| Trading Metrics calculated at close of trading on 10-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2007 |
10-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
2,008.00 |
2,009.00 |
1.00 |
0.0% |
1,955.00 |
| High |
2,014.50 |
2,010.75 |
-3.75 |
-0.2% |
2,009.75 |
| Low |
2,001.25 |
1,989.25 |
-12.00 |
-0.6% |
1,954.75 |
| Close |
2,008.50 |
1,992.00 |
-16.50 |
-0.8% |
2,009.00 |
| Range |
13.25 |
21.50 |
8.25 |
62.3% |
55.00 |
| ATR |
22.60 |
22.52 |
-0.08 |
-0.3% |
0.00 |
| Volume |
211,477 |
214,562 |
3,085 |
1.5% |
990,199 |
|
| Daily Pivots for day following 10-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,061.75 |
2,048.50 |
2,003.75 |
|
| R3 |
2,040.25 |
2,027.00 |
1,998.00 |
|
| R2 |
2,018.75 |
2,018.75 |
1,996.00 |
|
| R1 |
2,005.50 |
2,005.50 |
1,994.00 |
2,001.50 |
| PP |
1,997.25 |
1,997.25 |
1,997.25 |
1,995.25 |
| S1 |
1,984.00 |
1,984.00 |
1,990.00 |
1,980.00 |
| S2 |
1,975.75 |
1,975.75 |
1,988.00 |
|
| S3 |
1,954.25 |
1,962.50 |
1,986.00 |
|
| S4 |
1,932.75 |
1,941.00 |
1,980.25 |
|
|
| 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 |
1,971.75 |
42.75 |
2.1% |
18.00 |
0.9% |
47% |
False |
False |
220,982 |
| 10 |
2,014.50 |
1,918.00 |
96.50 |
4.8% |
22.00 |
1.1% |
77% |
False |
False |
287,147 |
| 20 |
2,014.50 |
1,912.50 |
102.00 |
5.1% |
22.75 |
1.1% |
78% |
False |
False |
321,884 |
| 40 |
2,014.50 |
1,898.00 |
116.50 |
5.8% |
23.75 |
1.2% |
81% |
False |
False |
186,036 |
| 60 |
2,014.50 |
1,855.50 |
159.00 |
8.0% |
22.00 |
1.1% |
86% |
False |
False |
124,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,102.00 |
|
2.618 |
2,067.00 |
|
1.618 |
2,045.50 |
|
1.000 |
2,032.25 |
|
0.618 |
2,024.00 |
|
HIGH |
2,010.75 |
|
0.618 |
2,002.50 |
|
0.500 |
2,000.00 |
|
0.382 |
1,997.50 |
|
LOW |
1,989.25 |
|
0.618 |
1,976.00 |
|
1.000 |
1,967.75 |
|
1.618 |
1,954.50 |
|
2.618 |
1,933.00 |
|
4.250 |
1,898.00 |
|
|
| Fisher Pivots for day following 10-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,000.00 |
2,002.00 |
| PP |
1,997.25 |
1,998.50 |
| S1 |
1,994.75 |
1,995.25 |
|