| Trading Metrics calculated at close of trading on 23-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2008 |
23-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
11,427 |
11,566 |
139 |
1.2% |
11,090 |
| High |
11,603 |
11,682 |
79 |
0.7% |
11,510 |
| Low |
11,337 |
11,542 |
205 |
1.8% |
10,812 |
| Close |
11,564 |
11,613 |
49 |
0.4% |
11,501 |
| Range |
266 |
140 |
-126 |
-47.4% |
698 |
| ATR |
235 |
228 |
-7 |
-2.9% |
0 |
| Volume |
146,793 |
181,783 |
34,990 |
23.8% |
1,390,663 |
|
| Daily Pivots for day following 23-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,032 |
11,963 |
11,690 |
|
| R3 |
11,892 |
11,823 |
11,652 |
|
| R2 |
11,752 |
11,752 |
11,639 |
|
| R1 |
11,683 |
11,683 |
11,626 |
11,718 |
| PP |
11,612 |
11,612 |
11,612 |
11,630 |
| S1 |
11,543 |
11,543 |
11,600 |
11,578 |
| S2 |
11,472 |
11,472 |
11,587 |
|
| S3 |
11,332 |
11,403 |
11,575 |
|
| S4 |
11,192 |
11,263 |
11,536 |
|
|
| 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 |
11,682 |
11,178 |
504 |
4.3% |
207 |
1.8% |
86% |
True |
False |
203,179 |
| 10 |
11,682 |
10,812 |
870 |
7.5% |
248 |
2.1% |
92% |
True |
False |
238,688 |
| 20 |
11,919 |
10,812 |
1,107 |
9.5% |
244 |
2.1% |
72% |
False |
False |
231,870 |
| 40 |
12,722 |
10,812 |
1,910 |
16.4% |
218 |
1.9% |
42% |
False |
False |
149,384 |
| 60 |
13,140 |
10,812 |
2,328 |
20.0% |
199 |
1.7% |
34% |
False |
False |
99,627 |
| 80 |
13,140 |
10,812 |
2,328 |
20.0% |
187 |
1.6% |
34% |
False |
False |
74,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,277 |
|
2.618 |
12,049 |
|
1.618 |
11,909 |
|
1.000 |
11,822 |
|
0.618 |
11,769 |
|
HIGH |
11,682 |
|
0.618 |
11,629 |
|
0.500 |
11,612 |
|
0.382 |
11,596 |
|
LOW |
11,542 |
|
0.618 |
11,456 |
|
1.000 |
11,402 |
|
1.618 |
11,316 |
|
2.618 |
11,176 |
|
4.250 |
10,947 |
|
|
| Fisher Pivots for day following 23-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
11,613 |
11,579 |
| PP |
11,612 |
11,544 |
| S1 |
11,612 |
11,510 |
|