| Trading Metrics calculated at close of trading on 09-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2008 |
09-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
11,209 |
11,371 |
162 |
1.4% |
11,365 |
| High |
11,383 |
11,411 |
28 |
0.2% |
11,438 |
| Low |
11,082 |
11,130 |
48 |
0.4% |
11,138 |
| Close |
11,375 |
11,149 |
-226 |
-2.0% |
11,288 |
| Range |
301 |
281 |
-20 |
-6.6% |
300 |
| ATR |
210 |
215 |
5 |
2.4% |
0 |
| Volume |
255,697 |
255,263 |
-434 |
-0.2% |
936,866 |
|
| Daily Pivots for day following 09-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,073 |
11,892 |
11,304 |
|
| R3 |
11,792 |
11,611 |
11,226 |
|
| R2 |
11,511 |
11,511 |
11,201 |
|
| R1 |
11,330 |
11,330 |
11,175 |
11,280 |
| PP |
11,230 |
11,230 |
11,230 |
11,205 |
| S1 |
11,049 |
11,049 |
11,123 |
10,999 |
| S2 |
10,949 |
10,949 |
11,098 |
|
| S3 |
10,668 |
10,768 |
11,072 |
|
| S4 |
10,387 |
10,487 |
10,995 |
|
|
| 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 |
3.2% |
259 |
2.3% |
19% |
False |
False |
243,493 |
| 10 |
11,919 |
11,082 |
837 |
7.5% |
240 |
2.1% |
8% |
False |
False |
225,051 |
| 20 |
12,353 |
11,082 |
1,271 |
11.4% |
212 |
1.9% |
5% |
False |
False |
179,063 |
| 40 |
13,139 |
11,082 |
2,057 |
18.5% |
196 |
1.8% |
3% |
False |
False |
89,744 |
| 60 |
13,140 |
11,082 |
2,058 |
18.5% |
185 |
1.7% |
3% |
False |
False |
59,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,605 |
|
2.618 |
12,147 |
|
1.618 |
11,866 |
|
1.000 |
11,692 |
|
0.618 |
11,585 |
|
HIGH |
11,411 |
|
0.618 |
11,304 |
|
0.500 |
11,271 |
|
0.382 |
11,237 |
|
LOW |
11,130 |
|
0.618 |
10,956 |
|
1.000 |
10,849 |
|
1.618 |
10,675 |
|
2.618 |
10,394 |
|
4.250 |
9,936 |
|
|
| Fisher Pivots for day following 09-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
11,271 |
11,247 |
| PP |
11,230 |
11,214 |
| S1 |
11,190 |
11,182 |
|