| Trading Metrics calculated at close of trading on 19-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2007 |
19-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
7,998.0 |
8,017.0 |
19.0 |
0.2% |
8,150.0 |
| High |
8,017.5 |
8,064.0 |
46.5 |
0.6% |
8,215.0 |
| Low |
7,905.0 |
7,993.0 |
88.0 |
1.1% |
7,863.0 |
| Close |
7,960.0 |
8,033.5 |
73.5 |
0.9% |
8,155.5 |
| Range |
112.5 |
71.0 |
-41.5 |
-36.9% |
352.0 |
| ATR |
134.1 |
132.0 |
-2.2 |
-1.6% |
0.0 |
| Volume |
223,612 |
163,778 |
-59,834 |
-26.8% |
715,868 |
|
| Daily Pivots for day following 19-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,243.2 |
8,209.3 |
8,072.6 |
|
| R3 |
8,172.2 |
8,138.3 |
8,053.0 |
|
| R2 |
8,101.2 |
8,101.2 |
8,046.5 |
|
| R1 |
8,067.3 |
8,067.3 |
8,040.0 |
8,084.3 |
| PP |
8,030.2 |
8,030.2 |
8,030.2 |
8,038.6 |
| S1 |
7,996.3 |
7,996.3 |
8,027.0 |
8,013.3 |
| S2 |
7,959.2 |
7,959.2 |
8,020.5 |
|
| S3 |
7,888.2 |
7,925.3 |
8,014.0 |
|
| S4 |
7,817.2 |
7,854.3 |
7,994.5 |
|
|
| 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 |
7,905.0 |
310.0 |
3.9% |
89.2 |
1.1% |
41% |
False |
False |
174,480 |
| 10 |
8,215.0 |
7,863.0 |
352.0 |
4.4% |
104.7 |
1.3% |
48% |
False |
False |
156,901 |
| 20 |
8,215.0 |
7,825.5 |
389.5 |
4.8% |
107.5 |
1.3% |
53% |
False |
False |
166,650 |
| 40 |
8,217.0 |
7,585.0 |
632.0 |
7.9% |
118.8 |
1.5% |
71% |
False |
False |
123,927 |
| 60 |
8,217.0 |
7,415.5 |
801.5 |
10.0% |
106.6 |
1.3% |
77% |
False |
False |
82,804 |
| 80 |
8,217.0 |
6,920.0 |
1,297.0 |
16.1% |
99.2 |
1.2% |
86% |
False |
False |
62,238 |
| 100 |
8,217.0 |
6,554.0 |
1,663.0 |
20.7% |
101.9 |
1.3% |
89% |
False |
False |
50,503 |
| 120 |
8,217.0 |
6,554.0 |
1,663.0 |
20.7% |
92.0 |
1.1% |
89% |
False |
False |
42,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,365.8 |
|
2.618 |
8,249.9 |
|
1.618 |
8,178.9 |
|
1.000 |
8,135.0 |
|
0.618 |
8,107.9 |
|
HIGH |
8,064.0 |
|
0.618 |
8,036.9 |
|
0.500 |
8,028.5 |
|
0.382 |
8,020.1 |
|
LOW |
7,993.0 |
|
0.618 |
7,949.1 |
|
1.000 |
7,922.0 |
|
1.618 |
7,878.1 |
|
2.618 |
7,807.1 |
|
4.250 |
7,691.3 |
|
|
| Fisher Pivots for day following 19-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8,031.8 |
8,032.8 |
| PP |
8,030.2 |
8,032.2 |
| S1 |
8,028.5 |
8,031.5 |
|