| Trading Metrics calculated at close of trading on 09-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2008 |
09-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
5,397.5 |
5,509.5 |
112.0 |
2.1% |
5,555.5 |
| High |
5,538.0 |
5,552.5 |
14.5 |
0.3% |
5,660.0 |
| Low |
5,370.0 |
5,440.0 |
70.0 |
1.3% |
5,376.0 |
| Close |
5,469.0 |
5,548.5 |
79.5 |
1.5% |
5,500.5 |
| Range |
168.0 |
112.5 |
-55.5 |
-33.0% |
284.0 |
| ATR |
124.1 |
123.2 |
-0.8 |
-0.7% |
0.0 |
| Volume |
95,778 |
147,076 |
51,298 |
53.6% |
537,947 |
|
| Daily Pivots for day following 09-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,851.0 |
5,812.5 |
5,610.5 |
|
| R3 |
5,738.5 |
5,700.0 |
5,579.5 |
|
| R2 |
5,626.0 |
5,626.0 |
5,569.0 |
|
| R1 |
5,587.5 |
5,587.5 |
5,559.0 |
5,607.0 |
| PP |
5,513.5 |
5,513.5 |
5,513.5 |
5,523.5 |
| S1 |
5,475.0 |
5,475.0 |
5,538.0 |
5,494.0 |
| S2 |
5,401.0 |
5,401.0 |
5,528.0 |
|
| S3 |
5,288.5 |
5,362.5 |
5,517.5 |
|
| S4 |
5,176.0 |
5,250.0 |
5,486.5 |
|
|
| Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,364.0 |
6,216.5 |
5,656.5 |
|
| R3 |
6,080.0 |
5,932.5 |
5,578.5 |
|
| R2 |
5,796.0 |
5,796.0 |
5,552.5 |
|
| R1 |
5,648.5 |
5,648.5 |
5,526.5 |
5,580.0 |
| PP |
5,512.0 |
5,512.0 |
5,512.0 |
5,478.0 |
| S1 |
5,364.5 |
5,364.5 |
5,474.5 |
5,296.0 |
| S2 |
5,228.0 |
5,228.0 |
5,448.5 |
|
| S3 |
4,944.0 |
5,080.5 |
5,422.5 |
|
| S4 |
4,660.0 |
4,796.5 |
5,344.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,587.0 |
5,370.0 |
217.0 |
3.9% |
150.0 |
2.7% |
82% |
False |
False |
113,121 |
| 10 |
5,713.0 |
5,370.0 |
343.0 |
6.2% |
137.0 |
2.5% |
52% |
False |
False |
114,666 |
| 20 |
5,963.5 |
5,370.0 |
593.5 |
10.7% |
121.0 |
2.2% |
30% |
False |
False |
102,324 |
| 40 |
6,424.5 |
5,370.0 |
1,054.5 |
19.0% |
106.0 |
1.9% |
17% |
False |
False |
51,489 |
| 60 |
6,424.5 |
5,370.0 |
1,054.5 |
19.0% |
91.5 |
1.6% |
17% |
False |
False |
34,483 |
| 80 |
6,424.5 |
5,370.0 |
1,054.5 |
19.0% |
82.5 |
1.5% |
17% |
False |
False |
25,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,030.5 |
|
2.618 |
5,847.0 |
|
1.618 |
5,734.5 |
|
1.000 |
5,665.0 |
|
0.618 |
5,622.0 |
|
HIGH |
5,552.5 |
|
0.618 |
5,509.5 |
|
0.500 |
5,496.0 |
|
0.382 |
5,483.0 |
|
LOW |
5,440.0 |
|
0.618 |
5,370.5 |
|
1.000 |
5,327.5 |
|
1.618 |
5,258.0 |
|
2.618 |
5,145.5 |
|
4.250 |
4,962.0 |
|
|
| Fisher Pivots for day following 09-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,531.0 |
5,519.5 |
| PP |
5,513.5 |
5,490.5 |
| S1 |
5,496.0 |
5,461.0 |
|