| Trading Metrics calculated at close of trading on 16-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2007 |
16-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
2,034.25 |
2,047.50 |
13.25 |
0.7% |
2,008.00 |
| High |
2,051.25 |
2,055.75 |
4.50 |
0.2% |
2,051.25 |
| Low |
2,033.50 |
2,041.50 |
8.00 |
0.4% |
1,983.00 |
| Close |
2,046.75 |
2,048.50 |
1.75 |
0.1% |
2,046.75 |
| Range |
17.75 |
14.25 |
-3.50 |
-19.7% |
68.25 |
| ATR |
23.15 |
22.51 |
-0.64 |
-2.7% |
0.00 |
| Volume |
399,719 |
274,522 |
-125,197 |
-31.3% |
1,558,069 |
|
| Daily Pivots for day following 16-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,091.25 |
2,084.25 |
2,056.25 |
|
| R3 |
2,077.00 |
2,070.00 |
2,052.50 |
|
| R2 |
2,062.75 |
2,062.75 |
2,051.00 |
|
| R1 |
2,055.75 |
2,055.75 |
2,049.75 |
2,059.25 |
| PP |
2,048.50 |
2,048.50 |
2,048.50 |
2,050.50 |
| S1 |
2,041.50 |
2,041.50 |
2,047.25 |
2,045.00 |
| S2 |
2,034.25 |
2,034.25 |
2,046.00 |
|
| S3 |
2,020.00 |
2,027.25 |
2,044.50 |
|
| S4 |
2,005.75 |
2,013.00 |
2,040.75 |
|
|
| 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 |
2,055.75 |
1,983.00 |
72.75 |
3.6% |
22.75 |
1.1% |
90% |
True |
False |
324,222 |
| 10 |
2,055.75 |
1,954.75 |
101.00 |
4.9% |
20.25 |
1.0% |
93% |
True |
False |
282,279 |
| 20 |
2,055.75 |
1,918.00 |
137.75 |
6.7% |
22.75 |
1.1% |
95% |
True |
False |
313,946 |
| 40 |
2,055.75 |
1,898.00 |
157.75 |
7.7% |
23.25 |
1.1% |
95% |
True |
False |
221,191 |
| 60 |
2,055.75 |
1,875.75 |
180.00 |
8.8% |
22.50 |
1.1% |
96% |
True |
False |
147,483 |
| 80 |
2,055.75 |
1,794.00 |
261.75 |
12.8% |
21.50 |
1.0% |
97% |
True |
False |
110,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,116.25 |
|
2.618 |
2,093.00 |
|
1.618 |
2,078.75 |
|
1.000 |
2,070.00 |
|
0.618 |
2,064.50 |
|
HIGH |
2,055.75 |
|
0.618 |
2,050.25 |
|
0.500 |
2,048.50 |
|
0.382 |
2,047.00 |
|
LOW |
2,041.50 |
|
0.618 |
2,032.75 |
|
1.000 |
2,027.25 |
|
1.618 |
2,018.50 |
|
2.618 |
2,004.25 |
|
4.250 |
1,981.00 |
|
|
| Fisher Pivots for day following 16-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,048.50 |
2,042.75 |
| PP |
2,048.50 |
2,036.75 |
| S1 |
2,048.50 |
2,031.00 |
|