| Trading Metrics calculated at close of trading on 31-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2008 |
31-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
6,491.5 |
6,522.5 |
31.0 |
0.5% |
6,435.0 |
| High |
6,546.5 |
6,581.5 |
35.0 |
0.5% |
6,616.5 |
| Low |
6,455.0 |
6,464.0 |
9.0 |
0.1% |
6,365.5 |
| Close |
6,506.0 |
6,525.0 |
19.0 |
0.3% |
6,486.0 |
| Range |
91.5 |
117.5 |
26.0 |
28.4% |
251.0 |
| ATR |
156.1 |
153.4 |
-2.8 |
-1.8% |
0.0 |
| Volume |
146,107 |
172,705 |
26,598 |
18.2% |
762,916 |
|
| Daily Pivots for day following 31-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,876.0 |
6,818.0 |
6,589.6 |
|
| R3 |
6,758.5 |
6,700.5 |
6,557.3 |
|
| R2 |
6,641.0 |
6,641.0 |
6,546.5 |
|
| R1 |
6,583.0 |
6,583.0 |
6,535.8 |
6,612.0 |
| PP |
6,523.5 |
6,523.5 |
6,523.5 |
6,538.0 |
| S1 |
6,465.5 |
6,465.5 |
6,514.2 |
6,494.5 |
| S2 |
6,406.0 |
6,406.0 |
6,503.5 |
|
| S3 |
6,288.5 |
6,348.0 |
6,492.7 |
|
| S4 |
6,171.0 |
6,230.5 |
6,460.4 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,242.3 |
7,115.2 |
6,624.1 |
|
| R3 |
6,991.3 |
6,864.2 |
6,555.0 |
|
| R2 |
6,740.3 |
6,740.3 |
6,532.0 |
|
| R1 |
6,613.2 |
6,613.2 |
6,509.0 |
6,676.8 |
| PP |
6,489.3 |
6,489.3 |
6,489.3 |
6,521.1 |
| S1 |
6,362.2 |
6,362.2 |
6,463.0 |
6,425.8 |
| S2 |
6,238.3 |
6,238.3 |
6,440.0 |
|
| S3 |
5,987.3 |
6,111.2 |
6,417.0 |
|
| S4 |
5,736.3 |
5,860.2 |
6,348.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,581.5 |
6,303.0 |
278.5 |
4.3% |
138.3 |
2.1% |
80% |
True |
False |
152,698 |
| 10 |
6,616.5 |
6,280.5 |
336.0 |
5.1% |
145.4 |
2.2% |
73% |
False |
False |
155,894 |
| 20 |
6,616.5 |
6,041.5 |
575.0 |
8.8% |
153.8 |
2.4% |
84% |
False |
False |
182,579 |
| 40 |
7,094.5 |
6,041.5 |
1,053.0 |
16.1% |
145.5 |
2.2% |
46% |
False |
False |
140,674 |
| 60 |
7,340.0 |
6,041.5 |
1,298.5 |
19.9% |
128.0 |
2.0% |
37% |
False |
False |
93,992 |
| 80 |
7,340.0 |
6,041.5 |
1,298.5 |
19.9% |
122.4 |
1.9% |
37% |
False |
False |
70,594 |
| 100 |
7,340.0 |
6,041.5 |
1,298.5 |
19.9% |
124.9 |
1.9% |
37% |
False |
False |
56,928 |
| 120 |
7,340.0 |
6,041.5 |
1,298.5 |
19.9% |
123.2 |
1.9% |
37% |
False |
False |
47,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,080.9 |
|
2.618 |
6,889.1 |
|
1.618 |
6,771.6 |
|
1.000 |
6,699.0 |
|
0.618 |
6,654.1 |
|
HIGH |
6,581.5 |
|
0.618 |
6,536.6 |
|
0.500 |
6,522.8 |
|
0.382 |
6,508.9 |
|
LOW |
6,464.0 |
|
0.618 |
6,391.4 |
|
1.000 |
6,346.5 |
|
1.618 |
6,273.9 |
|
2.618 |
6,156.4 |
|
4.250 |
5,964.6 |
|
|
| Fisher Pivots for day following 31-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,524.3 |
6,497.4 |
| PP |
6,523.5 |
6,469.8 |
| S1 |
6,522.8 |
6,442.3 |
|