| Trading Metrics calculated at close of trading on 10-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2008 |
10-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
3,347.0 |
3,309.0 |
-38.0 |
-1.1% |
3,355.0 |
| High |
3,371.0 |
3,354.0 |
-17.0 |
-0.5% |
3,387.0 |
| Low |
3,301.0 |
3,287.0 |
-14.0 |
-0.4% |
3,261.0 |
| Close |
3,368.0 |
3,301.0 |
-67.0 |
-2.0% |
3,357.0 |
| Range |
70.0 |
67.0 |
-3.0 |
-4.3% |
126.0 |
| ATR |
77.5 |
77.8 |
0.2 |
0.3% |
0.0 |
| Volume |
1,479,619 |
1,921,646 |
442,027 |
29.9% |
7,283,805 |
|
| Daily Pivots for day following 10-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,515.0 |
3,475.0 |
3,337.9 |
|
| R3 |
3,448.0 |
3,408.0 |
3,319.4 |
|
| R2 |
3,381.0 |
3,381.0 |
3,313.3 |
|
| R1 |
3,341.0 |
3,341.0 |
3,307.1 |
3,327.5 |
| PP |
3,314.0 |
3,314.0 |
3,314.0 |
3,307.3 |
| S1 |
3,274.0 |
3,274.0 |
3,294.9 |
3,260.5 |
| S2 |
3,247.0 |
3,247.0 |
3,288.7 |
|
| S3 |
3,180.0 |
3,207.0 |
3,282.6 |
|
| S4 |
3,113.0 |
3,140.0 |
3,264.2 |
|
|
| 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 |
3,371.0 |
3,261.0 |
110.0 |
3.3% |
81.8 |
2.5% |
36% |
False |
False |
1,759,754 |
| 10 |
3,464.0 |
3,261.0 |
203.0 |
6.1% |
84.7 |
2.6% |
20% |
False |
False |
1,740,670 |
| 20 |
3,613.0 |
3,261.0 |
352.0 |
10.7% |
75.6 |
2.3% |
11% |
False |
False |
1,405,450 |
| 40 |
3,905.0 |
3,261.0 |
644.0 |
19.5% |
67.1 |
2.0% |
6% |
False |
False |
708,861 |
| 60 |
3,905.0 |
3,261.0 |
644.0 |
19.5% |
61.9 |
1.9% |
6% |
False |
False |
473,022 |
| 80 |
3,905.0 |
3,261.0 |
644.0 |
19.5% |
65.2 |
2.0% |
6% |
False |
False |
357,340 |
| 100 |
3,905.0 |
3,261.0 |
644.0 |
19.5% |
67.0 |
2.0% |
6% |
False |
False |
286,818 |
| 120 |
3,905.0 |
3,261.0 |
644.0 |
19.5% |
71.7 |
2.2% |
6% |
False |
False |
239,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,638.8 |
|
2.618 |
3,529.4 |
|
1.618 |
3,462.4 |
|
1.000 |
3,421.0 |
|
0.618 |
3,395.4 |
|
HIGH |
3,354.0 |
|
0.618 |
3,328.4 |
|
0.500 |
3,320.5 |
|
0.382 |
3,312.6 |
|
LOW |
3,287.0 |
|
0.618 |
3,245.6 |
|
1.000 |
3,220.0 |
|
1.618 |
3,178.6 |
|
2.618 |
3,111.6 |
|
4.250 |
3,002.3 |
|
|
| Fisher Pivots for day following 10-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,320.5 |
3,320.0 |
| PP |
3,314.0 |
3,313.7 |
| S1 |
3,307.5 |
3,307.3 |
|