| Trading Metrics calculated at close of trading on 19-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2007 |
19-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1,557.50 |
1,555.50 |
-2.00 |
-0.1% |
1,542.25 |
| High |
1,558.00 |
1,565.00 |
7.00 |
0.4% |
1,565.75 |
| Low |
1,542.50 |
1,548.50 |
6.00 |
0.4% |
1,515.25 |
| Close |
1,554.75 |
1,559.75 |
5.00 |
0.3% |
1,560.00 |
| Range |
15.50 |
16.50 |
1.00 |
6.5% |
50.50 |
| ATR |
16.41 |
16.42 |
0.01 |
0.0% |
0.00 |
| Volume |
1,267,583 |
2,112,721 |
845,138 |
66.7% |
6,675,780 |
|
| Daily Pivots for day following 19-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,607.25 |
1,600.00 |
1,568.75 |
|
| R3 |
1,590.75 |
1,583.50 |
1,564.25 |
|
| R2 |
1,574.25 |
1,574.25 |
1,562.75 |
|
| R1 |
1,567.00 |
1,567.00 |
1,561.25 |
1,570.50 |
| PP |
1,557.75 |
1,557.75 |
1,557.75 |
1,559.50 |
| S1 |
1,550.50 |
1,550.50 |
1,558.25 |
1,554.00 |
| S2 |
1,541.25 |
1,541.25 |
1,556.75 |
|
| S3 |
1,524.75 |
1,534.00 |
1,555.25 |
|
| S4 |
1,508.25 |
1,517.50 |
1,550.75 |
|
|
| 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 |
1,542.50 |
23.75 |
1.5% |
13.00 |
0.8% |
73% |
False |
False |
1,450,085 |
| 10 |
1,566.25 |
1,515.25 |
51.00 |
3.3% |
15.50 |
1.0% |
87% |
False |
False |
1,313,490 |
| 20 |
1,566.25 |
1,492.00 |
74.25 |
4.8% |
17.25 |
1.1% |
91% |
False |
False |
1,439,473 |
| 40 |
1,566.25 |
1,492.00 |
74.25 |
4.8% |
17.25 |
1.1% |
91% |
False |
False |
1,105,782 |
| 60 |
1,566.25 |
1,492.00 |
74.25 |
4.8% |
15.25 |
1.0% |
91% |
False |
False |
737,746 |
| 80 |
1,566.25 |
1,431.75 |
134.50 |
8.6% |
14.25 |
0.9% |
95% |
False |
False |
553,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,635.00 |
|
2.618 |
1,608.25 |
|
1.618 |
1,591.75 |
|
1.000 |
1,581.50 |
|
0.618 |
1,575.25 |
|
HIGH |
1,565.00 |
|
0.618 |
1,558.75 |
|
0.500 |
1,556.75 |
|
0.382 |
1,554.75 |
|
LOW |
1,548.50 |
|
0.618 |
1,538.25 |
|
1.000 |
1,532.00 |
|
1.618 |
1,521.75 |
|
2.618 |
1,505.25 |
|
4.250 |
1,478.50 |
|
|
| Fisher Pivots for day following 19-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,558.75 |
1,557.75 |
| PP |
1,557.75 |
1,556.00 |
| S1 |
1,556.75 |
1,554.00 |
|