| Trading Metrics calculated at close of trading on 16-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2007 |
16-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1,555.25 |
1,560.25 |
5.00 |
0.3% |
1,542.25 |
| High |
1,565.75 |
1,566.25 |
0.50 |
0.0% |
1,565.75 |
| Low |
1,553.50 |
1,556.50 |
3.00 |
0.2% |
1,515.25 |
| Close |
1,560.00 |
1,559.75 |
-0.25 |
0.0% |
1,560.00 |
| Range |
12.25 |
9.75 |
-2.50 |
-20.4% |
50.50 |
| ATR |
17.43 |
16.88 |
-0.55 |
-3.1% |
0.00 |
| Volume |
1,652,964 |
1,135,596 |
-517,368 |
-31.3% |
6,675,780 |
|
| Daily Pivots for day following 16-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,590.00 |
1,584.75 |
1,565.00 |
|
| R3 |
1,580.25 |
1,575.00 |
1,562.50 |
|
| R2 |
1,570.50 |
1,570.50 |
1,561.50 |
|
| R1 |
1,565.25 |
1,565.25 |
1,560.75 |
1,563.00 |
| PP |
1,560.75 |
1,560.75 |
1,560.75 |
1,559.75 |
| S1 |
1,555.50 |
1,555.50 |
1,558.75 |
1,553.25 |
| S2 |
1,551.00 |
1,551.00 |
1,558.00 |
|
| S3 |
1,541.25 |
1,545.75 |
1,557.00 |
|
| S4 |
1,531.50 |
1,536.00 |
1,554.50 |
|
|
| Weekly Pivots for week ending 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,698.50 |
1,679.75 |
1,587.75 |
|
| R3 |
1,648.00 |
1,629.25 |
1,574.00 |
|
| R2 |
1,597.50 |
1,597.50 |
1,569.25 |
|
| R1 |
1,578.75 |
1,578.75 |
1,564.75 |
1,588.00 |
| PP |
1,547.00 |
1,547.00 |
1,547.00 |
1,551.75 |
| S1 |
1,528.25 |
1,528.25 |
1,555.25 |
1,537.50 |
| S2 |
1,496.50 |
1,496.50 |
1,550.75 |
|
| S3 |
1,446.00 |
1,477.75 |
1,546.00 |
|
| S4 |
1,395.50 |
1,427.25 |
1,532.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,566.25 |
1,515.25 |
51.00 |
3.3% |
18.50 |
1.2% |
87% |
True |
False |
1,385,679 |
| 10 |
1,566.25 |
1,514.75 |
51.50 |
3.3% |
15.00 |
1.0% |
87% |
True |
False |
1,190,473 |
| 20 |
1,566.25 |
1,492.00 |
74.25 |
4.8% |
17.50 |
1.1% |
91% |
True |
False |
1,380,874 |
| 40 |
1,566.25 |
1,492.00 |
74.25 |
4.8% |
17.00 |
1.1% |
91% |
True |
False |
994,338 |
| 60 |
1,566.25 |
1,492.00 |
74.25 |
4.8% |
15.00 |
1.0% |
91% |
True |
False |
663,411 |
| 80 |
1,566.25 |
1,431.75 |
134.50 |
8.6% |
14.00 |
0.9% |
95% |
True |
False |
497,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,607.75 |
|
2.618 |
1,591.75 |
|
1.618 |
1,582.00 |
|
1.000 |
1,576.00 |
|
0.618 |
1,572.25 |
|
HIGH |
1,566.25 |
|
0.618 |
1,562.50 |
|
0.500 |
1,561.50 |
|
0.382 |
1,560.25 |
|
LOW |
1,556.50 |
|
0.618 |
1,550.50 |
|
1.000 |
1,546.75 |
|
1.618 |
1,540.75 |
|
2.618 |
1,531.00 |
|
4.250 |
1,515.00 |
|
|
| Fisher Pivots for day following 16-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,561.50 |
1,555.75 |
| PP |
1,560.75 |
1,552.00 |
| S1 |
1,560.25 |
1,548.00 |
|