| Trading Metrics calculated at close of trading on 29-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2008 |
29-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
11,332 |
11,129 |
-203 |
-1.8% |
11,486 |
| High |
11,347 |
11,379 |
32 |
0.3% |
11,682 |
| Low |
11,106 |
11,101 |
-5 |
0.0% |
11,305 |
| Close |
11,136 |
11,373 |
237 |
2.1% |
11,316 |
| Range |
241 |
278 |
37 |
15.4% |
377 |
| ATR |
227 |
230 |
4 |
1.6% |
0 |
| Volume |
164,276 |
160,912 |
-3,364 |
-2.0% |
871,537 |
|
| Daily Pivots for day following 29-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,118 |
12,024 |
11,526 |
|
| R3 |
11,840 |
11,746 |
11,450 |
|
| R2 |
11,562 |
11,562 |
11,424 |
|
| R1 |
11,468 |
11,468 |
11,399 |
11,515 |
| PP |
11,284 |
11,284 |
11,284 |
11,308 |
| S1 |
11,190 |
11,190 |
11,348 |
11,237 |
| S2 |
11,006 |
11,006 |
11,322 |
|
| S3 |
10,728 |
10,912 |
11,297 |
|
| S4 |
10,450 |
10,634 |
11,220 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,565 |
12,318 |
11,523 |
|
| R3 |
12,188 |
11,941 |
11,420 |
|
| R2 |
11,811 |
11,811 |
11,385 |
|
| R1 |
11,564 |
11,564 |
11,351 |
11,499 |
| PP |
11,434 |
11,434 |
11,434 |
11,402 |
| S1 |
11,187 |
11,187 |
11,282 |
11,122 |
| S2 |
11,057 |
11,057 |
11,247 |
|
| S3 |
10,680 |
10,810 |
11,212 |
|
| S4 |
10,303 |
10,433 |
11,109 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,682 |
11,101 |
581 |
5.1% |
216 |
1.9% |
47% |
False |
True |
175,764 |
| 10 |
11,682 |
10,851 |
831 |
7.3% |
236 |
2.1% |
63% |
False |
False |
204,087 |
| 20 |
11,682 |
10,812 |
870 |
7.6% |
247 |
2.2% |
64% |
False |
False |
224,277 |
| 40 |
12,655 |
10,812 |
1,843 |
16.2% |
226 |
2.0% |
30% |
False |
False |
166,788 |
| 60 |
13,139 |
10,812 |
2,327 |
20.5% |
203 |
1.8% |
24% |
False |
False |
111,239 |
| 80 |
13,140 |
10,812 |
2,328 |
20.5% |
192 |
1.7% |
24% |
False |
False |
83,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,561 |
|
2.618 |
12,107 |
|
1.618 |
11,829 |
|
1.000 |
11,657 |
|
0.618 |
11,551 |
|
HIGH |
11,379 |
|
0.618 |
11,273 |
|
0.500 |
11,240 |
|
0.382 |
11,207 |
|
LOW |
11,101 |
|
0.618 |
10,929 |
|
1.000 |
10,823 |
|
1.618 |
10,651 |
|
2.618 |
10,373 |
|
4.250 |
9,920 |
|
|
| Fisher Pivots for day following 29-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
11,329 |
11,337 |
| PP |
11,284 |
11,300 |
| S1 |
11,240 |
11,264 |
|