| Trading Metrics calculated at close of trading on 29-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2008 |
29-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
3,370.0 |
3,320.0 |
-50.0 |
-1.5% |
3,369.0 |
| High |
3,383.0 |
3,394.0 |
11.0 |
0.3% |
3,452.0 |
| Low |
3,321.0 |
3,309.0 |
-12.0 |
-0.4% |
3,312.0 |
| Close |
3,351.0 |
3,366.0 |
15.0 |
0.4% |
3,390.0 |
| Range |
62.0 |
85.0 |
23.0 |
37.1% |
140.0 |
| ATR |
79.3 |
79.7 |
0.4 |
0.5% |
0.0 |
| Volume |
101 |
1,988 |
1,887 |
1,868.3% |
15,623 |
|
| Daily Pivots for day following 29-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,611.3 |
3,573.7 |
3,412.8 |
|
| R3 |
3,526.3 |
3,488.7 |
3,389.4 |
|
| R2 |
3,441.3 |
3,441.3 |
3,381.6 |
|
| R1 |
3,403.7 |
3,403.7 |
3,373.8 |
3,422.5 |
| PP |
3,356.3 |
3,356.3 |
3,356.3 |
3,365.8 |
| S1 |
3,318.7 |
3,318.7 |
3,358.2 |
3,337.5 |
| S2 |
3,271.3 |
3,271.3 |
3,350.4 |
|
| S3 |
3,186.3 |
3,233.7 |
3,342.6 |
|
| S4 |
3,101.3 |
3,148.7 |
3,319.3 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,804.7 |
3,737.3 |
3,467.0 |
|
| R3 |
3,664.7 |
3,597.3 |
3,428.5 |
|
| R2 |
3,524.7 |
3,524.7 |
3,415.7 |
|
| R1 |
3,457.3 |
3,457.3 |
3,402.8 |
3,491.0 |
| PP |
3,384.7 |
3,384.7 |
3,384.7 |
3,401.5 |
| S1 |
3,317.3 |
3,317.3 |
3,377.2 |
3,351.0 |
| S2 |
3,244.7 |
3,244.7 |
3,364.3 |
|
| S3 |
3,104.7 |
3,177.3 |
3,351.5 |
|
| S4 |
2,964.7 |
3,037.3 |
3,313.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,452.0 |
3,309.0 |
143.0 |
4.2% |
68.2 |
2.0% |
40% |
False |
True |
2,298 |
| 10 |
3,452.0 |
3,133.0 |
319.0 |
9.5% |
76.4 |
2.3% |
73% |
False |
False |
2,984 |
| 20 |
3,452.0 |
3,133.0 |
319.0 |
9.5% |
77.6 |
2.3% |
73% |
False |
False |
4,402 |
| 40 |
3,779.0 |
3,133.0 |
646.0 |
19.2% |
72.8 |
2.2% |
36% |
False |
False |
7,133 |
| 60 |
3,931.0 |
3,133.0 |
798.0 |
23.7% |
62.0 |
1.8% |
29% |
False |
False |
5,201 |
| 80 |
3,931.0 |
3,133.0 |
798.0 |
23.7% |
57.5 |
1.7% |
29% |
False |
False |
4,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,755.3 |
|
2.618 |
3,616.5 |
|
1.618 |
3,531.5 |
|
1.000 |
3,479.0 |
|
0.618 |
3,446.5 |
|
HIGH |
3,394.0 |
|
0.618 |
3,361.5 |
|
0.500 |
3,351.5 |
|
0.382 |
3,341.5 |
|
LOW |
3,309.0 |
|
0.618 |
3,256.5 |
|
1.000 |
3,224.0 |
|
1.618 |
3,171.5 |
|
2.618 |
3,086.5 |
|
4.250 |
2,947.8 |
|
|
| Fisher Pivots for day following 29-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,361.2 |
3,363.0 |
| PP |
3,356.3 |
3,360.0 |
| S1 |
3,351.5 |
3,357.0 |
|