| Trading Metrics calculated at close of trading on 18-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2008 |
18-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
11,195 |
11,376 |
181 |
1.6% |
11,090 |
| High |
11,443 |
11,510 |
67 |
0.6% |
11,510 |
| Low |
11,178 |
11,304 |
126 |
1.1% |
10,812 |
| Close |
11,401 |
11,501 |
100 |
0.9% |
11,501 |
| Range |
265 |
206 |
-59 |
-22.3% |
698 |
| ATR |
241 |
239 |
-3 |
-1.0% |
0 |
| Volume |
243,946 |
272,262 |
28,316 |
11.6% |
1,390,663 |
|
| Daily Pivots for day following 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,056 |
11,985 |
11,614 |
|
| R3 |
11,850 |
11,779 |
11,558 |
|
| R2 |
11,644 |
11,644 |
11,539 |
|
| R1 |
11,573 |
11,573 |
11,520 |
11,609 |
| PP |
11,438 |
11,438 |
11,438 |
11,456 |
| S1 |
11,367 |
11,367 |
11,482 |
11,403 |
| S2 |
11,232 |
11,232 |
11,463 |
|
| S3 |
11,026 |
11,161 |
11,444 |
|
| S4 |
10,820 |
10,955 |
11,388 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,368 |
13,133 |
11,885 |
|
| R3 |
12,670 |
12,435 |
11,693 |
|
| R2 |
11,972 |
11,972 |
11,629 |
|
| R1 |
11,737 |
11,737 |
11,565 |
11,855 |
| PP |
11,274 |
11,274 |
11,274 |
11,333 |
| S1 |
11,039 |
11,039 |
11,437 |
11,157 |
| S2 |
10,576 |
10,576 |
11,373 |
|
| S3 |
9,878 |
10,341 |
11,309 |
|
| S4 |
9,180 |
9,643 |
11,117 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,510 |
10,812 |
698 |
6.1% |
282 |
2.4% |
99% |
True |
False |
278,132 |
| 10 |
11,510 |
10,812 |
698 |
6.1% |
278 |
2.4% |
99% |
True |
False |
256,837 |
| 20 |
12,054 |
10,812 |
1,242 |
10.8% |
242 |
2.1% |
55% |
False |
False |
233,220 |
| 40 |
12,722 |
10,812 |
1,910 |
16.6% |
212 |
1.8% |
36% |
False |
False |
136,901 |
| 60 |
13,140 |
10,812 |
2,328 |
20.2% |
196 |
1.7% |
30% |
False |
False |
91,301 |
| 80 |
13,140 |
10,812 |
2,328 |
20.2% |
187 |
1.6% |
30% |
False |
False |
68,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,386 |
|
2.618 |
12,049 |
|
1.618 |
11,843 |
|
1.000 |
11,716 |
|
0.618 |
11,637 |
|
HIGH |
11,510 |
|
0.618 |
11,431 |
|
0.500 |
11,407 |
|
0.382 |
11,383 |
|
LOW |
11,304 |
|
0.618 |
11,177 |
|
1.000 |
11,098 |
|
1.618 |
10,971 |
|
2.618 |
10,765 |
|
4.250 |
10,429 |
|
|
| Fisher Pivots for day following 18-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
11,470 |
11,394 |
| PP |
11,438 |
11,287 |
| S1 |
11,407 |
11,181 |
|