| Trading Metrics calculated at close of trading on 27-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2007 |
27-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1,523.50 |
1,489.75 |
-33.75 |
-2.2% |
1,543.75 |
| High |
1,529.50 |
1,496.50 |
-33.00 |
-2.2% |
1,556.25 |
| Low |
1,471.00 |
1,457.25 |
-13.75 |
-0.9% |
1,457.25 |
| Close |
1,488.00 |
1,458.00 |
-30.00 |
-2.0% |
1,458.00 |
| Range |
58.50 |
39.25 |
-19.25 |
-32.9% |
99.00 |
| ATR |
21.16 |
22.45 |
1.29 |
6.1% |
0.00 |
| Volume |
2,385,315 |
3,650,201 |
1,264,886 |
53.0% |
11,477,798 |
|
| Daily Pivots for day following 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,588.25 |
1,562.50 |
1,479.50 |
|
| R3 |
1,549.00 |
1,523.25 |
1,468.75 |
|
| R2 |
1,509.75 |
1,509.75 |
1,465.25 |
|
| R1 |
1,484.00 |
1,484.00 |
1,461.50 |
1,477.25 |
| PP |
1,470.50 |
1,470.50 |
1,470.50 |
1,467.25 |
| S1 |
1,444.75 |
1,444.75 |
1,454.50 |
1,438.00 |
| S2 |
1,431.25 |
1,431.25 |
1,450.75 |
|
| S3 |
1,392.00 |
1,405.50 |
1,447.25 |
|
| S4 |
1,352.75 |
1,366.25 |
1,436.50 |
|
|
| Weekly Pivots for week ending 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,787.50 |
1,721.75 |
1,512.50 |
|
| R3 |
1,688.50 |
1,622.75 |
1,485.25 |
|
| R2 |
1,589.50 |
1,589.50 |
1,476.25 |
|
| R1 |
1,523.75 |
1,523.75 |
1,467.00 |
1,507.00 |
| PP |
1,490.50 |
1,490.50 |
1,490.50 |
1,482.25 |
| S1 |
1,424.75 |
1,424.75 |
1,449.00 |
1,408.00 |
| S2 |
1,391.50 |
1,391.50 |
1,439.75 |
|
| S3 |
1,292.50 |
1,325.75 |
1,430.75 |
|
| S4 |
1,193.50 |
1,226.75 |
1,403.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,556.25 |
1,457.25 |
99.00 |
6.8% |
33.50 |
2.3% |
1% |
False |
True |
2,295,559 |
| 10 |
1,566.25 |
1,457.25 |
109.00 |
7.5% |
24.50 |
1.7% |
1% |
False |
True |
1,841,275 |
| 20 |
1,566.25 |
1,457.25 |
109.00 |
7.5% |
20.50 |
1.4% |
1% |
False |
True |
1,527,924 |
| 40 |
1,566.25 |
1,457.25 |
109.00 |
7.5% |
20.00 |
1.4% |
1% |
False |
True |
1,425,024 |
| 60 |
1,566.25 |
1,457.25 |
109.00 |
7.5% |
17.25 |
1.2% |
1% |
False |
True |
951,216 |
| 80 |
1,566.25 |
1,456.00 |
110.25 |
7.6% |
15.75 |
1.1% |
2% |
False |
False |
713,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,663.25 |
|
2.618 |
1,599.25 |
|
1.618 |
1,560.00 |
|
1.000 |
1,535.75 |
|
0.618 |
1,520.75 |
|
HIGH |
1,496.50 |
|
0.618 |
1,481.50 |
|
0.500 |
1,477.00 |
|
0.382 |
1,472.25 |
|
LOW |
1,457.25 |
|
0.618 |
1,433.00 |
|
1.000 |
1,418.00 |
|
1.618 |
1,393.75 |
|
2.618 |
1,354.50 |
|
4.250 |
1,290.50 |
|
|
| Fisher Pivots for day following 27-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,477.00 |
1,494.75 |
| PP |
1,470.50 |
1,482.50 |
| S1 |
1,464.25 |
1,470.25 |
|