| Trading Metrics calculated at close of trading on 18-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2007 |
18-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
2,048.00 |
2,056.50 |
8.50 |
0.4% |
2,008.00 |
| High |
2,064.25 |
2,060.50 |
-3.75 |
-0.2% |
2,051.25 |
| Low |
2,042.25 |
2,036.00 |
-6.25 |
-0.3% |
1,983.00 |
| Close |
2,060.75 |
2,059.75 |
-1.00 |
0.0% |
2,046.75 |
| Range |
22.00 |
24.50 |
2.50 |
11.4% |
68.25 |
| ATR |
22.48 |
22.64 |
0.16 |
0.7% |
0.00 |
| Volume |
254,545 |
321,040 |
66,495 |
26.1% |
1,558,069 |
|
| Daily Pivots for day following 18-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,125.50 |
2,117.25 |
2,073.25 |
|
| R3 |
2,101.00 |
2,092.75 |
2,066.50 |
|
| R2 |
2,076.50 |
2,076.50 |
2,064.25 |
|
| R1 |
2,068.25 |
2,068.25 |
2,062.00 |
2,072.50 |
| PP |
2,052.00 |
2,052.00 |
2,052.00 |
2,054.25 |
| S1 |
2,043.75 |
2,043.75 |
2,057.50 |
2,048.00 |
| S2 |
2,027.50 |
2,027.50 |
2,055.25 |
|
| S3 |
2,003.00 |
2,019.25 |
2,053.00 |
|
| S4 |
1,978.50 |
1,994.75 |
2,046.25 |
|
|
| 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 |
2,006.25 |
58.00 |
2.8% |
22.25 |
1.1% |
92% |
False |
False |
320,442 |
| 10 |
2,064.25 |
1,979.00 |
85.25 |
4.1% |
21.50 |
1.0% |
95% |
False |
False |
283,101 |
| 20 |
2,064.25 |
1,918.00 |
146.25 |
7.1% |
23.75 |
1.2% |
97% |
False |
False |
315,409 |
| 40 |
2,064.25 |
1,898.00 |
166.25 |
8.1% |
23.50 |
1.1% |
97% |
False |
False |
235,572 |
| 60 |
2,064.25 |
1,880.00 |
184.25 |
8.9% |
23.00 |
1.1% |
98% |
False |
False |
157,074 |
| 80 |
2,064.25 |
1,794.00 |
270.25 |
13.1% |
21.50 |
1.0% |
98% |
False |
False |
117,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,164.50 |
|
2.618 |
2,124.75 |
|
1.618 |
2,100.25 |
|
1.000 |
2,085.00 |
|
0.618 |
2,075.75 |
|
HIGH |
2,060.50 |
|
0.618 |
2,051.25 |
|
0.500 |
2,048.25 |
|
0.382 |
2,045.25 |
|
LOW |
2,036.00 |
|
0.618 |
2,020.75 |
|
1.000 |
2,011.50 |
|
1.618 |
1,996.25 |
|
2.618 |
1,971.75 |
|
4.250 |
1,932.00 |
|
|
| Fisher Pivots for day following 18-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,056.00 |
2,056.50 |
| PP |
2,052.00 |
2,053.25 |
| S1 |
2,048.25 |
2,050.00 |
|