| Trading Metrics calculated at close of trading on 09-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2007 |
09-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1,534.25 |
1,542.25 |
8.00 |
0.5% |
1,515.25 |
| High |
1,544.00 |
1,546.00 |
2.00 |
0.1% |
1,544.00 |
| Low |
1,531.25 |
1,538.00 |
6.75 |
0.4% |
1,514.75 |
| Close |
1,542.50 |
1,542.50 |
0.00 |
0.0% |
1,542.50 |
| Range |
12.75 |
8.00 |
-4.75 |
-37.3% |
29.25 |
| ATR |
17.01 |
16.37 |
-0.64 |
-3.8% |
0.00 |
| Volume |
861,666 |
882,980 |
21,314 |
2.5% |
4,093,358 |
|
| Daily Pivots for day following 09-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,566.25 |
1,562.25 |
1,547.00 |
|
| R3 |
1,558.25 |
1,554.25 |
1,544.75 |
|
| R2 |
1,550.25 |
1,550.25 |
1,544.00 |
|
| R1 |
1,546.25 |
1,546.25 |
1,543.25 |
1,548.25 |
| PP |
1,542.25 |
1,542.25 |
1,542.25 |
1,543.00 |
| S1 |
1,538.25 |
1,538.25 |
1,541.75 |
1,540.25 |
| S2 |
1,534.25 |
1,534.25 |
1,541.00 |
|
| S3 |
1,526.25 |
1,530.25 |
1,540.25 |
|
| S4 |
1,518.25 |
1,522.25 |
1,538.00 |
|
|
| Weekly Pivots for week ending 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,621.50 |
1,611.25 |
1,558.50 |
|
| R3 |
1,592.25 |
1,582.00 |
1,550.50 |
|
| R2 |
1,563.00 |
1,563.00 |
1,547.75 |
|
| R1 |
1,552.75 |
1,552.75 |
1,545.25 |
1,558.00 |
| PP |
1,533.75 |
1,533.75 |
1,533.75 |
1,536.25 |
| S1 |
1,523.50 |
1,523.50 |
1,539.75 |
1,528.50 |
| S2 |
1,504.50 |
1,504.50 |
1,537.25 |
|
| S3 |
1,475.25 |
1,494.25 |
1,534.50 |
|
| S4 |
1,446.00 |
1,465.00 |
1,526.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,546.00 |
1,514.75 |
31.25 |
2.0% |
11.50 |
0.8% |
89% |
True |
False |
995,267 |
| 10 |
1,546.00 |
1,492.00 |
54.00 |
3.5% |
17.00 |
1.1% |
94% |
True |
False |
1,364,953 |
| 20 |
1,554.25 |
1,492.00 |
62.25 |
4.0% |
17.50 |
1.1% |
81% |
False |
False |
1,524,705 |
| 40 |
1,557.75 |
1,492.00 |
65.75 |
4.3% |
16.25 |
1.1% |
77% |
False |
False |
821,565 |
| 60 |
1,557.75 |
1,466.00 |
91.75 |
5.9% |
14.50 |
0.9% |
83% |
False |
False |
547,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,580.00 |
|
2.618 |
1,567.00 |
|
1.618 |
1,559.00 |
|
1.000 |
1,554.00 |
|
0.618 |
1,551.00 |
|
HIGH |
1,546.00 |
|
0.618 |
1,543.00 |
|
0.500 |
1,542.00 |
|
0.382 |
1,541.00 |
|
LOW |
1,538.00 |
|
0.618 |
1,533.00 |
|
1.000 |
1,530.00 |
|
1.618 |
1,525.00 |
|
2.618 |
1,517.00 |
|
4.250 |
1,504.00 |
|
|
| Fisher Pivots for day following 09-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,542.25 |
1,540.75 |
| PP |
1,542.25 |
1,539.00 |
| S1 |
1,542.00 |
1,537.25 |
|