| Trading Metrics calculated at close of trading on 10-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2008 |
10-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
5,007.0 |
4,922.0 |
-85.0 |
-1.7% |
5,262.0 |
| High |
5,044.0 |
4,972.0 |
-72.0 |
-1.4% |
5,328.0 |
| Low |
4,973.0 |
4,904.0 |
-69.0 |
-1.4% |
4,975.0 |
| Close |
4,993.0 |
4,945.0 |
-48.0 |
-1.0% |
5,074.0 |
| Range |
71.0 |
68.0 |
-3.0 |
-4.2% |
353.0 |
| ATR |
95.0 |
94.6 |
-0.4 |
-0.5% |
0.0 |
| Volume |
27,974 |
24,505 |
-3,469 |
-12.4% |
141,361 |
|
| Daily Pivots for day following 10-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,144.3 |
5,112.7 |
4,982.4 |
|
| R3 |
5,076.3 |
5,044.7 |
4,963.7 |
|
| R2 |
5,008.3 |
5,008.3 |
4,957.5 |
|
| R1 |
4,976.7 |
4,976.7 |
4,951.2 |
4,992.5 |
| PP |
4,940.3 |
4,940.3 |
4,940.3 |
4,948.3 |
| S1 |
4,908.7 |
4,908.7 |
4,938.8 |
4,924.5 |
| S2 |
4,872.3 |
4,872.3 |
4,932.5 |
|
| S3 |
4,804.3 |
4,840.7 |
4,926.3 |
|
| S4 |
4,736.3 |
4,772.7 |
4,907.6 |
|
|
| 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 |
4,904.0 |
194.0 |
3.9% |
79.0 |
1.6% |
21% |
False |
True |
24,611 |
| 10 |
5,328.0 |
4,904.0 |
424.0 |
8.6% |
90.0 |
1.8% |
10% |
False |
True |
27,803 |
| 20 |
5,454.0 |
4,904.0 |
550.0 |
11.1% |
85.9 |
1.7% |
7% |
False |
True |
33,213 |
| 40 |
6,006.0 |
4,904.0 |
1,102.0 |
22.3% |
68.7 |
1.4% |
4% |
False |
True |
16,875 |
| 60 |
6,006.0 |
4,904.0 |
1,102.0 |
22.3% |
58.0 |
1.2% |
4% |
False |
True |
11,271 |
| 80 |
6,006.0 |
4,904.0 |
1,102.0 |
22.3% |
49.3 |
1.0% |
4% |
False |
True |
8,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,261.0 |
|
2.618 |
5,150.0 |
|
1.618 |
5,082.0 |
|
1.000 |
5,040.0 |
|
0.618 |
5,014.0 |
|
HIGH |
4,972.0 |
|
0.618 |
4,946.0 |
|
0.500 |
4,938.0 |
|
0.382 |
4,930.0 |
|
LOW |
4,904.0 |
|
0.618 |
4,862.0 |
|
1.000 |
4,836.0 |
|
1.618 |
4,794.0 |
|
2.618 |
4,726.0 |
|
4.250 |
4,615.0 |
|
|
| Fisher Pivots for day following 10-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,942.7 |
4,974.0 |
| PP |
4,940.3 |
4,964.3 |
| S1 |
4,938.0 |
4,954.7 |
|