| Trading Metrics calculated at close of trading on 12-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2007 |
12-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1,992.00 |
2,009.75 |
17.75 |
0.9% |
1,955.00 |
| High |
2,010.00 |
2,039.25 |
29.25 |
1.5% |
2,009.75 |
| Low |
1,983.00 |
2,006.25 |
23.25 |
1.2% |
1,954.75 |
| Close |
2,009.50 |
2,034.75 |
25.25 |
1.3% |
2,009.00 |
| Range |
27.00 |
33.00 |
6.00 |
22.2% |
55.00 |
| ATR |
22.84 |
23.56 |
0.73 |
3.2% |
0.00 |
| Volume |
379,924 |
352,387 |
-27,537 |
-7.2% |
990,199 |
|
| Daily Pivots for day following 12-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,125.75 |
2,113.25 |
2,053.00 |
|
| R3 |
2,092.75 |
2,080.25 |
2,043.75 |
|
| R2 |
2,059.75 |
2,059.75 |
2,040.75 |
|
| R1 |
2,047.25 |
2,047.25 |
2,037.75 |
2,053.50 |
| PP |
2,026.75 |
2,026.75 |
2,026.75 |
2,030.00 |
| S1 |
2,014.25 |
2,014.25 |
2,031.75 |
2,020.50 |
| S2 |
1,993.75 |
1,993.75 |
2,028.75 |
|
| S3 |
1,960.75 |
1,981.25 |
2,025.75 |
|
| S4 |
1,927.75 |
1,948.25 |
2,016.50 |
|
|
| 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 |
2,039.25 |
1,983.00 |
56.25 |
2.8% |
22.50 |
1.1% |
92% |
True |
False |
287,584 |
| 10 |
2,039.25 |
1,941.50 |
97.75 |
4.8% |
21.50 |
1.1% |
95% |
True |
False |
283,531 |
| 20 |
2,039.25 |
1,918.00 |
121.25 |
6.0% |
23.25 |
1.1% |
96% |
True |
False |
319,244 |
| 40 |
2,039.25 |
1,898.00 |
141.25 |
6.9% |
23.50 |
1.2% |
97% |
True |
False |
204,339 |
| 60 |
2,039.25 |
1,855.50 |
183.75 |
9.0% |
22.75 |
1.1% |
98% |
True |
False |
136,246 |
| 80 |
2,039.25 |
1,794.00 |
245.25 |
12.1% |
21.75 |
1.1% |
98% |
True |
False |
102,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,179.50 |
|
2.618 |
2,125.75 |
|
1.618 |
2,092.75 |
|
1.000 |
2,072.25 |
|
0.618 |
2,059.75 |
|
HIGH |
2,039.25 |
|
0.618 |
2,026.75 |
|
0.500 |
2,022.75 |
|
0.382 |
2,018.75 |
|
LOW |
2,006.25 |
|
0.618 |
1,985.75 |
|
1.000 |
1,973.25 |
|
1.618 |
1,952.75 |
|
2.618 |
1,919.75 |
|
4.250 |
1,866.00 |
|
|
| Fisher Pivots for day following 12-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,030.75 |
2,027.00 |
| PP |
2,026.75 |
2,019.00 |
| S1 |
2,022.75 |
2,011.00 |
|