| Trading Metrics calculated at close of trading on 16-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2008 |
16-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
6,260.0 |
6,235.0 |
-25.0 |
-0.4% |
6,450.5 |
| High |
6,265.0 |
6,343.0 |
78.0 |
1.2% |
6,549.0 |
| Low |
6,127.0 |
6,116.5 |
-10.5 |
-0.2% |
6,256.0 |
| Close |
6,210.0 |
6,268.0 |
58.0 |
0.9% |
6,280.0 |
| Range |
138.0 |
226.5 |
88.5 |
64.1% |
293.0 |
| ATR |
142.1 |
148.1 |
6.0 |
4.2% |
0.0 |
| Volume |
994 |
1,163 |
169 |
17.0% |
4,029 |
|
| Daily Pivots for day following 16-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,922.0 |
6,821.5 |
6,392.6 |
|
| R3 |
6,695.5 |
6,595.0 |
6,330.3 |
|
| R2 |
6,469.0 |
6,469.0 |
6,309.5 |
|
| R1 |
6,368.5 |
6,368.5 |
6,288.8 |
6,418.8 |
| PP |
6,242.5 |
6,242.5 |
6,242.5 |
6,267.6 |
| S1 |
6,142.0 |
6,142.0 |
6,247.2 |
6,192.3 |
| S2 |
6,016.0 |
6,016.0 |
6,226.5 |
|
| S3 |
5,789.5 |
5,915.5 |
6,205.7 |
|
| S4 |
5,563.0 |
5,689.0 |
6,143.4 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,240.7 |
7,053.3 |
6,441.2 |
|
| R3 |
6,947.7 |
6,760.3 |
6,360.6 |
|
| R2 |
6,654.7 |
6,654.7 |
6,333.7 |
|
| R1 |
6,467.3 |
6,467.3 |
6,306.9 |
6,414.5 |
| PP |
6,361.7 |
6,361.7 |
6,361.7 |
6,335.3 |
| S1 |
6,174.3 |
6,174.3 |
6,253.1 |
6,121.5 |
| S2 |
6,068.7 |
6,068.7 |
6,226.3 |
|
| S3 |
5,775.7 |
5,881.3 |
6,199.4 |
|
| S4 |
5,482.7 |
5,588.3 |
6,118.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,506.0 |
6,116.5 |
389.5 |
6.2% |
160.3 |
2.6% |
39% |
False |
True |
962 |
| 10 |
6,549.0 |
6,116.5 |
432.5 |
6.9% |
151.2 |
2.4% |
35% |
False |
True |
894 |
| 20 |
6,920.0 |
6,116.5 |
803.5 |
12.8% |
141.3 |
2.3% |
19% |
False |
True |
1,889 |
| 40 |
7,292.0 |
6,116.5 |
1,175.5 |
18.8% |
123.5 |
2.0% |
13% |
False |
True |
1,784 |
| 60 |
7,421.0 |
6,116.5 |
1,304.5 |
20.8% |
109.9 |
1.8% |
12% |
False |
True |
1,256 |
| 80 |
7,421.0 |
6,116.5 |
1,304.5 |
20.8% |
106.3 |
1.7% |
12% |
False |
True |
994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,305.6 |
|
2.618 |
6,936.0 |
|
1.618 |
6,709.5 |
|
1.000 |
6,569.5 |
|
0.618 |
6,483.0 |
|
HIGH |
6,343.0 |
|
0.618 |
6,256.5 |
|
0.500 |
6,229.8 |
|
0.382 |
6,203.0 |
|
LOW |
6,116.5 |
|
0.618 |
5,976.5 |
|
1.000 |
5,890.0 |
|
1.618 |
5,750.0 |
|
2.618 |
5,523.5 |
|
4.250 |
5,153.9 |
|
|
| Fisher Pivots for day following 16-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,255.3 |
6,260.9 |
| PP |
6,242.5 |
6,253.8 |
| S1 |
6,229.8 |
6,246.8 |
|