| Trading Metrics calculated at close of trading on 10-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2007 |
10-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1,542.25 |
1,542.25 |
0.00 |
0.0% |
1,515.25 |
| High |
1,546.00 |
1,544.00 |
-2.00 |
-0.1% |
1,544.00 |
| Low |
1,538.00 |
1,519.00 |
-19.00 |
-1.2% |
1,514.75 |
| Close |
1,542.50 |
1,520.00 |
-22.50 |
-1.5% |
1,542.50 |
| Range |
8.00 |
25.00 |
17.00 |
212.5% |
29.25 |
| ATR |
16.37 |
16.98 |
0.62 |
3.8% |
0.00 |
| Volume |
882,980 |
797,179 |
-85,801 |
-9.7% |
4,093,358 |
|
| Daily Pivots for day following 10-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,602.75 |
1,586.25 |
1,533.75 |
|
| R3 |
1,577.75 |
1,561.25 |
1,527.00 |
|
| R2 |
1,552.75 |
1,552.75 |
1,524.50 |
|
| R1 |
1,536.25 |
1,536.25 |
1,522.25 |
1,532.00 |
| PP |
1,527.75 |
1,527.75 |
1,527.75 |
1,525.50 |
| S1 |
1,511.25 |
1,511.25 |
1,517.75 |
1,507.00 |
| S2 |
1,502.75 |
1,502.75 |
1,515.50 |
|
| S3 |
1,477.75 |
1,486.25 |
1,513.00 |
|
| S4 |
1,452.75 |
1,461.25 |
1,506.25 |
|
|
| 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 |
1,519.00 |
27.00 |
1.8% |
13.00 |
0.9% |
4% |
False |
True |
800,233 |
| 10 |
1,546.00 |
1,492.00 |
54.00 |
3.6% |
17.25 |
1.1% |
52% |
False |
False |
1,276,604 |
| 20 |
1,554.25 |
1,492.00 |
62.25 |
4.1% |
18.00 |
1.2% |
45% |
False |
False |
1,463,886 |
| 40 |
1,557.75 |
1,492.00 |
65.75 |
4.3% |
16.50 |
1.1% |
43% |
False |
False |
841,436 |
| 60 |
1,557.75 |
1,475.25 |
82.50 |
5.4% |
14.75 |
1.0% |
54% |
False |
False |
561,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,650.25 |
|
2.618 |
1,609.50 |
|
1.618 |
1,584.50 |
|
1.000 |
1,569.00 |
|
0.618 |
1,559.50 |
|
HIGH |
1,544.00 |
|
0.618 |
1,534.50 |
|
0.500 |
1,531.50 |
|
0.382 |
1,528.50 |
|
LOW |
1,519.00 |
|
0.618 |
1,503.50 |
|
1.000 |
1,494.00 |
|
1.618 |
1,478.50 |
|
2.618 |
1,453.50 |
|
4.250 |
1,412.75 |
|
|
| Fisher Pivots for day following 10-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,531.50 |
1,532.50 |
| PP |
1,527.75 |
1,528.25 |
| S1 |
1,523.75 |
1,524.25 |
|