| Trading Metrics calculated at close of trading on 07-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2008 |
07-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
3,294.0 |
3,315.0 |
21.0 |
0.6% |
3,355.0 |
| High |
3,369.0 |
3,364.0 |
-5.0 |
-0.1% |
3,387.0 |
| Low |
3,261.0 |
3,288.0 |
27.0 |
0.8% |
3,261.0 |
| Close |
3,357.0 |
3,357.0 |
0.0 |
0.0% |
3,357.0 |
| Range |
108.0 |
76.0 |
-32.0 |
-29.6% |
126.0 |
| ATR |
77.5 |
77.4 |
-0.1 |
-0.1% |
0.0 |
| Volume |
2,143,594 |
1,462,344 |
-681,250 |
-31.8% |
7,283,805 |
|
| Daily Pivots for day following 07-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,564.3 |
3,536.7 |
3,398.8 |
|
| R3 |
3,488.3 |
3,460.7 |
3,377.9 |
|
| R2 |
3,412.3 |
3,412.3 |
3,370.9 |
|
| R1 |
3,384.7 |
3,384.7 |
3,364.0 |
3,398.5 |
| PP |
3,336.3 |
3,336.3 |
3,336.3 |
3,343.3 |
| S1 |
3,308.7 |
3,308.7 |
3,350.0 |
3,322.5 |
| S2 |
3,260.3 |
3,260.3 |
3,343.1 |
|
| S3 |
3,184.3 |
3,232.7 |
3,336.1 |
|
| S4 |
3,108.3 |
3,156.7 |
3,315.2 |
|
|
| Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,713.0 |
3,661.0 |
3,426.3 |
|
| R3 |
3,587.0 |
3,535.0 |
3,391.7 |
|
| R2 |
3,461.0 |
3,461.0 |
3,380.1 |
|
| R1 |
3,409.0 |
3,409.0 |
3,368.6 |
3,435.0 |
| PP |
3,335.0 |
3,335.0 |
3,335.0 |
3,348.0 |
| S1 |
3,283.0 |
3,283.0 |
3,345.5 |
3,309.0 |
| S2 |
3,209.0 |
3,209.0 |
3,333.9 |
|
| S3 |
3,083.0 |
3,157.0 |
3,322.4 |
|
| S4 |
2,957.0 |
3,031.0 |
3,287.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,387.0 |
3,261.0 |
126.0 |
3.8% |
89.2 |
2.7% |
76% |
False |
False |
1,749,229 |
| 10 |
3,499.0 |
3,261.0 |
238.0 |
7.1% |
82.1 |
2.4% |
40% |
False |
False |
1,619,640 |
| 20 |
3,645.0 |
3,261.0 |
384.0 |
11.4% |
74.6 |
2.2% |
25% |
False |
False |
1,152,527 |
| 40 |
3,905.0 |
3,261.0 |
644.0 |
19.2% |
64.8 |
1.9% |
15% |
False |
False |
579,162 |
| 60 |
3,905.0 |
3,261.0 |
644.0 |
19.2% |
61.9 |
1.8% |
15% |
False |
False |
386,536 |
| 80 |
3,905.0 |
3,261.0 |
644.0 |
19.2% |
66.8 |
2.0% |
15% |
False |
False |
293,145 |
| 100 |
3,905.0 |
3,261.0 |
644.0 |
19.2% |
67.1 |
2.0% |
15% |
False |
False |
234,912 |
| 120 |
4,117.0 |
3,261.0 |
856.0 |
25.5% |
72.1 |
2.1% |
11% |
False |
False |
195,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,687.0 |
|
2.618 |
3,563.0 |
|
1.618 |
3,487.0 |
|
1.000 |
3,440.0 |
|
0.618 |
3,411.0 |
|
HIGH |
3,364.0 |
|
0.618 |
3,335.0 |
|
0.500 |
3,326.0 |
|
0.382 |
3,317.0 |
|
LOW |
3,288.0 |
|
0.618 |
3,241.0 |
|
1.000 |
3,212.0 |
|
1.618 |
3,165.0 |
|
2.618 |
3,089.0 |
|
4.250 |
2,965.0 |
|
|
| Fisher Pivots for day following 07-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,346.7 |
3,343.0 |
| PP |
3,336.3 |
3,329.0 |
| S1 |
3,326.0 |
3,315.0 |
|