| Trading Metrics calculated at close of trading on 09-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2007 |
09-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1,996.50 |
2,008.00 |
11.50 |
0.6% |
1,955.00 |
| High |
2,009.75 |
2,014.50 |
4.75 |
0.2% |
2,009.75 |
| Low |
1,992.50 |
2,001.25 |
8.75 |
0.4% |
1,954.75 |
| Close |
2,009.00 |
2,008.50 |
-0.50 |
0.0% |
2,009.00 |
| Range |
17.25 |
13.25 |
-4.00 |
-23.2% |
55.00 |
| ATR |
23.32 |
22.60 |
-0.72 |
-3.1% |
0.00 |
| Volume |
279,571 |
211,477 |
-68,094 |
-24.4% |
990,199 |
|
| Daily Pivots for day following 09-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,047.75 |
2,041.50 |
2,015.75 |
|
| R3 |
2,034.50 |
2,028.25 |
2,012.25 |
|
| R2 |
2,021.25 |
2,021.25 |
2,011.00 |
|
| R1 |
2,015.00 |
2,015.00 |
2,009.75 |
2,018.00 |
| PP |
2,008.00 |
2,008.00 |
2,008.00 |
2,009.75 |
| S1 |
2,001.75 |
2,001.75 |
2,007.25 |
2,005.00 |
| S2 |
1,994.75 |
1,994.75 |
2,006.00 |
|
| S3 |
1,981.50 |
1,988.50 |
2,004.75 |
|
| S4 |
1,968.25 |
1,975.25 |
2,001.25 |
|
|
| Weekly Pivots for week ending 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,156.25 |
2,137.50 |
2,039.25 |
|
| R3 |
2,101.25 |
2,082.50 |
2,024.00 |
|
| R2 |
2,046.25 |
2,046.25 |
2,019.00 |
|
| R1 |
2,027.50 |
2,027.50 |
2,014.00 |
2,037.00 |
| PP |
1,991.25 |
1,991.25 |
1,991.25 |
1,995.75 |
| S1 |
1,972.50 |
1,972.50 |
2,004.00 |
1,982.00 |
| S2 |
1,936.25 |
1,936.25 |
1,999.00 |
|
| S3 |
1,881.25 |
1,917.50 |
1,994.00 |
|
| S4 |
1,826.25 |
1,862.50 |
1,978.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,014.50 |
1,954.75 |
59.75 |
3.0% |
18.00 |
0.9% |
90% |
True |
False |
240,335 |
| 10 |
2,014.50 |
1,918.00 |
96.50 |
4.8% |
22.75 |
1.1% |
94% |
True |
False |
303,671 |
| 20 |
2,014.50 |
1,912.50 |
102.00 |
5.1% |
22.50 |
1.1% |
94% |
True |
False |
332,981 |
| 40 |
2,014.50 |
1,898.00 |
116.50 |
5.8% |
24.00 |
1.2% |
95% |
True |
False |
180,676 |
| 60 |
2,014.50 |
1,839.50 |
175.00 |
8.7% |
22.00 |
1.1% |
97% |
True |
False |
120,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,070.75 |
|
2.618 |
2,049.25 |
|
1.618 |
2,036.00 |
|
1.000 |
2,027.75 |
|
0.618 |
2,022.75 |
|
HIGH |
2,014.50 |
|
0.618 |
2,009.50 |
|
0.500 |
2,008.00 |
|
0.382 |
2,006.25 |
|
LOW |
2,001.25 |
|
0.618 |
1,993.00 |
|
1.000 |
1,988.00 |
|
1.618 |
1,979.75 |
|
2.618 |
1,966.50 |
|
4.250 |
1,945.00 |
|
|
| Fisher Pivots for day following 09-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,008.25 |
2,004.50 |
| PP |
2,008.00 |
2,000.75 |
| S1 |
2,008.00 |
1,996.75 |
|