| Trading Metrics calculated at close of trading on 26-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2007 |
26-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
7,792.0 |
7,771.0 |
-21.0 |
-0.3% |
8,144.5 |
| High |
7,837.0 |
7,797.0 |
-40.0 |
-0.5% |
8,191.5 |
| Low |
7,710.0 |
7,430.0 |
-280.0 |
-3.6% |
7,876.5 |
| Close |
7,742.0 |
7,560.0 |
-182.0 |
-2.4% |
7,933.0 |
| Range |
127.0 |
367.0 |
240.0 |
189.0% |
315.0 |
| ATR |
143.7 |
159.6 |
16.0 |
11.1% |
0.0 |
| Volume |
296,779 |
407,612 |
110,833 |
37.3% |
914,274 |
|
| Daily Pivots for day following 26-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,696.7 |
8,495.3 |
7,761.9 |
|
| R3 |
8,329.7 |
8,128.3 |
7,660.9 |
|
| R2 |
7,962.7 |
7,962.7 |
7,627.3 |
|
| R1 |
7,761.3 |
7,761.3 |
7,593.6 |
7,678.5 |
| PP |
7,595.7 |
7,595.7 |
7,595.7 |
7,554.3 |
| S1 |
7,394.3 |
7,394.3 |
7,526.4 |
7,311.5 |
| S2 |
7,228.7 |
7,228.7 |
7,492.7 |
|
| S3 |
6,861.7 |
7,027.3 |
7,459.1 |
|
| S4 |
6,494.7 |
6,660.3 |
7,358.2 |
|
|
| Weekly Pivots for week ending 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,945.3 |
8,754.2 |
8,106.3 |
|
| R3 |
8,630.3 |
8,439.2 |
8,019.6 |
|
| R2 |
8,315.3 |
8,315.3 |
7,990.8 |
|
| R1 |
8,124.2 |
8,124.2 |
7,961.9 |
8,062.3 |
| PP |
8,000.3 |
8,000.3 |
8,000.3 |
7,969.4 |
| S1 |
7,809.2 |
7,809.2 |
7,904.1 |
7,747.3 |
| S2 |
7,685.3 |
7,685.3 |
7,875.3 |
|
| S3 |
7,370.3 |
7,494.2 |
7,846.4 |
|
| S4 |
7,055.3 |
7,179.2 |
7,759.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,059.5 |
7,430.0 |
629.5 |
8.3% |
208.2 |
2.8% |
21% |
False |
True |
264,839 |
| 10 |
8,215.0 |
7,430.0 |
785.0 |
10.4% |
148.7 |
2.0% |
17% |
False |
True |
219,660 |
| 20 |
8,215.0 |
7,430.0 |
785.0 |
10.4% |
129.7 |
1.7% |
17% |
False |
True |
181,509 |
| 40 |
8,217.0 |
7,430.0 |
787.0 |
10.4% |
133.1 |
1.8% |
17% |
False |
True |
156,742 |
| 60 |
8,217.0 |
7,426.0 |
791.0 |
10.5% |
118.4 |
1.6% |
17% |
False |
False |
104,834 |
| 80 |
8,217.0 |
7,020.0 |
1,197.0 |
15.8% |
107.9 |
1.4% |
45% |
False |
False |
78,770 |
| 100 |
8,217.0 |
6,554.0 |
1,663.0 |
22.0% |
103.6 |
1.4% |
60% |
False |
False |
63,704 |
| 120 |
8,217.0 |
6,554.0 |
1,663.0 |
22.0% |
98.6 |
1.3% |
60% |
False |
False |
53,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,356.8 |
|
2.618 |
8,757.8 |
|
1.618 |
8,390.8 |
|
1.000 |
8,164.0 |
|
0.618 |
8,023.8 |
|
HIGH |
7,797.0 |
|
0.618 |
7,656.8 |
|
0.500 |
7,613.5 |
|
0.382 |
7,570.2 |
|
LOW |
7,430.0 |
|
0.618 |
7,203.2 |
|
1.000 |
7,063.0 |
|
1.618 |
6,836.2 |
|
2.618 |
6,469.2 |
|
4.250 |
5,870.3 |
|
|
| Fisher Pivots for day following 26-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
7,613.5 |
7,708.0 |
| PP |
7,595.7 |
7,658.7 |
| S1 |
7,577.8 |
7,609.3 |
|