |
4,990.3 |
|
| R2 |
5,080.0 |
5,080.0 |
4,980.9 |
|
| R1 |
5,021.0 |
5,021.0 |
4,971.4 |
4,999.0 |
| PP |
4,977.0 |
4,977.0 |
4,977.0 |
4,966.0 |
| S1 |
4,918.0 |
4,918.0 |
4,952.6 |
4,896.0 |
| S2 |
4,874.0 |
4,874.0 |
4,943.1 |
|
| S3 |
4,771.0 |
4,815.0 |
4,933.7 |
|
| S4 |
4,668.0 |
4,712.0 |
4,905.4 |
|
|
| Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,184.7 |
5,982.3 |
5,268.2 |
|
| R3 |
5,831.7 |
5,629.3 |
5,171.1 |
|
| R2 |
5,478.7 |
5,478.7 |
5,138.7 |
|
| R1 |
5,276.3 |
5,276.3 |
5,106.4 |
5,201.0 |
| PP |
5,125.7 |
5,125.7 |
5,125.7 |
5,088.0 |
| S1 |
4,923.3 |
4,923.3 |
5,041.6 |
4,848.0 |
| S2 |
4,772.7 |
4,772.7 |
5,009.3 |
|
| S3 |
4,419.7 |
4,570.3 |
4,976.9 |
|
| S4 |
4,066.7 |
4,217.3 |
4,879.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,146.0 |
4,933.0 |
213.0 |
4.3% |
76.0 |
1.5% |
14% |
False |
True |
25,634 |
| 10 |
5,357.0 |
4,933.0 |
424.0 |
8.5% |
90.2 |
1.8% |
7% |
False |
True |
27,890 |
| 20 |
5,479.0 |
4,933.0 |
546.0 |
11.0% |
84.6 |
1.7% |
5% |
False |
True |
30,900 |
| 40 |
6,006.0 |
4,933.0 |
1,073.0 |
21.6% |
67.9 |
1.4% |
3% |
False |
True |
15,567 |
| 60 |
6,006.0 |
4,933.0 |
1,073.0 |
21.6% |
57.0 |
1.1% |
3% |
False |
True |
10,398 |
| 80 |
6,006.0 |
4,933.0 |
1,073.0 |
21.6% |
47.9 |
1.0% |
3% |
False |
True |
7,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,473.8 |
|
2.618 |
5,305.7 |
|
1.618 |
5,202.7 |
|
1.000 |
5,139.0 |
|
0.618 |
5,099.7 |
|
HIGH |
5,036.0 |
|
0.618 |
4,996.7 |
|
0.500 |
4,984.5 |
|
0.382 |
4,972.3 |
|
LOW |
4,933.0 |
|
0.618 |
4,869.3 |
|
1.000 |
4,830.0 |
|
1.618 |
4,766.3 |
|
2.618 |
4,663.3 |
|
4.250 |
4,495.3 |
|
|
| Fisher Pivots for day following 08-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,984.5 |
5,015.5 |
| PP |
4,977.0 |
4,997.7 |
| S1 |
4,969.5 |
4,979.8 |
|