| Trading Metrics calculated at close of trading on 13-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2007 |
13-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
2,009.75 |
2,034.25 |
24.50 |
1.2% |
2,008.00 |
| High |
2,039.25 |
2,051.25 |
12.00 |
0.6% |
2,051.25 |
| Low |
2,006.25 |
2,033.50 |
27.25 |
1.4% |
1,983.00 |
| Close |
2,034.75 |
2,046.75 |
12.00 |
0.6% |
2,046.75 |
| Range |
33.00 |
17.75 |
-15.25 |
-46.2% |
68.25 |
| ATR |
23.56 |
23.15 |
-0.42 |
-1.8% |
0.00 |
| Volume |
352,387 |
399,719 |
47,332 |
13.4% |
1,558,069 |
|
| Daily Pivots for day following 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,097.00 |
2,089.75 |
2,056.50 |
|
| R3 |
2,079.25 |
2,072.00 |
2,051.75 |
|
| R2 |
2,061.50 |
2,061.50 |
2,050.00 |
|
| R1 |
2,054.25 |
2,054.25 |
2,048.50 |
2,058.00 |
| PP |
2,043.75 |
2,043.75 |
2,043.75 |
2,045.75 |
| S1 |
2,036.50 |
2,036.50 |
2,045.00 |
2,040.00 |
| S2 |
2,026.00 |
2,026.00 |
2,043.50 |
|
| S3 |
2,008.25 |
2,018.75 |
2,041.75 |
|
| S4 |
1,990.50 |
2,001.00 |
2,037.00 |
|
|
| Weekly Pivots for week ending 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,231.75 |
2,207.50 |
2,084.25 |
|
| R3 |
2,163.50 |
2,139.25 |
2,065.50 |
|
| R2 |
2,095.25 |
2,095.25 |
2,059.25 |
|
| R1 |
2,071.00 |
2,071.00 |
2,053.00 |
2,083.00 |
| PP |
2,027.00 |
2,027.00 |
2,027.00 |
2,033.00 |
| S1 |
2,002.75 |
2,002.75 |
2,040.50 |
2,015.00 |
| S2 |
1,958.75 |
1,958.75 |
2,034.25 |
|
| S3 |
1,890.50 |
1,934.50 |
2,028.00 |
|
| S4 |
1,822.25 |
1,866.25 |
2,009.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,051.25 |
1,983.00 |
68.25 |
3.3% |
22.50 |
1.1% |
93% |
True |
False |
311,613 |
| 10 |
2,051.25 |
1,941.50 |
109.75 |
5.4% |
21.75 |
1.1% |
96% |
True |
False |
284,340 |
| 20 |
2,051.25 |
1,918.00 |
133.25 |
6.5% |
23.00 |
1.1% |
97% |
True |
False |
318,537 |
| 40 |
2,051.25 |
1,898.00 |
153.25 |
7.5% |
23.25 |
1.1% |
97% |
True |
False |
214,329 |
| 60 |
2,051.25 |
1,855.50 |
195.75 |
9.6% |
22.75 |
1.1% |
98% |
True |
False |
142,908 |
| 80 |
2,051.25 |
1,794.00 |
257.25 |
12.6% |
21.25 |
1.0% |
98% |
True |
False |
107,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,126.75 |
|
2.618 |
2,097.75 |
|
1.618 |
2,080.00 |
|
1.000 |
2,069.00 |
|
0.618 |
2,062.25 |
|
HIGH |
2,051.25 |
|
0.618 |
2,044.50 |
|
0.500 |
2,042.50 |
|
0.382 |
2,040.25 |
|
LOW |
2,033.50 |
|
0.618 |
2,022.50 |
|
1.000 |
2,015.75 |
|
1.618 |
2,004.75 |
|
2.618 |
1,987.00 |
|
4.250 |
1,958.00 |
|
|
| Fisher Pivots for day following 13-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,045.25 |
2,037.00 |
| PP |
2,043.75 |
2,027.00 |
| S1 |
2,042.50 |
2,017.00 |
|