| Trading Metrics calculated at close of trading on 31-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2008 |
31-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
3,377.0 |
3,403.0 |
26.0 |
0.8% |
3,350.0 |
| High |
3,407.0 |
3,417.0 |
10.0 |
0.3% |
3,432.0 |
| Low |
3,360.0 |
3,355.0 |
-5.0 |
-0.1% |
3,285.0 |
| Close |
3,389.0 |
3,379.0 |
-10.0 |
-0.3% |
3,368.0 |
| Range |
47.0 |
62.0 |
15.0 |
31.9% |
147.0 |
| ATR |
84.6 |
83.0 |
-1.6 |
-1.9% |
0.0 |
| Volume |
1,344,301 |
1,418,754 |
74,453 |
5.5% |
6,461,761 |
|
| Daily Pivots for day following 31-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,569.7 |
3,536.3 |
3,413.1 |
|
| R3 |
3,507.7 |
3,474.3 |
3,396.1 |
|
| R2 |
3,445.7 |
3,445.7 |
3,390.4 |
|
| R1 |
3,412.3 |
3,412.3 |
3,384.7 |
3,398.0 |
| PP |
3,383.7 |
3,383.7 |
3,383.7 |
3,376.5 |
| S1 |
3,350.3 |
3,350.3 |
3,373.3 |
3,336.0 |
| S2 |
3,321.7 |
3,321.7 |
3,367.6 |
|
| S3 |
3,259.7 |
3,288.3 |
3,362.0 |
|
| S4 |
3,197.7 |
3,226.3 |
3,344.9 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,802.7 |
3,732.3 |
3,448.9 |
|
| R3 |
3,655.7 |
3,585.3 |
3,408.4 |
|
| R2 |
3,508.7 |
3,508.7 |
3,395.0 |
|
| R1 |
3,438.3 |
3,438.3 |
3,381.5 |
3,473.5 |
| PP |
3,361.7 |
3,361.7 |
3,361.7 |
3,379.3 |
| S1 |
3,291.3 |
3,291.3 |
3,354.5 |
3,326.5 |
| S2 |
3,214.7 |
3,214.7 |
3,341.1 |
|
| S3 |
3,067.7 |
3,144.3 |
3,327.6 |
|
| S4 |
2,920.7 |
2,997.3 |
3,287.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,417.0 |
3,282.0 |
135.0 |
4.0% |
67.4 |
2.0% |
72% |
True |
False |
1,249,749 |
| 10 |
3,432.0 |
3,251.0 |
181.0 |
5.4% |
74.9 |
2.2% |
71% |
False |
False |
1,333,915 |
| 20 |
3,432.0 |
3,107.0 |
325.0 |
9.6% |
83.4 |
2.5% |
84% |
False |
False |
1,655,964 |
| 40 |
3,753.0 |
3,107.0 |
646.0 |
19.1% |
79.7 |
2.4% |
42% |
False |
False |
1,314,646 |
| 60 |
3,905.0 |
3,107.0 |
798.0 |
23.6% |
69.1 |
2.0% |
34% |
False |
False |
878,090 |
| 80 |
3,905.0 |
3,107.0 |
798.0 |
23.6% |
66.4 |
2.0% |
34% |
False |
False |
658,845 |
| 100 |
3,905.0 |
3,107.0 |
798.0 |
23.6% |
70.2 |
2.1% |
34% |
False |
False |
529,872 |
| 120 |
3,905.0 |
3,107.0 |
798.0 |
23.6% |
69.9 |
2.1% |
34% |
False |
False |
441,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,680.5 |
|
2.618 |
3,579.3 |
|
1.618 |
3,517.3 |
|
1.000 |
3,479.0 |
|
0.618 |
3,455.3 |
|
HIGH |
3,417.0 |
|
0.618 |
3,393.3 |
|
0.500 |
3,386.0 |
|
0.382 |
3,378.7 |
|
LOW |
3,355.0 |
|
0.618 |
3,316.7 |
|
1.000 |
3,293.0 |
|
1.618 |
3,254.7 |
|
2.618 |
3,192.7 |
|
4.250 |
3,091.5 |
|
|
| Fisher Pivots for day following 31-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,386.0 |
3,369.2 |
| PP |
3,383.7 |
3,359.3 |
| S1 |
3,381.3 |
3,349.5 |
|