| Trading Metrics calculated at close of trading on 10-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2007 |
10-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
8,150.0 |
8,150.0 |
0.0 |
0.0% |
8,038.0 |
| High |
8,186.0 |
8,186.0 |
0.0 |
0.0% |
8,188.5 |
| Low |
8,123.5 |
8,123.5 |
0.0 |
0.0% |
7,985.0 |
| Close |
8,145.0 |
8,145.0 |
0.0 |
0.0% |
8,108.0 |
| Range |
62.5 |
62.5 |
0.0 |
0.0% |
203.5 |
| ATR |
123.1 |
118.8 |
-4.3 |
-3.5% |
0.0 |
| Volume |
102,530 |
0 |
-102,530 |
-100.0% |
707,960 |
|
| Daily Pivots for day following 10-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,339.0 |
8,304.5 |
8,179.4 |
|
| R3 |
8,276.5 |
8,242.0 |
8,162.2 |
|
| R2 |
8,214.0 |
8,214.0 |
8,156.5 |
|
| R1 |
8,179.5 |
8,179.5 |
8,150.7 |
8,165.5 |
| PP |
8,151.5 |
8,151.5 |
8,151.5 |
8,144.5 |
| S1 |
8,117.0 |
8,117.0 |
8,139.3 |
8,103.0 |
| S2 |
8,089.0 |
8,089.0 |
8,133.5 |
|
| S3 |
8,026.5 |
8,054.5 |
8,127.8 |
|
| S4 |
7,964.0 |
7,992.0 |
8,110.6 |
|
|
| Weekly Pivots for week ending 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,704.3 |
8,609.7 |
8,219.9 |
|
| R3 |
8,500.8 |
8,406.2 |
8,164.0 |
|
| R2 |
8,297.3 |
8,297.3 |
8,145.3 |
|
| R1 |
8,202.7 |
8,202.7 |
8,126.7 |
8,250.0 |
| PP |
8,093.8 |
8,093.8 |
8,093.8 |
8,117.5 |
| S1 |
7,999.2 |
7,999.2 |
8,089.3 |
8,046.5 |
| S2 |
7,890.3 |
7,890.3 |
8,070.7 |
|
| S3 |
7,686.8 |
7,795.7 |
8,052.0 |
|
| S4 |
7,483.3 |
7,592.2 |
7,996.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,188.5 |
8,011.0 |
177.5 |
2.2% |
92.0 |
1.1% |
75% |
False |
False |
106,217 |
| 10 |
8,188.5 |
7,825.5 |
363.0 |
4.5% |
96.2 |
1.2% |
88% |
False |
False |
137,645 |
| 20 |
8,217.0 |
7,680.5 |
536.5 |
6.6% |
111.9 |
1.4% |
87% |
False |
False |
169,204 |
| 40 |
8,217.0 |
7,524.0 |
693.0 |
8.5% |
112.1 |
1.4% |
90% |
False |
False |
91,238 |
| 60 |
8,217.0 |
7,284.0 |
933.0 |
11.5% |
103.7 |
1.3% |
92% |
False |
False |
61,024 |
| 80 |
8,217.0 |
6,638.5 |
1,578.5 |
19.4% |
96.1 |
1.2% |
95% |
False |
False |
46,213 |
| 100 |
8,217.0 |
6,554.0 |
1,663.0 |
20.4% |
96.4 |
1.2% |
96% |
False |
False |
37,403 |
| 120 |
8,217.0 |
6,554.0 |
1,663.0 |
20.4% |
89.8 |
1.1% |
96% |
False |
False |
31,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,451.6 |
|
2.618 |
8,349.6 |
|
1.618 |
8,287.1 |
|
1.000 |
8,248.5 |
|
0.618 |
8,224.6 |
|
HIGH |
8,186.0 |
|
0.618 |
8,162.1 |
|
0.500 |
8,154.8 |
|
0.382 |
8,147.4 |
|
LOW |
8,123.5 |
|
0.618 |
8,084.9 |
|
1.000 |
8,061.0 |
|
1.618 |
8,022.4 |
|
2.618 |
7,959.9 |
|
4.250 |
7,857.9 |
|
|
| Fisher Pivots for day following 10-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8,154.8 |
8,129.5 |
| PP |
8,151.5 |
8,114.0 |
| S1 |
8,148.3 |
8,098.5 |
|