| Trading Metrics calculated at close of trading on 24-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2007 |
24-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1,543.75 |
1,549.25 |
5.50 |
0.4% |
1,560.25 |
| High |
1,556.25 |
1,551.75 |
-4.50 |
-0.3% |
1,566.25 |
| Low |
1,543.50 |
1,516.50 |
-27.00 |
-1.7% |
1,537.25 |
| Close |
1,549.00 |
1,522.50 |
-26.50 |
-1.7% |
1,545.00 |
| Range |
12.75 |
35.25 |
22.50 |
176.5% |
29.00 |
| ATR |
16.69 |
18.02 |
1.33 |
7.9% |
0.00 |
| Volume |
2,192,420 |
1,148,097 |
-1,044,323 |
-47.6% |
6,934,958 |
|
| Daily Pivots for day following 24-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,636.00 |
1,614.50 |
1,542.00 |
|
| R3 |
1,600.75 |
1,579.25 |
1,532.25 |
|
| R2 |
1,565.50 |
1,565.50 |
1,529.00 |
|
| R1 |
1,544.00 |
1,544.00 |
1,525.75 |
1,537.00 |
| PP |
1,530.25 |
1,530.25 |
1,530.25 |
1,526.75 |
| S1 |
1,508.75 |
1,508.75 |
1,519.25 |
1,502.00 |
| S2 |
1,495.00 |
1,495.00 |
1,516.00 |
|
| S3 |
1,459.75 |
1,473.50 |
1,512.75 |
|
| S4 |
1,424.50 |
1,438.25 |
1,503.00 |
|
|
| 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 |
1,565.00 |
1,516.50 |
48.50 |
3.2% |
21.00 |
1.4% |
12% |
False |
True |
1,611,663 |
| 10 |
1,566.25 |
1,515.25 |
51.00 |
3.3% |
18.25 |
1.2% |
14% |
False |
False |
1,527,109 |
| 20 |
1,566.25 |
1,492.00 |
74.25 |
4.9% |
17.75 |
1.2% |
41% |
False |
False |
1,401,857 |
| 40 |
1,566.25 |
1,492.00 |
74.25 |
4.9% |
18.00 |
1.2% |
41% |
False |
False |
1,222,355 |
| 60 |
1,566.25 |
1,492.00 |
74.25 |
4.9% |
16.00 |
1.0% |
41% |
False |
False |
815,630 |
| 80 |
1,566.25 |
1,439.25 |
127.00 |
8.3% |
14.50 |
1.0% |
66% |
False |
False |
611,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,701.50 |
|
2.618 |
1,644.00 |
|
1.618 |
1,608.75 |
|
1.000 |
1,587.00 |
|
0.618 |
1,573.50 |
|
HIGH |
1,551.75 |
|
0.618 |
1,538.25 |
|
0.500 |
1,534.00 |
|
0.382 |
1,530.00 |
|
LOW |
1,516.50 |
|
0.618 |
1,494.75 |
|
1.000 |
1,481.25 |
|
1.618 |
1,459.50 |
|
2.618 |
1,424.25 |
|
4.250 |
1,366.75 |
|
|
| Fisher Pivots for day following 24-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,534.00 |
1,539.00 |
| PP |
1,530.25 |
1,533.50 |
| S1 |
1,526.50 |
1,528.00 |
|