| Trading Metrics calculated at close of trading on 16-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2007 |
16-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
8,187.5 |
8,144.5 |
-43.0 |
-0.5% |
8,150.0 |
| High |
8,215.0 |
8,191.5 |
-23.5 |
-0.3% |
8,215.0 |
| Low |
8,123.5 |
8,126.0 |
2.5 |
0.0% |
7,863.0 |
| Close |
8,155.5 |
8,164.5 |
9.0 |
0.1% |
8,155.5 |
| Range |
91.5 |
65.5 |
-26.0 |
-28.4% |
352.0 |
| ATR |
136.4 |
131.3 |
-5.1 |
-3.7% |
0.0 |
| Volume |
174,201 |
122,354 |
-51,847 |
-29.8% |
715,868 |
|
| Daily Pivots for day following 16-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,357.2 |
8,326.3 |
8,200.5 |
|
| R3 |
8,291.7 |
8,260.8 |
8,182.5 |
|
| R2 |
8,226.2 |
8,226.2 |
8,176.5 |
|
| R1 |
8,195.3 |
8,195.3 |
8,170.5 |
8,210.8 |
| PP |
8,160.7 |
8,160.7 |
8,160.7 |
8,168.4 |
| S1 |
8,129.8 |
8,129.8 |
8,158.5 |
8,145.3 |
| S2 |
8,095.2 |
8,095.2 |
8,152.5 |
|
| S3 |
8,029.7 |
8,064.3 |
8,146.5 |
|
| S4 |
7,964.2 |
7,998.8 |
8,128.5 |
|
|
| 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% |
117.3 |
1.4% |
86% |
False |
False |
147,138 |
| 10 |
8,215.0 |
7,863.0 |
352.0 |
4.3% |
106.1 |
1.3% |
86% |
False |
False |
139,389 |
| 20 |
8,217.0 |
7,825.5 |
391.5 |
4.8% |
111.9 |
1.4% |
87% |
False |
False |
170,206 |
| 40 |
8,217.0 |
7,585.0 |
632.0 |
7.7% |
116.6 |
1.4% |
92% |
False |
False |
109,582 |
| 60 |
8,217.0 |
7,350.0 |
867.0 |
10.6% |
106.2 |
1.3% |
94% |
False |
False |
73,227 |
| 80 |
8,217.0 |
6,818.0 |
1,399.0 |
17.1% |
99.1 |
1.2% |
96% |
False |
False |
55,059 |
| 100 |
8,217.0 |
6,554.0 |
1,663.0 |
20.4% |
100.5 |
1.2% |
97% |
False |
False |
44,756 |
| 120 |
8,217.0 |
6,554.0 |
1,663.0 |
20.4% |
91.3 |
1.1% |
97% |
False |
False |
37,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,469.9 |
|
2.618 |
8,363.0 |
|
1.618 |
8,297.5 |
|
1.000 |
8,257.0 |
|
0.618 |
8,232.0 |
|
HIGH |
8,191.5 |
|
0.618 |
8,166.5 |
|
0.500 |
8,158.8 |
|
0.382 |
8,151.0 |
|
LOW |
8,126.0 |
|
0.618 |
8,085.5 |
|
1.000 |
8,060.5 |
|
1.618 |
8,020.0 |
|
2.618 |
7,954.5 |
|
4.250 |
7,847.6 |
|
|
| Fisher Pivots for day following 16-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8,162.6 |
8,135.8 |
| PP |
8,160.7 |
8,107.0 |
| S1 |
8,158.8 |
8,078.3 |
|