| Trading Metrics calculated at close of trading on 17-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2007 |
17-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
8,144.5 |
8,146.0 |
1.5 |
0.0% |
8,150.0 |
| High |
8,191.5 |
8,158.0 |
-33.5 |
-0.4% |
8,215.0 |
| Low |
8,126.0 |
8,052.5 |
-73.5 |
-0.9% |
7,863.0 |
| Close |
8,164.5 |
8,093.5 |
-71.0 |
-0.9% |
8,155.5 |
| Range |
65.5 |
105.5 |
40.0 |
61.1% |
352.0 |
| ATR |
131.3 |
129.9 |
-1.4 |
-1.1% |
0.0 |
| Volume |
122,354 |
188,458 |
66,104 |
54.0% |
715,868 |
|
| Daily Pivots for day following 17-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,417.8 |
8,361.2 |
8,151.5 |
|
| R3 |
8,312.3 |
8,255.7 |
8,122.5 |
|
| R2 |
8,206.8 |
8,206.8 |
8,112.8 |
|
| R1 |
8,150.2 |
8,150.2 |
8,103.2 |
8,125.8 |
| PP |
8,101.3 |
8,101.3 |
8,101.3 |
8,089.1 |
| S1 |
8,044.7 |
8,044.7 |
8,083.8 |
8,020.3 |
| S2 |
7,995.8 |
7,995.8 |
8,074.2 |
|
| S3 |
7,890.3 |
7,939.2 |
8,064.5 |
|
| S4 |
7,784.8 |
7,833.7 |
8,035.5 |
|
|
| 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% |
125.9 |
1.6% |
65% |
False |
False |
184,830 |
| 10 |
8,215.0 |
7,863.0 |
352.0 |
4.3% |
109.0 |
1.3% |
65% |
False |
False |
145,523 |
| 20 |
8,217.0 |
7,825.5 |
391.5 |
4.8% |
113.9 |
1.4% |
68% |
False |
False |
171,921 |
| 40 |
8,217.0 |
7,585.0 |
632.0 |
7.8% |
118.3 |
1.5% |
80% |
False |
False |
114,288 |
| 60 |
8,217.0 |
7,350.0 |
867.0 |
10.7% |
106.2 |
1.3% |
86% |
False |
False |
76,357 |
| 80 |
8,217.0 |
6,920.0 |
1,297.0 |
16.0% |
98.7 |
1.2% |
90% |
False |
False |
57,409 |
| 100 |
8,217.0 |
6,554.0 |
1,663.0 |
20.5% |
100.8 |
1.2% |
93% |
False |
False |
46,637 |
| 120 |
8,217.0 |
6,554.0 |
1,663.0 |
20.5% |
91.5 |
1.1% |
93% |
False |
False |
38,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,606.4 |
|
2.618 |
8,434.2 |
|
1.618 |
8,328.7 |
|
1.000 |
8,263.5 |
|
0.618 |
8,223.2 |
|
HIGH |
8,158.0 |
|
0.618 |
8,117.7 |
|
0.500 |
8,105.3 |
|
0.382 |
8,092.8 |
|
LOW |
8,052.5 |
|
0.618 |
7,987.3 |
|
1.000 |
7,947.0 |
|
1.618 |
7,881.8 |
|
2.618 |
7,776.3 |
|
4.250 |
7,604.1 |
|
|
| Fisher Pivots for day following 17-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8,105.3 |
8,133.8 |
| PP |
8,101.3 |
8,120.3 |
| S1 |
8,097.4 |
8,106.9 |
|