| Trading Metrics calculated at close of trading on 02-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2008 |
02-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
5,235.0 |
5,137.0 |
-98.0 |
-1.9% |
5,217.0 |
| High |
5,238.0 |
5,146.0 |
-92.0 |
-1.8% |
5,357.0 |
| Low |
5,136.0 |
5,066.0 |
-70.0 |
-1.4% |
5,141.0 |
| Close |
5,137.0 |
5,094.0 |
-43.0 |
-0.8% |
5,262.0 |
| Range |
102.0 |
80.0 |
-22.0 |
-21.6% |
216.0 |
| ATR |
94.4 |
93.4 |
-1.0 |
-1.1% |
0.0 |
| Volume |
22,812 |
29,800 |
6,988 |
30.6% |
138,456 |
|
| Daily Pivots for day following 02-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,342.0 |
5,298.0 |
5,138.0 |
|
| R3 |
5,262.0 |
5,218.0 |
5,116.0 |
|
| R2 |
5,182.0 |
5,182.0 |
5,108.7 |
|
| R1 |
5,138.0 |
5,138.0 |
5,101.3 |
5,120.0 |
| PP |
5,102.0 |
5,102.0 |
5,102.0 |
5,093.0 |
| S1 |
5,058.0 |
5,058.0 |
5,086.7 |
5,040.0 |
| S2 |
5,022.0 |
5,022.0 |
5,079.3 |
|
| S3 |
4,942.0 |
4,978.0 |
5,072.0 |
|
| S4 |
4,862.0 |
4,898.0 |
5,050.0 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,901.3 |
5,797.7 |
5,380.8 |
|
| R3 |
5,685.3 |
5,581.7 |
5,321.4 |
|
| R2 |
5,469.3 |
5,469.3 |
5,301.6 |
|
| R1 |
5,365.7 |
5,365.7 |
5,281.8 |
5,417.5 |
| PP |
5,253.3 |
5,253.3 |
5,253.3 |
5,279.3 |
| S1 |
5,149.7 |
5,149.7 |
5,242.2 |
5,201.5 |
| S2 |
5,037.3 |
5,037.3 |
5,222.4 |
|
| S3 |
4,821.3 |
4,933.7 |
5,202.6 |
|
| S4 |
4,605.3 |
4,717.7 |
5,143.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,357.0 |
5,066.0 |
291.0 |
5.7% |
105.6 |
2.1% |
10% |
False |
True |
31,460 |
| 10 |
5,423.0 |
5,066.0 |
357.0 |
7.0% |
92.2 |
1.8% |
8% |
False |
True |
28,622 |
| 20 |
5,636.0 |
5,066.0 |
570.0 |
11.2% |
79.7 |
1.6% |
5% |
False |
True |
26,088 |
| 40 |
6,006.0 |
5,066.0 |
940.0 |
18.5% |
66.6 |
1.3% |
3% |
False |
True |
13,122 |
| 60 |
6,006.0 |
5,066.0 |
940.0 |
18.5% |
53.7 |
1.1% |
3% |
False |
True |
8,762 |
| 80 |
6,006.0 |
5,066.0 |
940.0 |
18.5% |
45.1 |
0.9% |
3% |
False |
True |
6,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,486.0 |
|
2.618 |
5,355.4 |
|
1.618 |
5,275.4 |
|
1.000 |
5,226.0 |
|
0.618 |
5,195.4 |
|
HIGH |
5,146.0 |
|
0.618 |
5,115.4 |
|
0.500 |
5,106.0 |
|
0.382 |
5,096.6 |
|
LOW |
5,066.0 |
|
0.618 |
5,016.6 |
|
1.000 |
4,986.0 |
|
1.618 |
4,936.6 |
|
2.618 |
4,856.6 |
|
4.250 |
4,726.0 |
|
|
| Fisher Pivots for day following 02-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,106.0 |
5,197.0 |
| PP |
5,102.0 |
5,162.7 |
| S1 |
5,098.0 |
5,128.3 |
|