| Trading Metrics calculated at close of trading on 17-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2008 |
17-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
10,921 |
11,195 |
274 |
2.5% |
11,241 |
| High |
11,232 |
11,443 |
211 |
1.9% |
11,411 |
| Low |
10,851 |
11,178 |
327 |
3.0% |
10,962 |
| Close |
11,206 |
11,401 |
195 |
1.7% |
11,096 |
| Range |
381 |
265 |
-116 |
-30.4% |
449 |
| ATR |
239 |
241 |
2 |
0.8% |
0 |
| Volume |
327,942 |
243,946 |
-83,996 |
-25.6% |
1,177,714 |
|
| Daily Pivots for day following 17-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,136 |
12,033 |
11,547 |
|
| R3 |
11,871 |
11,768 |
11,474 |
|
| R2 |
11,606 |
11,606 |
11,450 |
|
| R1 |
11,503 |
11,503 |
11,425 |
11,555 |
| PP |
11,341 |
11,341 |
11,341 |
11,366 |
| S1 |
11,238 |
11,238 |
11,377 |
11,290 |
| S2 |
11,076 |
11,076 |
11,353 |
|
| S3 |
10,811 |
10,973 |
11,328 |
|
| S4 |
10,546 |
10,708 |
11,255 |
|
|
| 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 |
11,443 |
10,812 |
631 |
5.5% |
304 |
2.7% |
93% |
True |
False |
280,077 |
| 10 |
11,443 |
10,812 |
631 |
5.5% |
275 |
2.4% |
93% |
True |
False |
251,455 |
| 20 |
12,115 |
10,812 |
1,303 |
11.4% |
238 |
2.1% |
45% |
False |
False |
229,989 |
| 40 |
12,722 |
10,812 |
1,910 |
16.8% |
209 |
1.8% |
31% |
False |
False |
130,097 |
| 60 |
13,140 |
10,812 |
2,328 |
20.4% |
196 |
1.7% |
25% |
False |
False |
86,766 |
| 80 |
13,140 |
10,812 |
2,328 |
20.4% |
187 |
1.6% |
25% |
False |
False |
65,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,569 |
|
2.618 |
12,137 |
|
1.618 |
11,872 |
|
1.000 |
11,708 |
|
0.618 |
11,607 |
|
HIGH |
11,443 |
|
0.618 |
11,342 |
|
0.500 |
11,311 |
|
0.382 |
11,279 |
|
LOW |
11,178 |
|
0.618 |
11,014 |
|
1.000 |
10,913 |
|
1.618 |
10,749 |
|
2.618 |
10,484 |
|
4.250 |
10,052 |
|
|
| Fisher Pivots for day following 17-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
11,371 |
11,310 |
| PP |
11,341 |
11,219 |
| S1 |
11,311 |
11,128 |
|