| Trading Metrics calculated at close of trading on 15-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2008 |
15-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
11,090 |
11,035 |
-55 |
-0.5% |
11,241 |
| High |
11,243 |
11,112 |
-131 |
-1.2% |
11,411 |
| Low |
10,988 |
10,812 |
-176 |
-1.6% |
10,962 |
| Close |
11,035 |
10,918 |
-117 |
-1.1% |
11,096 |
| Range |
255 |
300 |
45 |
17.6% |
449 |
| ATR |
223 |
228 |
6 |
2.5% |
0 |
| Volume |
306,282 |
240,231 |
-66,051 |
-21.6% |
1,177,714 |
|
| Daily Pivots for day following 15-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,847 |
11,683 |
11,083 |
|
| R3 |
11,547 |
11,383 |
11,001 |
|
| R2 |
11,247 |
11,247 |
10,973 |
|
| R1 |
11,083 |
11,083 |
10,946 |
11,015 |
| PP |
10,947 |
10,947 |
10,947 |
10,914 |
| S1 |
10,783 |
10,783 |
10,891 |
10,715 |
| S2 |
10,647 |
10,647 |
10,863 |
|
| S3 |
10,347 |
10,483 |
10,836 |
|
| S4 |
10,047 |
10,183 |
10,753 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,503 |
12,249 |
11,343 |
|
| R3 |
12,054 |
11,800 |
11,220 |
|
| R2 |
11,605 |
11,605 |
11,178 |
|
| R1 |
11,351 |
11,351 |
11,137 |
11,254 |
| PP |
11,156 |
11,156 |
11,156 |
11,108 |
| S1 |
10,902 |
10,902 |
11,055 |
10,805 |
| S2 |
10,707 |
10,707 |
11,014 |
|
| S3 |
10,258 |
10,453 |
10,973 |
|
| S4 |
9,809 |
10,004 |
10,849 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,411 |
10,812 |
599 |
5.5% |
268 |
2.5% |
18% |
False |
True |
259,661 |
| 10 |
11,438 |
10,812 |
626 |
5.7% |
258 |
2.4% |
17% |
False |
True |
244,466 |
| 20 |
12,353 |
10,812 |
1,541 |
14.1% |
226 |
2.1% |
7% |
False |
True |
216,342 |
| 40 |
13,010 |
10,812 |
2,198 |
20.1% |
206 |
1.9% |
5% |
False |
True |
115,807 |
| 60 |
13,140 |
10,812 |
2,328 |
21.3% |
191 |
1.7% |
5% |
False |
True |
77,235 |
| 80 |
13,140 |
10,812 |
2,328 |
21.3% |
181 |
1.7% |
5% |
False |
True |
57,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,387 |
|
2.618 |
11,898 |
|
1.618 |
11,598 |
|
1.000 |
11,412 |
|
0.618 |
11,298 |
|
HIGH |
11,112 |
|
0.618 |
10,998 |
|
0.500 |
10,962 |
|
0.382 |
10,927 |
|
LOW |
10,812 |
|
0.618 |
10,627 |
|
1.000 |
10,512 |
|
1.618 |
10,327 |
|
2.618 |
10,027 |
|
4.250 |
9,537 |
|
|
| Fisher Pivots for day following 15-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
10,962 |
11,046 |
| PP |
10,947 |
11,003 |
| S1 |
10,933 |
10,961 |
|