| Trading Metrics calculated at close of trading on 08-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2008 |
08-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
11,241 |
11,209 |
-32 |
-0.3% |
11,365 |
| High |
11,384 |
11,383 |
-1 |
0.0% |
11,438 |
| Low |
11,104 |
11,082 |
-22 |
-0.2% |
11,138 |
| Close |
11,205 |
11,375 |
170 |
1.5% |
11,288 |
| Range |
280 |
301 |
21 |
7.5% |
300 |
| ATR |
203 |
210 |
7 |
3.5% |
0 |
| Volume |
170,223 |
255,697 |
85,474 |
50.2% |
936,866 |
|
| Daily Pivots for day following 08-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,183 |
12,080 |
11,541 |
|
| R3 |
11,882 |
11,779 |
11,458 |
|
| R2 |
11,581 |
11,581 |
11,430 |
|
| R1 |
11,478 |
11,478 |
11,403 |
11,530 |
| PP |
11,280 |
11,280 |
11,280 |
11,306 |
| S1 |
11,177 |
11,177 |
11,348 |
11,229 |
| S2 |
10,979 |
10,979 |
11,320 |
|
| S3 |
10,678 |
10,876 |
11,292 |
|
| S4 |
10,377 |
10,575 |
11,210 |
|
|
| 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 |
11,082 |
356 |
3.1% |
249 |
2.2% |
82% |
False |
True |
229,271 |
| 10 |
11,919 |
11,082 |
837 |
7.4% |
230 |
2.0% |
35% |
False |
True |
212,752 |
| 20 |
12,372 |
11,082 |
1,290 |
11.3% |
208 |
1.8% |
23% |
False |
True |
166,405 |
| 40 |
13,139 |
11,082 |
2,057 |
18.1% |
192 |
1.7% |
14% |
False |
True |
83,364 |
| 60 |
13,140 |
11,082 |
2,058 |
18.1% |
182 |
1.6% |
14% |
False |
True |
55,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,662 |
|
2.618 |
12,171 |
|
1.618 |
11,870 |
|
1.000 |
11,684 |
|
0.618 |
11,569 |
|
HIGH |
11,383 |
|
0.618 |
11,268 |
|
0.500 |
11,233 |
|
0.382 |
11,197 |
|
LOW |
11,082 |
|
0.618 |
10,896 |
|
1.000 |
10,781 |
|
1.618 |
10,595 |
|
2.618 |
10,294 |
|
4.250 |
9,803 |
|
|
| Fisher Pivots for day following 08-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
11,328 |
11,328 |
| PP |
11,280 |
11,280 |
| S1 |
11,233 |
11,233 |
|