| Trading Metrics calculated at close of trading on 17-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2008 |
17-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
6,165.0 |
6,258.5 |
93.5 |
1.5% |
6,348.0 |
| High |
6,282.5 |
6,381.0 |
98.5 |
1.6% |
6,477.0 |
| Low |
6,041.5 |
6,248.5 |
207.0 |
3.4% |
6,178.5 |
| Close |
6,198.0 |
6,318.0 |
120.0 |
1.9% |
6,209.0 |
| Range |
241.0 |
132.5 |
-108.5 |
-45.0% |
298.5 |
| ATR |
156.1 |
158.0 |
1.9 |
1.2% |
0.0 |
| Volume |
232,583 |
210,512 |
-22,071 |
-9.5% |
989,267 |
|
| Daily Pivots for day following 17-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,713.3 |
6,648.2 |
6,390.9 |
|
| R3 |
6,580.8 |
6,515.7 |
6,354.4 |
|
| R2 |
6,448.3 |
6,448.3 |
6,342.3 |
|
| R1 |
6,383.2 |
6,383.2 |
6,330.1 |
6,415.8 |
| PP |
6,315.8 |
6,315.8 |
6,315.8 |
6,332.1 |
| S1 |
6,250.7 |
6,250.7 |
6,305.9 |
6,283.3 |
| S2 |
6,183.3 |
6,183.3 |
6,293.7 |
|
| S3 |
6,050.8 |
6,118.2 |
6,281.6 |
|
| S4 |
5,918.3 |
5,985.7 |
6,245.1 |
|
|
| 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 |
6,404.0 |
6,041.5 |
362.5 |
5.7% |
173.1 |
2.7% |
76% |
False |
False |
223,250 |
| 10 |
6,477.0 |
6,041.5 |
435.5 |
6.9% |
162.1 |
2.6% |
63% |
False |
False |
209,264 |
| 20 |
6,841.0 |
6,041.5 |
799.5 |
12.7% |
153.7 |
2.4% |
35% |
False |
False |
192,401 |
| 40 |
7,217.0 |
6,041.5 |
1,175.5 |
18.6% |
133.0 |
2.1% |
24% |
False |
False |
101,914 |
| 60 |
7,340.0 |
6,041.5 |
1,298.5 |
20.6% |
119.4 |
1.9% |
21% |
False |
False |
68,063 |
| 80 |
7,340.0 |
6,041.5 |
1,298.5 |
20.6% |
118.8 |
1.9% |
21% |
False |
False |
51,168 |
| 100 |
7,340.0 |
6,041.5 |
1,298.5 |
20.6% |
120.9 |
1.9% |
21% |
False |
False |
41,375 |
| 120 |
7,340.0 |
6,041.5 |
1,298.5 |
20.6% |
122.6 |
1.9% |
21% |
False |
False |
34,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,944.1 |
|
2.618 |
6,727.9 |
|
1.618 |
6,595.4 |
|
1.000 |
6,513.5 |
|
0.618 |
6,462.9 |
|
HIGH |
6,381.0 |
|
0.618 |
6,330.4 |
|
0.500 |
6,314.8 |
|
0.382 |
6,299.1 |
|
LOW |
6,248.5 |
|
0.618 |
6,166.6 |
|
1.000 |
6,116.0 |
|
1.618 |
6,034.1 |
|
2.618 |
5,901.6 |
|
4.250 |
5,685.4 |
|
|
| Fisher Pivots for day following 17-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,316.9 |
6,282.4 |
| PP |
6,315.8 |
6,246.8 |
| S1 |
6,314.8 |
6,211.3 |
|