| Trading Metrics calculated at close of trading on 13-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2007 |
13-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
8,000.0 |
8,187.5 |
187.5 |
2.3% |
8,150.0 |
| High |
8,184.0 |
8,215.0 |
31.0 |
0.4% |
8,215.0 |
| Low |
7,941.5 |
8,123.5 |
182.0 |
2.3% |
7,863.0 |
| Close |
8,105.5 |
8,155.5 |
50.0 |
0.6% |
8,155.5 |
| Range |
242.5 |
91.5 |
-151.0 |
-62.3% |
352.0 |
| ATR |
138.4 |
136.4 |
-2.1 |
-1.5% |
0.0 |
| Volume |
200,354 |
174,201 |
-26,153 |
-13.1% |
715,868 |
|
| Daily Pivots for day following 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,439.2 |
8,388.8 |
8,205.8 |
|
| R3 |
8,347.7 |
8,297.3 |
8,180.7 |
|
| R2 |
8,256.2 |
8,256.2 |
8,172.3 |
|
| R1 |
8,205.8 |
8,205.8 |
8,163.9 |
8,185.3 |
| PP |
8,164.7 |
8,164.7 |
8,164.7 |
8,154.4 |
| S1 |
8,114.3 |
8,114.3 |
8,147.1 |
8,093.8 |
| S2 |
8,073.2 |
8,073.2 |
8,138.7 |
|
| S3 |
7,981.7 |
8,022.8 |
8,130.3 |
|
| S4 |
7,890.2 |
7,931.3 |
8,105.2 |
|
|
| Weekly Pivots for week ending 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,133.8 |
8,996.7 |
8,349.1 |
|
| R3 |
8,781.8 |
8,644.7 |
8,252.3 |
|
| R2 |
8,429.8 |
8,429.8 |
8,220.0 |
|
| R1 |
8,292.7 |
8,292.7 |
8,187.8 |
8,361.3 |
| PP |
8,077.8 |
8,077.8 |
8,077.8 |
8,112.1 |
| S1 |
7,940.7 |
7,940.7 |
8,123.2 |
8,009.3 |
| S2 |
7,725.8 |
7,725.8 |
8,091.0 |
|
| S3 |
7,373.8 |
7,588.7 |
8,058.7 |
|
| S4 |
7,021.8 |
7,236.7 |
7,961.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,215.0 |
7,863.0 |
352.0 |
4.3% |
116.7 |
1.4% |
83% |
True |
False |
143,173 |
| 10 |
8,215.0 |
7,863.0 |
352.0 |
4.3% |
106.6 |
1.3% |
83% |
True |
False |
142,382 |
| 20 |
8,217.0 |
7,825.5 |
391.5 |
4.8% |
112.8 |
1.4% |
84% |
False |
False |
172,414 |
| 40 |
8,217.0 |
7,585.0 |
632.0 |
7.7% |
118.3 |
1.5% |
90% |
False |
False |
106,550 |
| 60 |
8,217.0 |
7,284.0 |
933.0 |
11.4% |
106.9 |
1.3% |
93% |
False |
False |
71,191 |
| 80 |
8,217.0 |
6,766.0 |
1,451.0 |
17.8% |
99.2 |
1.2% |
96% |
False |
False |
53,534 |
| 100 |
8,217.0 |
6,554.0 |
1,663.0 |
20.4% |
100.4 |
1.2% |
96% |
False |
False |
43,535 |
| 120 |
8,217.0 |
6,554.0 |
1,663.0 |
20.4% |
91.4 |
1.1% |
96% |
False |
False |
36,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,603.9 |
|
2.618 |
8,454.5 |
|
1.618 |
8,363.0 |
|
1.000 |
8,306.5 |
|
0.618 |
8,271.5 |
|
HIGH |
8,215.0 |
|
0.618 |
8,180.0 |
|
0.500 |
8,169.3 |
|
0.382 |
8,158.5 |
|
LOW |
8,123.5 |
|
0.618 |
8,067.0 |
|
1.000 |
8,032.0 |
|
1.618 |
7,975.5 |
|
2.618 |
7,884.0 |
|
4.250 |
7,734.6 |
|
|
| Fisher Pivots for day following 13-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8,169.3 |
8,116.7 |
| PP |
8,164.7 |
8,077.8 |
| S1 |
8,160.1 |
8,039.0 |
|