| Trading Metrics calculated at close of trading on 03-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2008 |
03-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
11,378 |
11,212 |
-166 |
-1.5% |
11,851 |
| High |
11,438 |
11,323 |
-115 |
-1.0% |
11,919 |
| Low |
11,192 |
11,138 |
-54 |
-0.5% |
11,284 |
| Close |
11,211 |
11,288 |
77 |
0.7% |
11,357 |
| Range |
246 |
185 |
-61 |
-24.8% |
635 |
| ATR |
198 |
197 |
-1 |
-0.5% |
0 |
| Volume |
317,850 |
218,435 |
-99,415 |
-31.3% |
963,900 |
|
| Daily Pivots for day following 03-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,805 |
11,731 |
11,390 |
|
| R3 |
11,620 |
11,546 |
11,339 |
|
| R2 |
11,435 |
11,435 |
11,322 |
|
| R1 |
11,361 |
11,361 |
11,305 |
11,398 |
| PP |
11,250 |
11,250 |
11,250 |
11,268 |
| S1 |
11,176 |
11,176 |
11,271 |
11,213 |
| S2 |
11,065 |
11,065 |
11,254 |
|
| S3 |
10,880 |
10,991 |
11,237 |
|
| S4 |
10,695 |
10,806 |
11,186 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,425 |
13,026 |
11,706 |
|
| R3 |
12,790 |
12,391 |
11,532 |
|
| R2 |
12,155 |
12,155 |
11,474 |
|
| R1 |
11,756 |
11,756 |
11,415 |
11,638 |
| PP |
11,520 |
11,520 |
11,520 |
11,461 |
| S1 |
11,121 |
11,121 |
11,299 |
11,003 |
| S2 |
10,885 |
10,885 |
11,241 |
|
| S3 |
10,250 |
10,486 |
11,183 |
|
| S4 |
9,615 |
9,851 |
11,008 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,512 |
11,138 |
374 |
3.3% |
208 |
1.8% |
40% |
False |
True |
238,593 |
| 10 |
12,054 |
11,138 |
916 |
8.1% |
206 |
1.8% |
16% |
False |
True |
209,602 |
| 20 |
12,655 |
11,138 |
1,517 |
13.4% |
209 |
1.8% |
10% |
False |
True |
145,234 |
| 40 |
13,139 |
11,138 |
2,001 |
17.7% |
184 |
1.6% |
7% |
False |
True |
72,723 |
| 60 |
13,140 |
11,138 |
2,002 |
17.7% |
179 |
1.6% |
7% |
False |
True |
48,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,109 |
|
2.618 |
11,807 |
|
1.618 |
11,622 |
|
1.000 |
11,508 |
|
0.618 |
11,437 |
|
HIGH |
11,323 |
|
0.618 |
11,252 |
|
0.500 |
11,231 |
|
0.382 |
11,209 |
|
LOW |
11,138 |
|
0.618 |
11,024 |
|
1.000 |
10,953 |
|
1.618 |
10,839 |
|
2.618 |
10,654 |
|
4.250 |
10,352 |
|
|
| Fisher Pivots for day following 03-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
11,269 |
11,288 |
| PP |
11,250 |
11,288 |
| S1 |
11,231 |
11,288 |
|