| Trading Metrics calculated at close of trading on 23-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2008 |
23-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
4,954.0 |
5,034.0 |
80.0 |
1.6% |
4,930.0 |
| High |
5,016.0 |
5,149.0 |
133.0 |
2.7% |
4,973.0 |
| Low |
4,931.0 |
5,034.0 |
103.0 |
2.1% |
4,784.0 |
| Close |
5,016.0 |
5,100.0 |
84.0 |
1.7% |
4,851.0 |
| Range |
85.0 |
115.0 |
30.0 |
35.3% |
189.0 |
| ATR |
99.4 |
101.8 |
2.4 |
2.4% |
0.0 |
| Volume |
22,181 |
35,482 |
13,301 |
60.0% |
128,070 |
|
| Daily Pivots for day following 23-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,439.3 |
5,384.7 |
5,163.3 |
|
| R3 |
5,324.3 |
5,269.7 |
5,131.6 |
|
| R2 |
5,209.3 |
5,209.3 |
5,121.1 |
|
| R1 |
5,154.7 |
5,154.7 |
5,110.5 |
5,182.0 |
| PP |
5,094.3 |
5,094.3 |
5,094.3 |
5,108.0 |
| S1 |
5,039.7 |
5,039.7 |
5,089.5 |
5,067.0 |
| S2 |
4,979.3 |
4,979.3 |
5,078.9 |
|
| S3 |
4,864.3 |
4,924.7 |
5,068.4 |
|
| S4 |
4,749.3 |
4,809.7 |
5,036.8 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,436.3 |
5,332.7 |
4,955.0 |
|
| R3 |
5,247.3 |
5,143.7 |
4,903.0 |
|
| R2 |
5,058.3 |
5,058.3 |
4,885.7 |
|
| R1 |
4,954.7 |
4,954.7 |
4,868.3 |
4,912.0 |
| PP |
4,869.3 |
4,869.3 |
4,869.3 |
4,848.0 |
| S1 |
4,765.7 |
4,765.7 |
4,833.7 |
4,723.0 |
| S2 |
4,680.3 |
4,680.3 |
4,816.4 |
|
| S3 |
4,491.3 |
4,576.7 |
4,799.0 |
|
| S4 |
4,302.3 |
4,387.7 |
4,747.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,149.0 |
4,814.0 |
335.0 |
6.6% |
90.8 |
1.8% |
85% |
True |
False |
25,745 |
| 10 |
5,149.0 |
4,784.0 |
365.0 |
7.2% |
86.8 |
1.7% |
87% |
True |
False |
26,216 |
| 20 |
5,357.0 |
4,784.0 |
573.0 |
11.2% |
88.4 |
1.7% |
55% |
False |
False |
27,290 |
| 40 |
5,745.0 |
4,784.0 |
961.0 |
18.8% |
81.3 |
1.6% |
33% |
False |
False |
22,787 |
| 60 |
6,006.0 |
4,784.0 |
1,222.0 |
24.0% |
67.2 |
1.3% |
26% |
False |
False |
15,228 |
| 80 |
6,006.0 |
4,784.0 |
1,222.0 |
24.0% |
58.1 |
1.1% |
26% |
False |
False |
11,432 |
| 100 |
6,006.0 |
4,784.0 |
1,222.0 |
24.0% |
48.6 |
1.0% |
26% |
False |
False |
9,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,637.8 |
|
2.618 |
5,450.1 |
|
1.618 |
5,335.1 |
|
1.000 |
5,264.0 |
|
0.618 |
5,220.1 |
|
HIGH |
5,149.0 |
|
0.618 |
5,105.1 |
|
0.500 |
5,091.5 |
|
0.382 |
5,077.9 |
|
LOW |
5,034.0 |
|
0.618 |
4,962.9 |
|
1.000 |
4,919.0 |
|
1.618 |
4,847.9 |
|
2.618 |
4,732.9 |
|
4.250 |
4,545.3 |
|
|
| Fisher Pivots for day following 23-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,097.2 |
5,079.0 |
| PP |
5,094.3 |
5,058.0 |
| S1 |
5,091.5 |
5,037.0 |
|