| Trading Metrics calculated at close of trading on 18-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2007 |
18-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
8,146.0 |
7,998.0 |
-148.0 |
-1.8% |
8,150.0 |
| High |
8,158.0 |
8,017.5 |
-140.5 |
-1.7% |
8,215.0 |
| Low |
8,052.5 |
7,905.0 |
-147.5 |
-1.8% |
7,863.0 |
| Close |
8,093.5 |
7,960.0 |
-133.5 |
-1.6% |
8,155.5 |
| Range |
105.5 |
112.5 |
7.0 |
6.6% |
352.0 |
| ATR |
129.9 |
134.1 |
4.2 |
3.2% |
0.0 |
| Volume |
188,458 |
223,612 |
35,154 |
18.7% |
715,868 |
|
| Daily Pivots for day following 18-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,298.3 |
8,241.7 |
8,021.9 |
|
| R3 |
8,185.8 |
8,129.2 |
7,990.9 |
|
| R2 |
8,073.3 |
8,073.3 |
7,980.6 |
|
| R1 |
8,016.7 |
8,016.7 |
7,970.3 |
7,988.8 |
| PP |
7,960.8 |
7,960.8 |
7,960.8 |
7,946.9 |
| S1 |
7,904.2 |
7,904.2 |
7,949.7 |
7,876.3 |
| S2 |
7,848.3 |
7,848.3 |
7,939.4 |
|
| S3 |
7,735.8 |
7,791.7 |
7,929.1 |
|
| S4 |
7,623.3 |
7,679.2 |
7,898.1 |
|
|
| 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 |
7,905.0 |
310.0 |
3.9% |
123.5 |
1.6% |
18% |
False |
True |
181,795 |
| 10 |
8,215.0 |
7,863.0 |
352.0 |
4.4% |
115.1 |
1.4% |
28% |
False |
False |
162,733 |
| 20 |
8,215.0 |
7,825.5 |
389.5 |
4.9% |
111.8 |
1.4% |
35% |
False |
False |
172,980 |
| 40 |
8,217.0 |
7,585.0 |
632.0 |
7.9% |
119.4 |
1.5% |
59% |
False |
False |
119,866 |
| 60 |
8,217.0 |
7,350.0 |
867.0 |
10.9% |
107.3 |
1.3% |
70% |
False |
False |
80,080 |
| 80 |
8,217.0 |
6,920.0 |
1,297.0 |
16.3% |
99.3 |
1.2% |
80% |
False |
False |
60,195 |
| 100 |
8,217.0 |
6,554.0 |
1,663.0 |
20.9% |
101.6 |
1.3% |
85% |
False |
False |
48,869 |
| 120 |
8,217.0 |
6,554.0 |
1,663.0 |
20.9% |
92.0 |
1.2% |
85% |
False |
False |
40,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,495.6 |
|
2.618 |
8,312.0 |
|
1.618 |
8,199.5 |
|
1.000 |
8,130.0 |
|
0.618 |
8,087.0 |
|
HIGH |
8,017.5 |
|
0.618 |
7,974.5 |
|
0.500 |
7,961.3 |
|
0.382 |
7,948.0 |
|
LOW |
7,905.0 |
|
0.618 |
7,835.5 |
|
1.000 |
7,792.5 |
|
1.618 |
7,723.0 |
|
2.618 |
7,610.5 |
|
4.250 |
7,426.9 |
|
|
| Fisher Pivots for day following 18-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
7,961.3 |
8,048.3 |
| PP |
7,960.8 |
8,018.8 |
| S1 |
7,960.4 |
7,989.4 |
|