| Trading Metrics calculated at close of trading on 16-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2008 |
16-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
974.2 |
978.5 |
4.3 |
0.4% |
934.9 |
| High |
989.6 |
982.5 |
-7.1 |
-0.7% |
969.1 |
| Low |
968.7 |
958.2 |
-10.5 |
-1.1% |
913.0 |
| Close |
978.7 |
962.7 |
-16.0 |
-1.6% |
960.6 |
| Range |
20.9 |
24.3 |
3.4 |
16.3% |
56.1 |
| ATR |
20.9 |
21.2 |
0.2 |
1.2% |
0.0 |
| Volume |
159,779 |
223,407 |
63,628 |
39.8% |
649,060 |
|
| Daily Pivots for day following 16-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,040.7 |
1,026.0 |
976.1 |
|
| R3 |
1,016.4 |
1,001.7 |
969.4 |
|
| R2 |
992.1 |
992.1 |
967.2 |
|
| R1 |
977.4 |
977.4 |
964.9 |
972.6 |
| PP |
967.8 |
967.8 |
967.8 |
965.4 |
| S1 |
953.1 |
953.1 |
960.5 |
948.3 |
| S2 |
943.5 |
943.5 |
958.2 |
|
| S3 |
919.2 |
928.8 |
956.0 |
|
| S4 |
894.9 |
904.5 |
949.3 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,115.9 |
1,094.3 |
991.5 |
|
| R3 |
1,059.8 |
1,038.2 |
976.0 |
|
| R2 |
1,003.7 |
1,003.7 |
970.9 |
|
| R1 |
982.1 |
982.1 |
965.7 |
992.9 |
| PP |
947.6 |
947.6 |
947.6 |
953.0 |
| S1 |
926.0 |
926.0 |
955.5 |
936.8 |
| S2 |
891.5 |
891.5 |
950.3 |
|
| S3 |
835.4 |
869.9 |
945.2 |
|
| S4 |
779.3 |
813.8 |
929.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
989.6 |
926.4 |
63.2 |
6.6% |
23.3 |
2.4% |
57% |
False |
False |
161,122 |
| 10 |
989.6 |
913.0 |
76.6 |
8.0% |
20.8 |
2.2% |
65% |
False |
False |
147,220 |
| 20 |
989.6 |
875.2 |
114.4 |
11.9% |
20.8 |
2.2% |
76% |
False |
False |
131,832 |
| 40 |
989.6 |
859.6 |
130.0 |
13.5% |
20.3 |
2.1% |
79% |
False |
False |
114,765 |
| 60 |
989.6 |
850.5 |
139.1 |
14.4% |
19.9 |
2.1% |
81% |
False |
False |
80,099 |
| 80 |
989.6 |
850.5 |
139.1 |
14.4% |
20.2 |
2.1% |
81% |
False |
False |
60,985 |
| 100 |
1,040.3 |
850.5 |
189.8 |
19.7% |
20.7 |
2.1% |
59% |
False |
False |
49,107 |
| 120 |
1,040.3 |
850.5 |
189.8 |
19.7% |
19.6 |
2.0% |
59% |
False |
False |
41,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,085.8 |
|
2.618 |
1,046.1 |
|
1.618 |
1,021.8 |
|
1.000 |
1,006.8 |
|
0.618 |
997.5 |
|
HIGH |
982.5 |
|
0.618 |
973.2 |
|
0.500 |
970.4 |
|
0.382 |
967.5 |
|
LOW |
958.2 |
|
0.618 |
943.2 |
|
1.000 |
933.9 |
|
1.618 |
918.9 |
|
2.618 |
894.6 |
|
4.250 |
854.9 |
|
|
| Fisher Pivots for day following 16-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
970.4 |
971.9 |
| PP |
967.8 |
968.8 |
| S1 |
965.3 |
965.8 |
|