| Trading Metrics calculated at close of trading on 11-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2007 |
11-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
8,150.0 |
7,924.0 |
-226.0 |
-2.8% |
8,038.0 |
| High |
8,186.0 |
7,987.5 |
-198.5 |
-2.4% |
8,188.5 |
| Low |
8,123.5 |
7,863.0 |
-260.5 |
-3.2% |
7,985.0 |
| Close |
8,145.0 |
7,965.0 |
-180.0 |
-2.2% |
8,108.0 |
| Range |
62.5 |
124.5 |
62.0 |
99.2% |
203.5 |
| ATR |
118.8 |
130.4 |
11.7 |
9.8% |
0.0 |
| Volume |
0 |
238,783 |
238,783 |
|
707,960 |
|
| Daily Pivots for day following 11-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,312.0 |
8,263.0 |
8,033.5 |
|
| R3 |
8,187.5 |
8,138.5 |
7,999.2 |
|
| R2 |
8,063.0 |
8,063.0 |
7,987.8 |
|
| R1 |
8,014.0 |
8,014.0 |
7,976.4 |
8,038.5 |
| PP |
7,938.5 |
7,938.5 |
7,938.5 |
7,950.8 |
| S1 |
7,889.5 |
7,889.5 |
7,953.6 |
7,914.0 |
| S2 |
7,814.0 |
7,814.0 |
7,942.2 |
|
| S3 |
7,689.5 |
7,765.0 |
7,930.8 |
|
| S4 |
7,565.0 |
7,640.5 |
7,896.5 |
|
|
| 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 |
7,863.0 |
325.5 |
4.1% |
106.7 |
1.3% |
31% |
False |
True |
143,671 |
| 10 |
8,188.5 |
7,863.0 |
325.5 |
4.1% |
96.7 |
1.2% |
31% |
False |
True |
139,971 |
| 20 |
8,217.0 |
7,825.5 |
391.5 |
4.9% |
111.3 |
1.4% |
36% |
False |
False |
173,027 |
| 40 |
8,217.0 |
7,570.0 |
647.0 |
8.1% |
112.5 |
1.4% |
61% |
False |
False |
97,199 |
| 60 |
8,217.0 |
7,284.0 |
933.0 |
11.7% |
104.0 |
1.3% |
73% |
False |
False |
64,993 |
| 80 |
8,217.0 |
6,662.0 |
1,555.0 |
19.5% |
96.5 |
1.2% |
84% |
False |
False |
48,954 |
| 100 |
8,217.0 |
6,554.0 |
1,663.0 |
20.9% |
97.5 |
1.2% |
85% |
False |
False |
39,790 |
| 120 |
8,217.0 |
6,554.0 |
1,663.0 |
20.9% |
90.2 |
1.1% |
85% |
False |
False |
33,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,516.6 |
|
2.618 |
8,313.4 |
|
1.618 |
8,188.9 |
|
1.000 |
8,112.0 |
|
0.618 |
8,064.4 |
|
HIGH |
7,987.5 |
|
0.618 |
7,939.9 |
|
0.500 |
7,925.3 |
|
0.382 |
7,910.6 |
|
LOW |
7,863.0 |
|
0.618 |
7,786.1 |
|
1.000 |
7,738.5 |
|
1.618 |
7,661.6 |
|
2.618 |
7,537.1 |
|
4.250 |
7,333.9 |
|
|
| Fisher Pivots for day following 11-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
7,951.8 |
8,024.5 |
| PP |
7,938.5 |
8,004.7 |
| S1 |
7,925.3 |
7,984.8 |
|