| Trading Metrics calculated at close of trading on 18-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2007 |
18-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1,559.25 |
1,557.50 |
-1.75 |
-0.1% |
1,542.25 |
| High |
1,565.50 |
1,558.00 |
-7.50 |
-0.5% |
1,565.75 |
| Low |
1,555.00 |
1,542.50 |
-12.50 |
-0.8% |
1,515.25 |
| Close |
1,558.75 |
1,554.75 |
-4.00 |
-0.3% |
1,560.00 |
| Range |
10.50 |
15.50 |
5.00 |
47.6% |
50.50 |
| ATR |
16.43 |
16.41 |
-0.01 |
-0.1% |
0.00 |
| Volume |
1,081,563 |
1,267,583 |
186,020 |
17.2% |
6,675,780 |
|
| Daily Pivots for day following 18-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,598.25 |
1,592.00 |
1,563.25 |
|
| R3 |
1,582.75 |
1,576.50 |
1,559.00 |
|
| R2 |
1,567.25 |
1,567.25 |
1,557.50 |
|
| R1 |
1,561.00 |
1,561.00 |
1,556.25 |
1,556.50 |
| PP |
1,551.75 |
1,551.75 |
1,551.75 |
1,549.50 |
| S1 |
1,545.50 |
1,545.50 |
1,553.25 |
1,541.00 |
| S2 |
1,536.25 |
1,536.25 |
1,552.00 |
|
| S3 |
1,520.75 |
1,530.00 |
1,550.50 |
|
| S4 |
1,505.25 |
1,514.50 |
1,546.25 |
|
|
| 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 |
1,529.75 |
36.50 |
2.3% |
15.50 |
1.0% |
68% |
False |
False |
1,348,876 |
| 10 |
1,566.25 |
1,515.25 |
51.00 |
3.3% |
15.25 |
1.0% |
77% |
False |
False |
1,156,847 |
| 20 |
1,566.25 |
1,492.00 |
74.25 |
4.8% |
18.00 |
1.2% |
85% |
False |
False |
1,387,373 |
| 40 |
1,566.25 |
1,492.00 |
74.25 |
4.8% |
17.00 |
1.1% |
85% |
False |
False |
1,052,992 |
| 60 |
1,566.25 |
1,492.00 |
74.25 |
4.8% |
15.25 |
1.0% |
85% |
False |
False |
702,544 |
| 80 |
1,566.25 |
1,431.75 |
134.50 |
8.7% |
14.25 |
0.9% |
91% |
False |
False |
527,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,624.00 |
|
2.618 |
1,598.50 |
|
1.618 |
1,583.00 |
|
1.000 |
1,573.50 |
|
0.618 |
1,567.50 |
|
HIGH |
1,558.00 |
|
0.618 |
1,552.00 |
|
0.500 |
1,550.25 |
|
0.382 |
1,548.50 |
|
LOW |
1,542.50 |
|
0.618 |
1,533.00 |
|
1.000 |
1,527.00 |
|
1.618 |
1,517.50 |
|
2.618 |
1,502.00 |
|
4.250 |
1,476.50 |
|
|
| Fisher Pivots for day following 18-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,553.25 |
1,554.50 |
| PP |
1,551.75 |
1,554.50 |
| S1 |
1,550.25 |
1,554.50 |
|