| Trading Metrics calculated at close of trading on 24-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2008 |
24-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
5,434.5 |
5,471.0 |
36.5 |
0.7% |
5,330.0 |
| High |
5,480.5 |
5,476.0 |
-4.5 |
-0.1% |
5,388.0 |
| Low |
5,385.0 |
5,320.5 |
-64.5 |
-1.2% |
5,073.0 |
| Close |
5,465.5 |
5,360.5 |
-105.0 |
-1.9% |
5,370.5 |
| Range |
95.5 |
155.5 |
60.0 |
62.8% |
315.0 |
| ATR |
138.4 |
139.7 |
1.2 |
0.9% |
0.0 |
| Volume |
85,643 |
98,293 |
12,650 |
14.8% |
719,790 |
|
| Daily Pivots for day following 24-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,852.0 |
5,762.0 |
5,446.0 |
|
| R3 |
5,696.5 |
5,606.5 |
5,403.5 |
|
| R2 |
5,541.0 |
5,541.0 |
5,389.0 |
|
| R1 |
5,451.0 |
5,451.0 |
5,375.0 |
5,418.0 |
| PP |
5,385.5 |
5,385.5 |
5,385.5 |
5,369.5 |
| S1 |
5,295.5 |
5,295.5 |
5,346.0 |
5,263.0 |
| S2 |
5,230.0 |
5,230.0 |
5,332.0 |
|
| S3 |
5,074.5 |
5,140.0 |
5,317.5 |
|
| S4 |
4,919.0 |
4,984.5 |
5,275.0 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,222.0 |
6,111.5 |
5,544.0 |
|
| R3 |
5,907.0 |
5,796.5 |
5,457.0 |
|
| R2 |
5,592.0 |
5,592.0 |
5,428.0 |
|
| R1 |
5,481.5 |
5,481.5 |
5,399.5 |
5,537.0 |
| PP |
5,277.0 |
5,277.0 |
5,277.0 |
5,305.0 |
| S1 |
5,166.5 |
5,166.5 |
5,341.5 |
5,222.0 |
| S2 |
4,962.0 |
4,962.0 |
5,313.0 |
|
| S3 |
4,647.0 |
4,851.5 |
5,284.0 |
|
| S4 |
4,332.0 |
4,536.5 |
5,197.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,480.5 |
5,221.5 |
259.0 |
4.8% |
135.0 |
2.5% |
54% |
False |
False |
121,625 |
| 10 |
5,480.5 |
5,073.0 |
407.5 |
7.6% |
145.0 |
2.7% |
71% |
False |
False |
127,646 |
| 20 |
5,669.0 |
5,073.0 |
596.0 |
11.1% |
143.5 |
2.7% |
48% |
False |
False |
120,038 |
| 40 |
6,162.0 |
5,073.0 |
1,089.0 |
20.3% |
119.5 |
2.2% |
26% |
False |
False |
85,563 |
| 60 |
6,424.5 |
5,073.0 |
1,351.5 |
25.2% |
105.5 |
2.0% |
21% |
False |
False |
57,316 |
| 80 |
6,424.5 |
5,073.0 |
1,351.5 |
25.2% |
94.0 |
1.8% |
21% |
False |
False |
43,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,137.0 |
|
2.618 |
5,883.0 |
|
1.618 |
5,727.5 |
|
1.000 |
5,631.5 |
|
0.618 |
5,572.0 |
|
HIGH |
5,476.0 |
|
0.618 |
5,416.5 |
|
0.500 |
5,398.0 |
|
0.382 |
5,380.0 |
|
LOW |
5,320.5 |
|
0.618 |
5,224.5 |
|
1.000 |
5,165.0 |
|
1.618 |
5,069.0 |
|
2.618 |
4,913.5 |
|
4.250 |
4,659.5 |
|
|
| Fisher Pivots for day following 24-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,398.0 |
5,382.0 |
| PP |
5,385.5 |
5,374.5 |
| S1 |
5,373.0 |
5,367.5 |
|