| Trading Metrics calculated at close of trading on 09-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2008 |
09-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
5,006.0 |
5,007.0 |
1.0 |
0.0% |
5,262.0 |
| High |
5,036.0 |
5,044.0 |
8.0 |
0.2% |
5,328.0 |
| Low |
4,933.0 |
4,973.0 |
40.0 |
0.8% |
4,975.0 |
| Close |
4,962.0 |
4,993.0 |
31.0 |
0.6% |
5,074.0 |
| Range |
103.0 |
71.0 |
-32.0 |
-31.1% |
353.0 |
| ATR |
96.0 |
95.0 |
-1.0 |
-1.0% |
0.0 |
| Volume |
27,182 |
27,974 |
792 |
2.9% |
141,361 |
|
| Daily Pivots for day following 09-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,216.3 |
5,175.7 |
5,032.1 |
|
| R3 |
5,145.3 |
5,104.7 |
5,012.5 |
|
| R2 |
5,074.3 |
5,074.3 |
5,006.0 |
|
| R1 |
5,033.7 |
5,033.7 |
4,999.5 |
5,018.5 |
| PP |
5,003.3 |
5,003.3 |
5,003.3 |
4,995.8 |
| S1 |
4,962.7 |
4,962.7 |
4,986.5 |
4,947.5 |
| S2 |
4,932.3 |
4,932.3 |
4,980.0 |
|
| S3 |
4,861.3 |
4,891.7 |
4,973.5 |
|
| S4 |
4,790.3 |
4,820.7 |
4,954.0 |
|
|
| 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 |
5,098.0 |
4,933.0 |
165.0 |
3.3% |
74.2 |
1.5% |
36% |
False |
False |
25,269 |
| 10 |
5,357.0 |
4,933.0 |
424.0 |
8.5% |
89.9 |
1.8% |
14% |
False |
False |
28,364 |
| 20 |
5,454.0 |
4,933.0 |
521.0 |
10.4% |
84.7 |
1.7% |
12% |
False |
False |
32,228 |
| 40 |
6,006.0 |
4,933.0 |
1,073.0 |
21.5% |
68.8 |
1.4% |
6% |
False |
False |
16,264 |
| 60 |
6,006.0 |
4,933.0 |
1,073.0 |
21.5% |
57.0 |
1.1% |
6% |
False |
False |
10,863 |
| 80 |
6,006.0 |
4,933.0 |
1,073.0 |
21.5% |
48.8 |
1.0% |
6% |
False |
False |
8,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,345.8 |
|
2.618 |
5,229.9 |
|
1.618 |
5,158.9 |
|
1.000 |
5,115.0 |
|
0.618 |
5,087.9 |
|
HIGH |
5,044.0 |
|
0.618 |
5,016.9 |
|
0.500 |
5,008.5 |
|
0.382 |
5,000.1 |
|
LOW |
4,973.0 |
|
0.618 |
4,929.1 |
|
1.000 |
4,902.0 |
|
1.618 |
4,858.1 |
|
2.618 |
4,787.1 |
|
4.250 |
4,671.3 |
|
|
| Fisher Pivots for day following 09-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,008.5 |
4,991.5 |
| PP |
5,003.3 |
4,990.0 |
| S1 |
4,998.2 |
4,988.5 |
|