| Trading Metrics calculated at close of trading on 02-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2007 |
02-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1,462.50 |
1,469.50 |
7.00 |
0.5% |
1,543.75 |
| High |
1,475.00 |
1,483.00 |
8.00 |
0.5% |
1,556.25 |
| Low |
1,442.25 |
1,464.50 |
22.25 |
1.5% |
1,457.25 |
| Close |
1,470.00 |
1,481.75 |
11.75 |
0.8% |
1,458.00 |
| Range |
32.75 |
18.50 |
-14.25 |
-43.5% |
99.00 |
| ATR |
24.77 |
24.32 |
-0.45 |
-1.8% |
0.00 |
| Volume |
2,589,335 |
3,411,368 |
822,033 |
31.7% |
11,477,798 |
|
| Daily Pivots for day following 02-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,532.00 |
1,525.25 |
1,492.00 |
|
| R3 |
1,513.50 |
1,506.75 |
1,486.75 |
|
| R2 |
1,495.00 |
1,495.00 |
1,485.25 |
|
| R1 |
1,488.25 |
1,488.25 |
1,483.50 |
1,491.50 |
| PP |
1,476.50 |
1,476.50 |
1,476.50 |
1,478.00 |
| S1 |
1,469.75 |
1,469.75 |
1,480.00 |
1,473.00 |
| S2 |
1,458.00 |
1,458.00 |
1,478.25 |
|
| S3 |
1,439.50 |
1,451.25 |
1,476.75 |
|
| S4 |
1,421.00 |
1,432.75 |
1,471.50 |
|
|
| 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 |
1,496.50 |
1,442.25 |
54.25 |
3.7% |
32.00 |
2.2% |
73% |
False |
False |
2,981,366 |
| 10 |
1,561.75 |
1,442.25 |
119.50 |
8.1% |
31.25 |
2.1% |
33% |
False |
False |
2,407,192 |
| 20 |
1,566.25 |
1,442.25 |
124.00 |
8.4% |
23.50 |
1.6% |
32% |
False |
False |
1,860,341 |
| 40 |
1,566.25 |
1,442.25 |
124.00 |
8.4% |
21.50 |
1.5% |
32% |
False |
False |
1,699,885 |
| 60 |
1,566.25 |
1,442.25 |
124.00 |
8.4% |
18.75 |
1.3% |
32% |
False |
False |
1,138,786 |
| 80 |
1,566.25 |
1,442.25 |
124.00 |
8.4% |
16.75 |
1.1% |
32% |
False |
False |
854,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,561.50 |
|
2.618 |
1,531.50 |
|
1.618 |
1,513.00 |
|
1.000 |
1,501.50 |
|
0.618 |
1,494.50 |
|
HIGH |
1,483.00 |
|
0.618 |
1,476.00 |
|
0.500 |
1,473.75 |
|
0.382 |
1,471.50 |
|
LOW |
1,464.50 |
|
0.618 |
1,453.00 |
|
1.000 |
1,446.00 |
|
1.618 |
1,434.50 |
|
2.618 |
1,416.00 |
|
4.250 |
1,386.00 |
|
|
| Fisher Pivots for day following 02-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,479.00 |
1,477.50 |
| PP |
1,476.50 |
1,473.25 |
| S1 |
1,473.75 |
1,469.00 |
|