| Trading Metrics calculated at close of trading on 17-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2008 |
17-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
5,197.0 |
5,215.0 |
18.0 |
0.3% |
5,488.5 |
| High |
5,231.0 |
5,345.0 |
114.0 |
2.2% |
5,552.5 |
| Low |
5,073.0 |
5,206.0 |
133.0 |
2.6% |
5,256.0 |
| Close |
5,146.0 |
5,292.5 |
146.5 |
2.8% |
5,273.5 |
| Range |
158.0 |
139.0 |
-19.0 |
-12.0% |
296.5 |
| ATR |
136.5 |
140.9 |
4.5 |
3.3% |
0.0 |
| Volume |
170,889 |
155,473 |
-15,416 |
-9.0% |
480,234 |
|
| Daily Pivots for day following 17-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,698.0 |
5,634.5 |
5,369.0 |
|
| R3 |
5,559.0 |
5,495.5 |
5,330.5 |
|
| R2 |
5,420.0 |
5,420.0 |
5,318.0 |
|
| R1 |
5,356.5 |
5,356.5 |
5,305.0 |
5,388.0 |
| PP |
5,281.0 |
5,281.0 |
5,281.0 |
5,297.0 |
| S1 |
5,217.5 |
5,217.5 |
5,280.0 |
5,249.0 |
| S2 |
5,142.0 |
5,142.0 |
5,267.0 |
|
| S3 |
5,003.0 |
5,078.5 |
5,254.5 |
|
| S4 |
4,864.0 |
4,939.5 |
5,216.0 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,250.0 |
6,058.5 |
5,436.5 |
|
| R3 |
5,953.5 |
5,762.0 |
5,355.0 |
|
| R2 |
5,657.0 |
5,657.0 |
5,328.0 |
|
| R1 |
5,465.5 |
5,465.5 |
5,300.5 |
5,413.0 |
| PP |
5,360.5 |
5,360.5 |
5,360.5 |
5,334.5 |
| S1 |
5,169.0 |
5,169.0 |
5,246.5 |
5,116.5 |
| S2 |
5,064.0 |
5,064.0 |
5,219.0 |
|
| S3 |
4,767.5 |
4,872.5 |
5,192.0 |
|
| S4 |
4,471.0 |
4,576.0 |
5,110.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,472.5 |
5,073.0 |
399.5 |
7.5% |
155.0 |
2.9% |
55% |
False |
False |
133,667 |
| 10 |
5,552.5 |
5,073.0 |
479.5 |
9.1% |
142.5 |
2.7% |
46% |
False |
False |
117,181 |
| 20 |
5,817.5 |
5,073.0 |
744.5 |
14.1% |
134.0 |
2.5% |
29% |
False |
False |
120,965 |
| 40 |
6,296.0 |
5,073.0 |
1,223.0 |
23.1% |
112.0 |
2.1% |
18% |
False |
False |
70,417 |
| 60 |
6,424.5 |
5,073.0 |
1,351.5 |
25.5% |
99.5 |
1.9% |
16% |
False |
False |
47,191 |
| 80 |
6,424.5 |
5,073.0 |
1,351.5 |
25.5% |
88.5 |
1.7% |
16% |
False |
False |
35,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,936.0 |
|
2.618 |
5,709.0 |
|
1.618 |
5,570.0 |
|
1.000 |
5,484.0 |
|
0.618 |
5,431.0 |
|
HIGH |
5,345.0 |
|
0.618 |
5,292.0 |
|
0.500 |
5,275.5 |
|
0.382 |
5,259.0 |
|
LOW |
5,206.0 |
|
0.618 |
5,120.0 |
|
1.000 |
5,067.0 |
|
1.618 |
4,981.0 |
|
2.618 |
4,842.0 |
|
4.250 |
4,615.0 |
|
|
| Fisher Pivots for day following 17-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,287.0 |
5,264.5 |
| PP |
5,281.0 |
5,237.0 |
| S1 |
5,275.5 |
5,209.0 |
|