| Trading Metrics calculated at close of trading on 01-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2007 |
01-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1,480.50 |
1,462.50 |
-18.00 |
-1.2% |
1,543.75 |
| High |
1,495.75 |
1,475.00 |
-20.75 |
-1.4% |
1,556.25 |
| Low |
1,456.25 |
1,442.25 |
-14.00 |
-1.0% |
1,457.25 |
| Close |
1,462.00 |
1,470.00 |
8.00 |
0.5% |
1,458.00 |
| Range |
39.50 |
32.75 |
-6.75 |
-17.1% |
99.00 |
| ATR |
24.15 |
24.77 |
0.61 |
2.5% |
0.00 |
| Volume |
2,212,883 |
2,589,335 |
376,452 |
17.0% |
11,477,798 |
|
| Daily Pivots for day following 01-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,560.75 |
1,548.00 |
1,488.00 |
|
| R3 |
1,528.00 |
1,515.25 |
1,479.00 |
|
| R2 |
1,495.25 |
1,495.25 |
1,476.00 |
|
| R1 |
1,482.50 |
1,482.50 |
1,473.00 |
1,489.00 |
| PP |
1,462.50 |
1,462.50 |
1,462.50 |
1,465.50 |
| S1 |
1,449.75 |
1,449.75 |
1,467.00 |
1,456.00 |
| S2 |
1,429.75 |
1,429.75 |
1,464.00 |
|
| S3 |
1,397.00 |
1,417.00 |
1,461.00 |
|
| S4 |
1,364.25 |
1,384.25 |
1,452.00 |
|
|
| 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 |
1,529.50 |
1,442.25 |
87.25 |
5.9% |
40.00 |
2.7% |
32% |
False |
True |
2,776,155 |
| 10 |
1,565.00 |
1,442.25 |
122.75 |
8.4% |
31.00 |
2.1% |
23% |
False |
True |
2,277,327 |
| 20 |
1,566.25 |
1,442.25 |
124.00 |
8.4% |
23.00 |
1.6% |
22% |
False |
True |
1,717,087 |
| 40 |
1,566.25 |
1,442.25 |
124.00 |
8.4% |
21.75 |
1.5% |
22% |
False |
True |
1,618,430 |
| 60 |
1,566.25 |
1,442.25 |
124.00 |
8.4% |
18.50 |
1.3% |
22% |
False |
True |
1,081,941 |
| 80 |
1,566.25 |
1,442.25 |
124.00 |
8.4% |
16.75 |
1.1% |
22% |
False |
True |
811,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,614.25 |
|
2.618 |
1,560.75 |
|
1.618 |
1,528.00 |
|
1.000 |
1,507.75 |
|
0.618 |
1,495.25 |
|
HIGH |
1,475.00 |
|
0.618 |
1,462.50 |
|
0.500 |
1,458.50 |
|
0.382 |
1,454.75 |
|
LOW |
1,442.25 |
|
0.618 |
1,422.00 |
|
1.000 |
1,409.50 |
|
1.618 |
1,389.25 |
|
2.618 |
1,356.50 |
|
4.250 |
1,303.00 |
|
|
| Fisher Pivots for day following 01-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,466.25 |
1,469.75 |
| PP |
1,462.50 |
1,469.25 |
| S1 |
1,458.50 |
1,469.00 |
|