| Trading Metrics calculated at close of trading on 14-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2008 |
14-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
6,398.0 |
6,279.0 |
-119.0 |
-1.9% |
6,348.0 |
| High |
6,404.0 |
6,306.0 |
-98.0 |
-1.5% |
6,477.0 |
| Low |
6,178.5 |
6,191.5 |
13.0 |
0.2% |
6,178.5 |
| Close |
6,209.0 |
6,255.0 |
46.0 |
0.7% |
6,209.0 |
| Range |
225.5 |
114.5 |
-111.0 |
-49.2% |
298.5 |
| ATR |
148.0 |
145.6 |
-2.4 |
-1.6% |
0.0 |
| Volume |
244,712 |
168,488 |
-76,224 |
-31.1% |
989,267 |
|
| Daily Pivots for day following 14-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,594.3 |
6,539.2 |
6,318.0 |
|
| R3 |
6,479.8 |
6,424.7 |
6,286.5 |
|
| R2 |
6,365.3 |
6,365.3 |
6,276.0 |
|
| R1 |
6,310.2 |
6,310.2 |
6,265.5 |
6,280.5 |
| PP |
6,250.8 |
6,250.8 |
6,250.8 |
6,236.0 |
| S1 |
6,195.7 |
6,195.7 |
6,244.5 |
6,166.0 |
| S2 |
6,136.3 |
6,136.3 |
6,234.0 |
|
| S3 |
6,021.8 |
6,081.2 |
6,223.5 |
|
| S4 |
5,907.3 |
5,966.7 |
6,192.0 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,183.7 |
6,994.8 |
6,373.2 |
|
| R3 |
6,885.2 |
6,696.3 |
6,291.1 |
|
| R2 |
6,586.7 |
6,586.7 |
6,263.7 |
|
| R1 |
6,397.8 |
6,397.8 |
6,236.4 |
6,343.0 |
| PP |
6,288.2 |
6,288.2 |
6,288.2 |
6,260.8 |
| S1 |
6,099.3 |
6,099.3 |
6,181.6 |
6,044.5 |
| S2 |
5,989.7 |
5,989.7 |
6,154.3 |
|
| S3 |
5,691.2 |
5,800.8 |
6,126.9 |
|
| S4 |
5,392.7 |
5,502.3 |
6,044.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,453.0 |
6,178.5 |
274.5 |
4.4% |
152.0 |
2.4% |
28% |
False |
False |
196,803 |
| 10 |
6,509.0 |
6,178.5 |
330.5 |
5.3% |
157.2 |
2.5% |
23% |
False |
False |
197,184 |
| 20 |
6,932.5 |
6,178.5 |
754.0 |
12.1% |
145.0 |
2.3% |
10% |
False |
False |
166,770 |
| 40 |
7,340.0 |
6,178.5 |
1,161.5 |
18.6% |
128.1 |
2.0% |
7% |
False |
False |
84,369 |
| 60 |
7,340.0 |
6,178.5 |
1,161.5 |
18.6% |
116.6 |
1.9% |
7% |
False |
False |
56,360 |
| 80 |
7,340.0 |
6,178.5 |
1,161.5 |
18.6% |
116.7 |
1.9% |
7% |
False |
False |
42,667 |
| 100 |
7,340.0 |
6,178.5 |
1,161.5 |
18.6% |
119.1 |
1.9% |
7% |
False |
False |
34,353 |
| 120 |
7,340.0 |
6,178.5 |
1,161.5 |
18.6% |
124.0 |
2.0% |
7% |
False |
False |
28,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,792.6 |
|
2.618 |
6,605.8 |
|
1.618 |
6,491.3 |
|
1.000 |
6,420.5 |
|
0.618 |
6,376.8 |
|
HIGH |
6,306.0 |
|
0.618 |
6,262.3 |
|
0.500 |
6,248.8 |
|
0.382 |
6,235.2 |
|
LOW |
6,191.5 |
|
0.618 |
6,120.7 |
|
1.000 |
6,077.0 |
|
1.618 |
6,006.2 |
|
2.618 |
5,891.7 |
|
4.250 |
5,704.9 |
|
|
| Fisher Pivots for day following 14-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,252.9 |
6,310.5 |
| PP |
6,250.8 |
6,292.0 |
| S1 |
6,248.8 |
6,273.5 |
|