| Trading Metrics calculated at close of trading on 11-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2007 |
11-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
2,009.00 |
1,992.00 |
-17.00 |
-0.8% |
1,955.00 |
| High |
2,010.75 |
2,010.00 |
-0.75 |
0.0% |
2,009.75 |
| Low |
1,989.25 |
1,983.00 |
-6.25 |
-0.3% |
1,954.75 |
| Close |
1,992.00 |
2,009.50 |
17.50 |
0.9% |
2,009.00 |
| Range |
21.50 |
27.00 |
5.50 |
25.6% |
55.00 |
| ATR |
22.52 |
22.84 |
0.32 |
1.4% |
0.00 |
| Volume |
214,562 |
379,924 |
165,362 |
77.1% |
990,199 |
|
| Daily Pivots for day following 11-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,081.75 |
2,072.75 |
2,024.25 |
|
| R3 |
2,054.75 |
2,045.75 |
2,017.00 |
|
| R2 |
2,027.75 |
2,027.75 |
2,014.50 |
|
| R1 |
2,018.75 |
2,018.75 |
2,012.00 |
2,023.25 |
| PP |
2,000.75 |
2,000.75 |
2,000.75 |
2,003.00 |
| S1 |
1,991.75 |
1,991.75 |
2,007.00 |
1,996.25 |
| S2 |
1,973.75 |
1,973.75 |
2,004.50 |
|
| S3 |
1,946.75 |
1,964.75 |
2,002.00 |
|
| S4 |
1,919.75 |
1,937.75 |
1,994.75 |
|
|
| 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 |
1,979.00 |
35.50 |
1.8% |
20.75 |
1.0% |
86% |
False |
False |
245,759 |
| 10 |
2,014.50 |
1,918.00 |
96.50 |
4.8% |
22.00 |
1.1% |
95% |
False |
False |
285,954 |
| 20 |
2,014.50 |
1,912.50 |
102.00 |
5.1% |
23.00 |
1.1% |
95% |
False |
False |
324,171 |
| 40 |
2,014.50 |
1,898.00 |
116.50 |
5.8% |
23.25 |
1.2% |
96% |
False |
False |
195,532 |
| 60 |
2,014.50 |
1,855.50 |
159.00 |
7.9% |
22.25 |
1.1% |
97% |
False |
False |
130,374 |
| 80 |
2,014.50 |
1,794.00 |
220.50 |
11.0% |
21.50 |
1.1% |
98% |
False |
False |
97,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,124.75 |
|
2.618 |
2,080.75 |
|
1.618 |
2,053.75 |
|
1.000 |
2,037.00 |
|
0.618 |
2,026.75 |
|
HIGH |
2,010.00 |
|
0.618 |
1,999.75 |
|
0.500 |
1,996.50 |
|
0.382 |
1,993.25 |
|
LOW |
1,983.00 |
|
0.618 |
1,966.25 |
|
1.000 |
1,956.00 |
|
1.618 |
1,939.25 |
|
2.618 |
1,912.25 |
|
4.250 |
1,868.25 |
|
|
| Fisher Pivots for day following 11-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,005.25 |
2,006.00 |
| PP |
2,000.75 |
2,002.25 |
| S1 |
1,996.50 |
1,998.75 |
|