| Trading Metrics calculated at close of trading on 07-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2008 |
07-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
11,212 |
11,241 |
29 |
0.3% |
11,365 |
| High |
11,323 |
11,384 |
61 |
0.5% |
11,438 |
| Low |
11,138 |
11,104 |
-34 |
-0.3% |
11,138 |
| Close |
11,288 |
11,205 |
-83 |
-0.7% |
11,288 |
| Range |
185 |
280 |
95 |
51.4% |
300 |
| ATR |
197 |
203 |
6 |
3.0% |
0 |
| Volume |
218,435 |
170,223 |
-48,212 |
-22.1% |
936,866 |
|
| Daily Pivots for day following 07-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,071 |
11,918 |
11,359 |
|
| R3 |
11,791 |
11,638 |
11,282 |
|
| R2 |
11,511 |
11,511 |
11,256 |
|
| R1 |
11,358 |
11,358 |
11,231 |
11,295 |
| PP |
11,231 |
11,231 |
11,231 |
11,199 |
| S1 |
11,078 |
11,078 |
11,179 |
11,015 |
| S2 |
10,951 |
10,951 |
11,154 |
|
| S3 |
10,671 |
10,798 |
11,128 |
|
| S4 |
10,391 |
10,518 |
11,051 |
|
|
| Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,188 |
12,038 |
11,453 |
|
| R3 |
11,888 |
11,738 |
11,371 |
|
| R2 |
11,588 |
11,588 |
11,343 |
|
| R1 |
11,438 |
11,438 |
11,316 |
11,363 |
| PP |
11,288 |
11,288 |
11,288 |
11,251 |
| S1 |
11,138 |
11,138 |
11,261 |
11,063 |
| S2 |
10,988 |
10,988 |
11,233 |
|
| S3 |
10,688 |
10,838 |
11,206 |
|
| S4 |
10,388 |
10,538 |
11,123 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,438 |
11,104 |
334 |
3.0% |
219 |
2.0% |
30% |
False |
True |
221,417 |
| 10 |
11,919 |
11,104 |
815 |
7.3% |
210 |
1.9% |
12% |
False |
True |
207,098 |
| 20 |
12,372 |
11,104 |
1,268 |
11.3% |
200 |
1.8% |
8% |
False |
True |
153,698 |
| 40 |
13,139 |
11,104 |
2,035 |
18.2% |
188 |
1.7% |
5% |
False |
True |
76,975 |
| 60 |
13,140 |
11,104 |
2,036 |
18.2% |
178 |
1.6% |
5% |
False |
True |
51,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,574 |
|
2.618 |
12,117 |
|
1.618 |
11,837 |
|
1.000 |
11,664 |
|
0.618 |
11,557 |
|
HIGH |
11,384 |
|
0.618 |
11,277 |
|
0.500 |
11,244 |
|
0.382 |
11,211 |
|
LOW |
11,104 |
|
0.618 |
10,931 |
|
1.000 |
10,824 |
|
1.618 |
10,651 |
|
2.618 |
10,371 |
|
4.250 |
9,914 |
|
|
| Fisher Pivots for day following 07-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
11,244 |
11,271 |
| PP |
11,231 |
11,249 |
| S1 |
11,218 |
11,227 |
|