| Trading Metrics calculated at close of trading on 12-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2007 |
12-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1,520.25 |
1,531.25 |
11.00 |
0.7% |
1,515.25 |
| High |
1,531.75 |
1,559.00 |
27.25 |
1.8% |
1,544.00 |
| Low |
1,515.25 |
1,529.75 |
14.50 |
1.0% |
1,514.75 |
| Close |
1,531.00 |
1,555.75 |
24.75 |
1.6% |
1,542.50 |
| Range |
16.50 |
29.25 |
12.75 |
77.3% |
29.25 |
| ATR |
16.95 |
17.83 |
0.88 |
5.2% |
0.00 |
| Volume |
1,735,981 |
1,606,676 |
-129,305 |
-7.4% |
4,093,358 |
|
| Daily Pivots for day following 12-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,636.00 |
1,625.00 |
1,571.75 |
|
| R3 |
1,606.75 |
1,595.75 |
1,563.75 |
|
| R2 |
1,577.50 |
1,577.50 |
1,561.00 |
|
| R1 |
1,566.50 |
1,566.50 |
1,558.50 |
1,572.00 |
| PP |
1,548.25 |
1,548.25 |
1,548.25 |
1,551.00 |
| S1 |
1,537.25 |
1,537.25 |
1,553.00 |
1,542.75 |
| S2 |
1,519.00 |
1,519.00 |
1,550.50 |
|
| S3 |
1,489.75 |
1,508.00 |
1,547.75 |
|
| S4 |
1,460.50 |
1,478.75 |
1,539.75 |
|
|
| 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 |
1,559.00 |
1,515.25 |
43.75 |
2.8% |
18.25 |
1.2% |
93% |
True |
False |
1,176,896 |
| 10 |
1,559.00 |
1,504.50 |
54.50 |
3.5% |
16.75 |
1.1% |
94% |
True |
False |
1,228,140 |
| 20 |
1,559.00 |
1,492.00 |
67.00 |
4.3% |
18.00 |
1.2% |
95% |
True |
False |
1,433,161 |
| 40 |
1,559.00 |
1,492.00 |
67.00 |
4.3% |
16.75 |
1.1% |
95% |
True |
False |
924,798 |
| 60 |
1,559.00 |
1,482.75 |
76.25 |
4.9% |
15.25 |
1.0% |
96% |
True |
False |
616,946 |
| 80 |
1,559.00 |
1,431.75 |
127.25 |
8.2% |
14.25 |
0.9% |
97% |
True |
False |
462,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,683.25 |
|
2.618 |
1,635.50 |
|
1.618 |
1,606.25 |
|
1.000 |
1,588.25 |
|
0.618 |
1,577.00 |
|
HIGH |
1,559.00 |
|
0.618 |
1,547.75 |
|
0.500 |
1,544.50 |
|
0.382 |
1,541.00 |
|
LOW |
1,529.75 |
|
0.618 |
1,511.75 |
|
1.000 |
1,500.50 |
|
1.618 |
1,482.50 |
|
2.618 |
1,453.25 |
|
4.250 |
1,405.50 |
|
|
| Fisher Pivots for day following 12-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,552.00 |
1,549.50 |
| PP |
1,548.25 |
1,543.25 |
| S1 |
1,544.50 |
1,537.00 |
|