| Trading Metrics calculated at close of trading on 17-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2007 |
17-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
2,047.50 |
2,048.00 |
0.50 |
0.0% |
2,008.00 |
| High |
2,055.75 |
2,064.25 |
8.50 |
0.4% |
2,051.25 |
| Low |
2,041.50 |
2,042.25 |
0.75 |
0.0% |
1,983.00 |
| Close |
2,048.50 |
2,060.75 |
12.25 |
0.6% |
2,046.75 |
| Range |
14.25 |
22.00 |
7.75 |
54.4% |
68.25 |
| ATR |
22.51 |
22.48 |
-0.04 |
-0.2% |
0.00 |
| Volume |
274,522 |
254,545 |
-19,977 |
-7.3% |
1,558,069 |
|
| Daily Pivots for day following 17-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,121.75 |
2,113.25 |
2,072.75 |
|
| R3 |
2,099.75 |
2,091.25 |
2,066.75 |
|
| R2 |
2,077.75 |
2,077.75 |
2,064.75 |
|
| R1 |
2,069.25 |
2,069.25 |
2,062.75 |
2,073.50 |
| PP |
2,055.75 |
2,055.75 |
2,055.75 |
2,058.00 |
| S1 |
2,047.25 |
2,047.25 |
2,058.75 |
2,051.50 |
| S2 |
2,033.75 |
2,033.75 |
2,056.75 |
|
| S3 |
2,011.75 |
2,025.25 |
2,054.75 |
|
| S4 |
1,989.75 |
2,003.25 |
2,048.75 |
|
|
| 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 |
2,064.25 |
1,983.00 |
81.25 |
3.9% |
22.75 |
1.1% |
96% |
True |
False |
332,219 |
| 10 |
2,064.25 |
1,971.75 |
92.50 |
4.5% |
20.50 |
1.0% |
96% |
True |
False |
276,601 |
| 20 |
2,064.25 |
1,918.00 |
146.25 |
7.1% |
23.25 |
1.1% |
98% |
True |
False |
309,963 |
| 40 |
2,064.25 |
1,898.00 |
166.25 |
8.1% |
23.50 |
1.1% |
98% |
True |
False |
227,550 |
| 60 |
2,064.25 |
1,880.00 |
184.25 |
8.9% |
22.75 |
1.1% |
98% |
True |
False |
151,725 |
| 80 |
2,064.25 |
1,794.00 |
270.25 |
13.1% |
21.50 |
1.0% |
99% |
True |
False |
113,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,157.75 |
|
2.618 |
2,121.75 |
|
1.618 |
2,099.75 |
|
1.000 |
2,086.25 |
|
0.618 |
2,077.75 |
|
HIGH |
2,064.25 |
|
0.618 |
2,055.75 |
|
0.500 |
2,053.25 |
|
0.382 |
2,050.75 |
|
LOW |
2,042.25 |
|
0.618 |
2,028.75 |
|
1.000 |
2,020.25 |
|
1.618 |
2,006.75 |
|
2.618 |
1,984.75 |
|
4.250 |
1,948.75 |
|
|
| Fisher Pivots for day following 17-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,058.25 |
2,056.75 |
| PP |
2,055.75 |
2,052.75 |
| S1 |
2,053.25 |
2,049.00 |
|