| Trading Metrics calculated at close of trading on 07-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jul-2008 |
07-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
5,021.0 |
5,040.0 |
19.0 |
0.4% |
5,262.0 |
| High |
5,098.0 |
5,042.0 |
-56.0 |
-1.1% |
5,328.0 |
| Low |
5,009.0 |
4,978.0 |
-31.0 |
-0.6% |
4,975.0 |
| Close |
5,074.0 |
5,029.0 |
-45.0 |
-0.9% |
5,074.0 |
| Range |
89.0 |
64.0 |
-25.0 |
-28.1% |
353.0 |
| ATR |
95.5 |
95.5 |
0.0 |
0.0% |
0.0 |
| Volume |
25,131 |
18,265 |
-6,866 |
-27.3% |
141,361 |
|
| Daily Pivots for day following 07-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,208.3 |
5,182.7 |
5,064.2 |
|
| R3 |
5,144.3 |
5,118.7 |
5,046.6 |
|
| R2 |
5,080.3 |
5,080.3 |
5,040.7 |
|
| R1 |
5,054.7 |
5,054.7 |
5,034.9 |
5,035.5 |
| PP |
5,016.3 |
5,016.3 |
5,016.3 |
5,006.8 |
| S1 |
4,990.7 |
4,990.7 |
5,023.1 |
4,971.5 |
| S2 |
4,952.3 |
4,952.3 |
5,017.3 |
|
| S3 |
4,888.3 |
4,926.7 |
5,011.4 |
|
| S4 |
4,824.3 |
4,862.7 |
4,993.8 |
|
|
| Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,184.7 |
5,982.3 |
5,268.2 |
|
| R3 |
5,831.7 |
5,629.3 |
5,171.1 |
|
| R2 |
5,478.7 |
5,478.7 |
5,138.7 |
|
| R1 |
5,276.3 |
5,276.3 |
5,106.4 |
5,201.0 |
| PP |
5,125.7 |
5,125.7 |
5,125.7 |
5,088.0 |
| S1 |
4,923.3 |
4,923.3 |
5,041.6 |
4,848.0 |
| S2 |
4,772.7 |
4,772.7 |
5,009.3 |
|
| S3 |
4,419.7 |
4,570.3 |
4,976.9 |
|
| S4 |
4,066.7 |
4,217.3 |
4,879.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,238.0 |
4,975.0 |
263.0 |
5.2% |
75.8 |
1.5% |
21% |
False |
False |
24,760 |
| 10 |
5,357.0 |
4,975.0 |
382.0 |
7.6% |
86.2 |
1.7% |
14% |
False |
False |
27,307 |
| 20 |
5,509.0 |
4,975.0 |
534.0 |
10.6% |
83.1 |
1.7% |
10% |
False |
False |
29,594 |
| 40 |
6,006.0 |
4,975.0 |
1,031.0 |
20.5% |
67.3 |
1.3% |
5% |
False |
False |
14,889 |
| 60 |
6,006.0 |
4,975.0 |
1,031.0 |
20.5% |
56.0 |
1.1% |
5% |
False |
False |
9,946 |
| 80 |
6,006.0 |
4,975.0 |
1,031.0 |
20.5% |
46.6 |
0.9% |
5% |
False |
False |
7,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,314.0 |
|
2.618 |
5,209.6 |
|
1.618 |
5,145.6 |
|
1.000 |
5,106.0 |
|
0.618 |
5,081.6 |
|
HIGH |
5,042.0 |
|
0.618 |
5,017.6 |
|
0.500 |
5,010.0 |
|
0.382 |
5,002.4 |
|
LOW |
4,978.0 |
|
0.618 |
4,938.4 |
|
1.000 |
4,914.0 |
|
1.618 |
4,874.4 |
|
2.618 |
4,810.4 |
|
4.250 |
4,706.0 |
|
|
| Fisher Pivots for day following 07-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,022.7 |
5,036.5 |
| PP |
5,016.3 |
5,034.0 |
| S1 |
5,010.0 |
5,031.5 |
|