| Trading Metrics calculated at close of trading on 30-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2008 |
30-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1,235.50 |
1,264.50 |
29.00 |
2.3% |
1,262.25 |
| High |
1,264.50 |
1,286.50 |
22.00 |
1.7% |
1,293.00 |
| Low |
1,234.00 |
1,262.00 |
28.00 |
2.3% |
1,249.50 |
| Close |
1,263.50 |
1,286.50 |
23.00 |
1.8% |
1,255.75 |
| Range |
30.50 |
24.50 |
-6.00 |
-19.7% |
43.50 |
| ATR |
25.32 |
25.26 |
-0.06 |
-0.2% |
0.00 |
| Volume |
2,376 |
2,658 |
282 |
11.9% |
20,349 |
|
| Daily Pivots for day following 30-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,351.75 |
1,343.75 |
1,300.00 |
|
| R3 |
1,327.25 |
1,319.25 |
1,293.25 |
|
| R2 |
1,302.75 |
1,302.75 |
1,291.00 |
|
| R1 |
1,294.75 |
1,294.75 |
1,288.75 |
1,298.75 |
| PP |
1,278.25 |
1,278.25 |
1,278.25 |
1,280.50 |
| S1 |
1,270.25 |
1,270.25 |
1,284.25 |
1,274.25 |
| S2 |
1,253.75 |
1,253.75 |
1,282.00 |
|
| S3 |
1,229.25 |
1,245.75 |
1,279.75 |
|
| S4 |
1,204.75 |
1,221.25 |
1,273.00 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,396.50 |
1,369.75 |
1,279.75 |
|
| R3 |
1,353.00 |
1,326.25 |
1,267.75 |
|
| R2 |
1,309.50 |
1,309.50 |
1,263.75 |
|
| R1 |
1,282.75 |
1,282.75 |
1,259.75 |
1,274.50 |
| PP |
1,266.00 |
1,266.00 |
1,266.00 |
1,262.00 |
| S1 |
1,239.25 |
1,239.25 |
1,251.75 |
1,231.00 |
| S2 |
1,222.50 |
1,222.50 |
1,247.75 |
|
| S3 |
1,179.00 |
1,195.75 |
1,243.75 |
|
| S4 |
1,135.50 |
1,152.25 |
1,231.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,286.50 |
1,234.00 |
52.50 |
4.1% |
25.50 |
2.0% |
100% |
True |
False |
3,499 |
| 10 |
1,293.00 |
1,234.00 |
59.00 |
4.6% |
23.50 |
1.8% |
89% |
False |
False |
3,630 |
| 20 |
1,293.00 |
1,202.00 |
91.00 |
7.1% |
27.25 |
2.1% |
93% |
False |
False |
3,598 |
| 40 |
1,410.25 |
1,202.00 |
208.25 |
16.2% |
24.50 |
1.9% |
41% |
False |
False |
2,576 |
| 60 |
1,443.50 |
1,202.00 |
241.50 |
18.8% |
20.00 |
1.6% |
35% |
False |
False |
1,787 |
| 80 |
1,443.50 |
1,202.00 |
241.50 |
18.8% |
17.00 |
1.3% |
35% |
False |
False |
1,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,390.50 |
|
2.618 |
1,350.75 |
|
1.618 |
1,326.25 |
|
1.000 |
1,311.00 |
|
0.618 |
1,301.75 |
|
HIGH |
1,286.50 |
|
0.618 |
1,277.25 |
|
0.500 |
1,274.25 |
|
0.382 |
1,271.25 |
|
LOW |
1,262.00 |
|
0.618 |
1,246.75 |
|
1.000 |
1,237.50 |
|
1.618 |
1,222.25 |
|
2.618 |
1,197.75 |
|
4.250 |
1,158.00 |
|
|
| Fisher Pivots for day following 30-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,282.50 |
1,277.75 |
| PP |
1,278.25 |
1,269.00 |
| S1 |
1,274.25 |
1,260.25 |
|