| Trading Metrics calculated at close of trading on 17-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2008 |
17-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
978.5 |
960.6 |
-17.9 |
-1.8% |
934.9 |
| High |
982.5 |
980.0 |
-2.5 |
-0.3% |
969.1 |
| Low |
958.2 |
953.1 |
-5.1 |
-0.5% |
913.0 |
| Close |
962.7 |
970.7 |
8.0 |
0.8% |
960.6 |
| Range |
24.3 |
26.9 |
2.6 |
10.7% |
56.1 |
| ATR |
21.2 |
21.6 |
0.4 |
1.9% |
0.0 |
| Volume |
223,407 |
173,591 |
-49,816 |
-22.3% |
649,060 |
|
| Daily Pivots for day following 17-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,048.6 |
1,036.6 |
985.5 |
|
| R3 |
1,021.7 |
1,009.7 |
978.1 |
|
| R2 |
994.8 |
994.8 |
975.6 |
|
| R1 |
982.8 |
982.8 |
973.2 |
988.8 |
| PP |
967.9 |
967.9 |
967.9 |
971.0 |
| S1 |
955.9 |
955.9 |
968.2 |
961.9 |
| S2 |
941.0 |
941.0 |
965.8 |
|
| S3 |
914.1 |
929.0 |
963.3 |
|
| S4 |
887.2 |
902.1 |
955.9 |
|
|
| 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 |
942.6 |
47.0 |
4.8% |
24.2 |
2.5% |
60% |
False |
False |
172,481 |
| 10 |
989.6 |
913.0 |
76.6 |
7.9% |
22.0 |
2.3% |
75% |
False |
False |
149,634 |
| 20 |
989.6 |
875.2 |
114.4 |
11.8% |
21.4 |
2.2% |
83% |
False |
False |
135,657 |
| 40 |
989.6 |
859.6 |
130.0 |
13.4% |
20.6 |
2.1% |
85% |
False |
False |
118,516 |
| 60 |
989.6 |
850.5 |
139.1 |
14.3% |
19.9 |
2.0% |
86% |
False |
False |
82,969 |
| 80 |
989.6 |
850.5 |
139.1 |
14.3% |
20.3 |
2.1% |
86% |
False |
False |
63,102 |
| 100 |
1,040.3 |
850.5 |
189.8 |
19.6% |
20.7 |
2.1% |
63% |
False |
False |
50,833 |
| 120 |
1,040.3 |
850.5 |
189.8 |
19.6% |
19.8 |
2.0% |
63% |
False |
False |
42,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,094.3 |
|
2.618 |
1,050.4 |
|
1.618 |
1,023.5 |
|
1.000 |
1,006.9 |
|
0.618 |
996.6 |
|
HIGH |
980.0 |
|
0.618 |
969.7 |
|
0.500 |
966.6 |
|
0.382 |
963.4 |
|
LOW |
953.1 |
|
0.618 |
936.5 |
|
1.000 |
926.2 |
|
1.618 |
909.6 |
|
2.618 |
882.7 |
|
4.250 |
838.8 |
|
|
| Fisher Pivots for day following 17-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
969.3 |
971.4 |
| PP |
967.9 |
971.1 |
| S1 |
966.6 |
970.9 |
|