| Trading Metrics calculated at close of trading on 14-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2008 |
14-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
3,333.0 |
3,250.0 |
-83.0 |
-2.5% |
3,315.0 |
| High |
3,335.0 |
3,274.0 |
-61.0 |
-1.8% |
3,371.0 |
| Low |
3,202.0 |
3,207.0 |
5.0 |
0.2% |
3,202.0 |
| Close |
3,220.0 |
3,243.0 |
23.0 |
0.7% |
3,220.0 |
| Range |
133.0 |
67.0 |
-66.0 |
-49.6% |
169.0 |
| ATR |
81.7 |
80.7 |
-1.1 |
-1.3% |
0.0 |
| Volume |
2,156,496 |
1,630,736 |
-525,760 |
-24.4% |
8,811,676 |
|
| Daily Pivots for day following 14-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,442.3 |
3,409.7 |
3,279.9 |
|
| R3 |
3,375.3 |
3,342.7 |
3,261.4 |
|
| R2 |
3,308.3 |
3,308.3 |
3,255.3 |
|
| R1 |
3,275.7 |
3,275.7 |
3,249.1 |
3,258.5 |
| PP |
3,241.3 |
3,241.3 |
3,241.3 |
3,232.8 |
| S1 |
3,208.7 |
3,208.7 |
3,236.9 |
3,191.5 |
| S2 |
3,174.3 |
3,174.3 |
3,230.7 |
|
| S3 |
3,107.3 |
3,141.7 |
3,224.6 |
|
| S4 |
3,040.3 |
3,074.7 |
3,206.2 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,771.3 |
3,664.7 |
3,313.0 |
|
| R3 |
3,602.3 |
3,495.7 |
3,266.5 |
|
| R2 |
3,433.3 |
3,433.3 |
3,251.0 |
|
| R1 |
3,326.7 |
3,326.7 |
3,235.5 |
3,295.5 |
| PP |
3,264.3 |
3,264.3 |
3,264.3 |
3,248.8 |
| S1 |
3,157.7 |
3,157.7 |
3,204.5 |
3,126.5 |
| S2 |
3,095.3 |
3,095.3 |
3,189.0 |
|
| S3 |
2,926.3 |
2,988.7 |
3,173.5 |
|
| S4 |
2,757.3 |
2,819.7 |
3,127.1 |
|
|
| 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 |
3,202.0 |
169.0 |
5.2% |
85.0 |
2.6% |
24% |
False |
False |
1,796,013 |
| 10 |
3,387.0 |
3,202.0 |
185.0 |
5.7% |
87.1 |
2.7% |
22% |
False |
False |
1,772,621 |
| 20 |
3,613.0 |
3,202.0 |
411.0 |
12.7% |
79.8 |
2.5% |
10% |
False |
False |
1,579,202 |
| 40 |
3,905.0 |
3,202.0 |
703.0 |
21.7% |
69.7 |
2.1% |
6% |
False |
False |
803,457 |
| 60 |
3,905.0 |
3,202.0 |
703.0 |
21.7% |
63.1 |
1.9% |
6% |
False |
False |
536,067 |
| 80 |
3,905.0 |
3,202.0 |
703.0 |
21.7% |
65.0 |
2.0% |
6% |
False |
False |
403,100 |
| 100 |
3,905.0 |
3,202.0 |
703.0 |
21.7% |
67.5 |
2.1% |
6% |
False |
False |
324,677 |
| 120 |
3,905.0 |
3,202.0 |
703.0 |
21.7% |
69.7 |
2.1% |
6% |
False |
False |
270,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,558.8 |
|
2.618 |
3,449.4 |
|
1.618 |
3,382.4 |
|
1.000 |
3,341.0 |
|
0.618 |
3,315.4 |
|
HIGH |
3,274.0 |
|
0.618 |
3,248.4 |
|
0.500 |
3,240.5 |
|
0.382 |
3,232.6 |
|
LOW |
3,207.0 |
|
0.618 |
3,165.6 |
|
1.000 |
3,140.0 |
|
1.618 |
3,098.6 |
|
2.618 |
3,031.6 |
|
4.250 |
2,922.3 |
|
|
| Fisher Pivots for day following 14-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,242.2 |
3,278.0 |
| PP |
3,241.3 |
3,266.3 |
| S1 |
3,240.5 |
3,254.7 |
|