| Trading Metrics calculated at close of trading on 11-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2007 |
11-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1,542.25 |
1,520.25 |
-22.00 |
-1.4% |
1,515.25 |
| High |
1,544.00 |
1,531.75 |
-12.25 |
-0.8% |
1,544.00 |
| Low |
1,519.00 |
1,515.25 |
-3.75 |
-0.2% |
1,514.75 |
| Close |
1,520.00 |
1,531.00 |
11.00 |
0.7% |
1,542.50 |
| Range |
25.00 |
16.50 |
-8.50 |
-34.0% |
29.25 |
| ATR |
16.98 |
16.95 |
-0.03 |
-0.2% |
0.00 |
| Volume |
797,179 |
1,735,981 |
938,802 |
117.8% |
4,093,358 |
|
| Daily Pivots for day following 11-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,575.50 |
1,569.75 |
1,540.00 |
|
| R3 |
1,559.00 |
1,553.25 |
1,535.50 |
|
| R2 |
1,542.50 |
1,542.50 |
1,534.00 |
|
| R1 |
1,536.75 |
1,536.75 |
1,532.50 |
1,539.50 |
| PP |
1,526.00 |
1,526.00 |
1,526.00 |
1,527.50 |
| S1 |
1,520.25 |
1,520.25 |
1,529.50 |
1,523.00 |
| S2 |
1,509.50 |
1,509.50 |
1,528.00 |
|
| S3 |
1,493.00 |
1,503.75 |
1,526.50 |
|
| S4 |
1,476.50 |
1,487.25 |
1,522.00 |
|
|
| 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 |
1,515.25 |
30.75 |
2.0% |
15.00 |
1.0% |
51% |
False |
True |
964,818 |
| 10 |
1,546.00 |
1,492.00 |
54.00 |
3.5% |
16.50 |
1.1% |
72% |
False |
False |
1,259,675 |
| 20 |
1,554.25 |
1,492.00 |
62.25 |
4.1% |
18.00 |
1.2% |
63% |
False |
False |
1,474,455 |
| 40 |
1,557.75 |
1,492.00 |
65.75 |
4.3% |
16.50 |
1.1% |
59% |
False |
False |
884,745 |
| 60 |
1,557.75 |
1,482.75 |
75.00 |
4.9% |
14.75 |
1.0% |
64% |
False |
False |
590,177 |
| 80 |
1,557.75 |
1,426.25 |
131.50 |
8.6% |
14.00 |
0.9% |
80% |
False |
False |
442,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,602.00 |
|
2.618 |
1,575.00 |
|
1.618 |
1,558.50 |
|
1.000 |
1,548.25 |
|
0.618 |
1,542.00 |
|
HIGH |
1,531.75 |
|
0.618 |
1,525.50 |
|
0.500 |
1,523.50 |
|
0.382 |
1,521.50 |
|
LOW |
1,515.25 |
|
0.618 |
1,505.00 |
|
1.000 |
1,498.75 |
|
1.618 |
1,488.50 |
|
2.618 |
1,472.00 |
|
4.250 |
1,445.00 |
|
|
| Fisher Pivots for day following 11-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,528.50 |
1,531.00 |
| PP |
1,526.00 |
1,530.75 |
| S1 |
1,523.50 |
1,530.50 |
|