| Trading Metrics calculated at close of trading on 11-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2008 |
11-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
947.5 |
958.6 |
11.1 |
1.2% |
942.6 |
| High |
964.2 |
982.7 |
18.5 |
1.9% |
982.7 |
| Low |
947.5 |
958.6 |
11.1 |
1.2% |
927.5 |
| Close |
957.1 |
976.2 |
19.1 |
2.0% |
976.2 |
| Range |
16.7 |
24.1 |
7.4 |
44.3% |
55.2 |
| ATR |
14.9 |
15.6 |
0.8 |
5.1% |
0.0 |
| Volume |
1,848 |
2,806 |
958 |
51.8% |
9,520 |
|
| Daily Pivots for day following 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,044.8 |
1,034.6 |
989.5 |
|
| R3 |
1,020.7 |
1,010.5 |
982.8 |
|
| R2 |
996.6 |
996.6 |
980.6 |
|
| R1 |
986.4 |
986.4 |
978.4 |
991.5 |
| PP |
972.5 |
972.5 |
972.5 |
975.1 |
| S1 |
962.3 |
962.3 |
974.0 |
967.4 |
| S2 |
948.4 |
948.4 |
971.8 |
|
| S3 |
924.3 |
938.2 |
969.6 |
|
| S4 |
900.2 |
914.1 |
962.9 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,127.7 |
1,107.2 |
1,006.6 |
|
| R3 |
1,072.5 |
1,052.0 |
991.4 |
|
| R2 |
1,017.3 |
1,017.3 |
986.3 |
|
| R1 |
996.8 |
996.8 |
981.3 |
1,007.1 |
| PP |
962.1 |
962.1 |
962.1 |
967.3 |
| S1 |
941.6 |
941.6 |
971.1 |
951.9 |
| S2 |
906.9 |
906.9 |
966.1 |
|
| S3 |
851.7 |
886.4 |
961.0 |
|
| S4 |
796.5 |
831.2 |
945.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
982.7 |
927.5 |
55.2 |
5.7% |
16.2 |
1.7% |
88% |
True |
False |
1,904 |
| 10 |
982.7 |
927.5 |
55.2 |
5.7% |
14.2 |
1.5% |
88% |
True |
False |
1,461 |
| 20 |
982.7 |
889.0 |
93.7 |
9.6% |
13.8 |
1.4% |
93% |
True |
False |
1,039 |
| 40 |
982.7 |
877.3 |
105.4 |
10.8% |
12.7 |
1.3% |
94% |
True |
False |
775 |
| 60 |
982.7 |
870.0 |
112.7 |
11.5% |
10.7 |
1.1% |
94% |
True |
False |
715 |
| 80 |
982.7 |
870.0 |
112.7 |
11.5% |
10.8 |
1.1% |
94% |
True |
False |
594 |
| 100 |
1,045.0 |
870.0 |
175.0 |
17.9% |
10.7 |
1.1% |
61% |
False |
False |
560 |
| 120 |
1,045.0 |
870.0 |
175.0 |
17.9% |
9.7 |
1.0% |
61% |
False |
False |
573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,085.1 |
|
2.618 |
1,045.8 |
|
1.618 |
1,021.7 |
|
1.000 |
1,006.8 |
|
0.618 |
997.6 |
|
HIGH |
982.7 |
|
0.618 |
973.5 |
|
0.500 |
970.7 |
|
0.382 |
967.8 |
|
LOW |
958.6 |
|
0.618 |
943.7 |
|
1.000 |
934.5 |
|
1.618 |
919.6 |
|
2.618 |
895.5 |
|
4.250 |
856.2 |
|
|
| Fisher Pivots for day following 11-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
974.4 |
970.1 |
| PP |
972.5 |
964.0 |
| S1 |
970.7 |
957.9 |
|