| Trading Metrics calculated at close of trading on 02-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2008 |
02-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
5,602.0 |
5,503.0 |
-99.0 |
-1.8% |
5,651.0 |
| High |
5,624.0 |
5,587.0 |
-37.0 |
-0.7% |
5,720.0 |
| Low |
5,440.5 |
5,384.0 |
-56.5 |
-1.0% |
5,489.5 |
| Close |
5,501.0 |
5,451.5 |
-49.5 |
-0.9% |
5,547.5 |
| Range |
183.5 |
203.0 |
19.5 |
10.6% |
230.5 |
| ATR |
112.1 |
118.6 |
6.5 |
5.8% |
0.0 |
| Volume |
126,985 |
156,556 |
29,571 |
23.3% |
545,407 |
|
| Daily Pivots for day following 02-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,083.0 |
5,970.5 |
5,563.0 |
|
| R3 |
5,880.0 |
5,767.5 |
5,507.5 |
|
| R2 |
5,677.0 |
5,677.0 |
5,488.5 |
|
| R1 |
5,564.5 |
5,564.5 |
5,470.0 |
5,519.0 |
| PP |
5,474.0 |
5,474.0 |
5,474.0 |
5,451.5 |
| S1 |
5,361.5 |
5,361.5 |
5,433.0 |
5,316.0 |
| S2 |
5,271.0 |
5,271.0 |
5,414.5 |
|
| S3 |
5,068.0 |
5,158.5 |
5,395.5 |
|
| S4 |
4,865.0 |
4,955.5 |
5,340.0 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,277.0 |
6,143.0 |
5,674.5 |
|
| R3 |
6,046.5 |
5,912.5 |
5,611.0 |
|
| R2 |
5,816.0 |
5,816.0 |
5,590.0 |
|
| R1 |
5,682.0 |
5,682.0 |
5,568.5 |
5,634.0 |
| PP |
5,585.5 |
5,585.5 |
5,585.5 |
5,561.5 |
| S1 |
5,451.5 |
5,451.5 |
5,526.5 |
5,403.0 |
| S2 |
5,355.0 |
5,355.0 |
5,505.0 |
|
| S3 |
5,124.5 |
5,221.0 |
5,484.0 |
|
| S4 |
4,894.0 |
4,990.5 |
5,420.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,669.0 |
5,384.0 |
285.0 |
5.2% |
153.0 |
2.8% |
24% |
False |
True |
124,164 |
| 10 |
5,817.5 |
5,384.0 |
433.5 |
8.0% |
125.0 |
2.3% |
16% |
False |
True |
124,749 |
| 20 |
6,115.5 |
5,384.0 |
731.5 |
13.4% |
116.5 |
2.1% |
9% |
False |
True |
82,036 |
| 40 |
6,424.5 |
5,384.0 |
1,040.5 |
19.1% |
98.0 |
1.8% |
6% |
False |
True |
41,437 |
| 60 |
6,424.5 |
5,384.0 |
1,040.5 |
19.1% |
86.5 |
1.6% |
6% |
False |
True |
27,671 |
| 80 |
6,424.5 |
5,384.0 |
1,040.5 |
19.1% |
76.0 |
1.4% |
6% |
False |
True |
20,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,450.0 |
|
2.618 |
6,118.5 |
|
1.618 |
5,915.5 |
|
1.000 |
5,790.0 |
|
0.618 |
5,712.5 |
|
HIGH |
5,587.0 |
|
0.618 |
5,509.5 |
|
0.500 |
5,485.5 |
|
0.382 |
5,461.5 |
|
LOW |
5,384.0 |
|
0.618 |
5,258.5 |
|
1.000 |
5,181.0 |
|
1.618 |
5,055.5 |
|
2.618 |
4,852.5 |
|
4.250 |
4,521.0 |
|
|
| Fisher Pivots for day following 02-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,485.5 |
5,522.0 |
| PP |
5,474.0 |
5,498.5 |
| S1 |
5,463.0 |
5,475.0 |
|