| Trading Metrics calculated at close of trading on 24-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2008 |
24-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
11,566 |
11,610 |
44 |
0.4% |
11,090 |
| High |
11,682 |
11,630 |
-52 |
-0.4% |
11,510 |
| Low |
11,542 |
11,330 |
-212 |
-1.8% |
10,812 |
| Close |
11,613 |
11,351 |
-262 |
-2.3% |
11,501 |
| Range |
140 |
300 |
160 |
114.3% |
698 |
| ATR |
228 |
233 |
5 |
2.2% |
0 |
| Volume |
181,783 |
194,513 |
12,730 |
7.0% |
1,390,663 |
|
| Daily Pivots for day following 24-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,337 |
12,144 |
11,516 |
|
| R3 |
12,037 |
11,844 |
11,434 |
|
| R2 |
11,737 |
11,737 |
11,406 |
|
| R1 |
11,544 |
11,544 |
11,379 |
11,491 |
| PP |
11,437 |
11,437 |
11,437 |
11,410 |
| S1 |
11,244 |
11,244 |
11,324 |
11,191 |
| S2 |
11,137 |
11,137 |
11,296 |
|
| S3 |
10,837 |
10,944 |
11,269 |
|
| S4 |
10,537 |
10,644 |
11,186 |
|
|
| 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 |
11,304 |
378 |
3.3% |
214 |
1.9% |
12% |
False |
False |
193,292 |
| 10 |
11,682 |
10,812 |
870 |
7.7% |
259 |
2.3% |
62% |
False |
False |
236,684 |
| 20 |
11,802 |
10,812 |
990 |
8.7% |
252 |
2.2% |
54% |
False |
False |
232,341 |
| 40 |
12,722 |
10,812 |
1,910 |
16.8% |
222 |
2.0% |
28% |
False |
False |
154,243 |
| 60 |
13,140 |
10,812 |
2,328 |
20.5% |
201 |
1.8% |
23% |
False |
False |
102,868 |
| 80 |
13,140 |
10,812 |
2,328 |
20.5% |
190 |
1.7% |
23% |
False |
False |
77,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,905 |
|
2.618 |
12,416 |
|
1.618 |
12,116 |
|
1.000 |
11,930 |
|
0.618 |
11,816 |
|
HIGH |
11,630 |
|
0.618 |
11,516 |
|
0.500 |
11,480 |
|
0.382 |
11,445 |
|
LOW |
11,330 |
|
0.618 |
11,145 |
|
1.000 |
11,030 |
|
1.618 |
10,845 |
|
2.618 |
10,545 |
|
4.250 |
10,055 |
|
|
| Fisher Pivots for day following 24-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
11,480 |
11,506 |
| PP |
11,437 |
11,454 |
| S1 |
11,394 |
11,403 |
|