| 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 |
4,921.0 |
5,000.0 |
79.0 |
1.6% |
4,931.0 |
| High |
4,951.0 |
5,007.0 |
56.0 |
1.1% |
5,152.0 |
| Low |
4,892.0 |
4,941.0 |
49.0 |
1.0% |
4,922.0 |
| Close |
4,894.0 |
4,978.0 |
84.0 |
1.7% |
4,981.0 |
| Range |
59.0 |
66.0 |
7.0 |
11.9% |
230.0 |
| ATR |
112.4 |
112.5 |
0.0 |
0.0% |
0.0 |
| Volume |
18,514 |
24,691 |
6,177 |
33.4% |
147,091 |
|
| Daily Pivots for day following 31-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,173.3 |
5,141.7 |
5,014.3 |
|
| R3 |
5,107.3 |
5,075.7 |
4,996.2 |
|
| R2 |
5,041.3 |
5,041.3 |
4,990.1 |
|
| R1 |
5,009.7 |
5,009.7 |
4,984.1 |
4,992.5 |
| PP |
4,975.3 |
4,975.3 |
4,975.3 |
4,966.8 |
| S1 |
4,943.7 |
4,943.7 |
4,972.0 |
4,926.5 |
| S2 |
4,909.3 |
4,909.3 |
4,965.9 |
|
| S3 |
4,843.3 |
4,877.7 |
4,959.9 |
|
| S4 |
4,777.3 |
4,811.7 |
4,941.7 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,708.3 |
5,574.7 |
5,107.5 |
|
| R3 |
5,478.3 |
5,344.7 |
5,044.3 |
|
| R2 |
5,248.3 |
5,248.3 |
5,023.2 |
|
| R1 |
5,114.7 |
5,114.7 |
5,002.1 |
5,181.5 |
| PP |
5,018.3 |
5,018.3 |
5,018.3 |
5,051.8 |
| S1 |
4,884.7 |
4,884.7 |
4,959.9 |
4,951.5 |
| S2 |
4,788.3 |
4,788.3 |
4,938.8 |
|
| S3 |
4,558.3 |
4,654.7 |
4,917.8 |
|
| S4 |
4,328.3 |
4,424.7 |
4,854.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,019.0 |
4,799.0 |
220.0 |
4.4% |
86.2 |
1.7% |
81% |
False |
False |
26,415 |
| 10 |
5,152.0 |
4,799.0 |
353.0 |
7.1% |
89.8 |
1.8% |
51% |
False |
False |
26,230 |
| 20 |
5,152.0 |
4,784.0 |
368.0 |
7.4% |
84.8 |
1.7% |
53% |
False |
False |
25,708 |
| 40 |
5,636.0 |
4,784.0 |
852.0 |
17.1% |
82.7 |
1.7% |
23% |
False |
False |
26,583 |
| 60 |
6,006.0 |
4,784.0 |
1,222.0 |
24.5% |
72.6 |
1.5% |
16% |
False |
False |
17,778 |
| 80 |
6,006.0 |
4,784.0 |
1,222.0 |
24.5% |
61.3 |
1.2% |
16% |
False |
False |
13,344 |
| 100 |
6,006.0 |
4,784.0 |
1,222.0 |
24.5% |
52.7 |
1.1% |
16% |
False |
False |
10,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,287.5 |
|
2.618 |
5,179.8 |
|
1.618 |
5,113.8 |
|
1.000 |
5,073.0 |
|
0.618 |
5,047.8 |
|
HIGH |
5,007.0 |
|
0.618 |
4,981.8 |
|
0.500 |
4,974.0 |
|
0.382 |
4,966.2 |
|
LOW |
4,941.0 |
|
0.618 |
4,900.2 |
|
1.000 |
4,875.0 |
|
1.618 |
4,834.2 |
|
2.618 |
4,768.2 |
|
4.250 |
4,660.5 |
|
|
| Fisher Pivots for day following 31-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,976.7 |
4,953.0 |
| PP |
4,975.3 |
4,928.0 |
| S1 |
4,974.0 |
4,903.0 |
|