| Trading Metrics calculated at close of trading on 23-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2007 |
23-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1,559.00 |
1,543.75 |
-15.25 |
-1.0% |
1,560.25 |
| High |
1,561.75 |
1,556.25 |
-5.50 |
-0.4% |
1,566.25 |
| Low |
1,537.25 |
1,543.50 |
6.25 |
0.4% |
1,537.25 |
| Close |
1,545.00 |
1,549.00 |
4.00 |
0.3% |
1,545.00 |
| Range |
24.50 |
12.75 |
-11.75 |
-48.0% |
29.00 |
| ATR |
17.00 |
16.69 |
-0.30 |
-1.8% |
0.00 |
| Volume |
1,337,495 |
2,192,420 |
854,925 |
63.9% |
6,934,958 |
|
| Daily Pivots for day following 23-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,587.75 |
1,581.25 |
1,556.00 |
|
| R3 |
1,575.00 |
1,568.50 |
1,552.50 |
|
| R2 |
1,562.25 |
1,562.25 |
1,551.25 |
|
| R1 |
1,555.75 |
1,555.75 |
1,550.25 |
1,559.00 |
| PP |
1,549.50 |
1,549.50 |
1,549.50 |
1,551.25 |
| S1 |
1,543.00 |
1,543.00 |
1,547.75 |
1,546.25 |
| S2 |
1,536.75 |
1,536.75 |
1,546.75 |
|
| S3 |
1,524.00 |
1,530.25 |
1,545.50 |
|
| S4 |
1,511.25 |
1,517.50 |
1,542.00 |
|
|
| Weekly Pivots for week ending 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,636.50 |
1,619.75 |
1,561.00 |
|
| R3 |
1,607.50 |
1,590.75 |
1,553.00 |
|
| R2 |
1,578.50 |
1,578.50 |
1,550.25 |
|
| R1 |
1,561.75 |
1,561.75 |
1,547.75 |
1,555.50 |
| PP |
1,549.50 |
1,549.50 |
1,549.50 |
1,546.50 |
| S1 |
1,532.75 |
1,532.75 |
1,542.25 |
1,526.50 |
| S2 |
1,520.50 |
1,520.50 |
1,539.75 |
|
| S3 |
1,491.50 |
1,503.75 |
1,537.00 |
|
| S4 |
1,462.50 |
1,474.75 |
1,529.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,565.50 |
1,537.25 |
28.25 |
1.8% |
16.00 |
1.0% |
42% |
False |
False |
1,598,356 |
| 10 |
1,566.25 |
1,515.25 |
51.00 |
3.3% |
17.25 |
1.1% |
66% |
False |
False |
1,492,017 |
| 20 |
1,566.25 |
1,492.00 |
74.25 |
4.8% |
17.00 |
1.1% |
77% |
False |
False |
1,428,485 |
| 40 |
1,566.25 |
1,492.00 |
74.25 |
4.8% |
17.25 |
1.1% |
77% |
False |
False |
1,193,839 |
| 60 |
1,566.25 |
1,492.00 |
74.25 |
4.8% |
15.50 |
1.0% |
77% |
False |
False |
796,513 |
| 80 |
1,566.25 |
1,431.75 |
134.50 |
8.7% |
14.25 |
0.9% |
87% |
False |
False |
597,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,610.50 |
|
2.618 |
1,589.75 |
|
1.618 |
1,577.00 |
|
1.000 |
1,569.00 |
|
0.618 |
1,564.25 |
|
HIGH |
1,556.25 |
|
0.618 |
1,551.50 |
|
0.500 |
1,550.00 |
|
0.382 |
1,548.25 |
|
LOW |
1,543.50 |
|
0.618 |
1,535.50 |
|
1.000 |
1,530.75 |
|
1.618 |
1,522.75 |
|
2.618 |
1,510.00 |
|
4.250 |
1,489.25 |
|
|
| Fisher Pivots for day following 23-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,550.00 |
1,551.00 |
| PP |
1,549.50 |
1,550.50 |
| S1 |
1,549.25 |
1,549.75 |
|