| Trading Metrics calculated at close of trading on 20-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2007 |
20-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
2,059.50 |
2,063.50 |
4.00 |
0.2% |
2,047.50 |
| High |
2,077.75 |
2,065.50 |
-12.25 |
-0.6% |
2,077.75 |
| Low |
2,054.25 |
2,040.00 |
-14.25 |
-0.7% |
2,036.00 |
| Close |
2,065.50 |
2,055.25 |
-10.25 |
-0.5% |
2,055.25 |
| Range |
23.50 |
25.50 |
2.00 |
8.5% |
41.75 |
| ATR |
22.70 |
22.90 |
0.20 |
0.9% |
0.00 |
| Volume |
473,502 |
401,439 |
-72,063 |
-15.2% |
1,725,048 |
|
| Daily Pivots for day following 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,130.00 |
2,118.25 |
2,069.25 |
|
| R3 |
2,104.50 |
2,092.75 |
2,062.25 |
|
| R2 |
2,079.00 |
2,079.00 |
2,060.00 |
|
| R1 |
2,067.25 |
2,067.25 |
2,057.50 |
2,060.50 |
| PP |
2,053.50 |
2,053.50 |
2,053.50 |
2,050.25 |
| S1 |
2,041.75 |
2,041.75 |
2,053.00 |
2,035.00 |
| S2 |
2,028.00 |
2,028.00 |
2,050.50 |
|
| S3 |
2,002.50 |
2,016.25 |
2,048.25 |
|
| S4 |
1,977.00 |
1,990.75 |
2,041.25 |
|
|
| Weekly Pivots for week ending 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,181.50 |
2,160.25 |
2,078.25 |
|
| R3 |
2,139.75 |
2,118.50 |
2,066.75 |
|
| R2 |
2,098.00 |
2,098.00 |
2,063.00 |
|
| R1 |
2,076.75 |
2,076.75 |
2,059.00 |
2,087.50 |
| PP |
2,056.25 |
2,056.25 |
2,056.25 |
2,061.75 |
| S1 |
2,035.00 |
2,035.00 |
2,051.50 |
2,045.50 |
| S2 |
2,014.50 |
2,014.50 |
2,047.50 |
|
| S3 |
1,972.75 |
1,993.25 |
2,043.75 |
|
| S4 |
1,931.00 |
1,951.50 |
2,032.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,077.75 |
2,036.00 |
41.75 |
2.0% |
22.00 |
1.1% |
46% |
False |
False |
345,009 |
| 10 |
2,077.75 |
1,983.00 |
94.75 |
4.6% |
22.25 |
1.1% |
76% |
False |
False |
328,311 |
| 20 |
2,077.75 |
1,918.00 |
159.75 |
7.8% |
23.25 |
1.1% |
86% |
False |
False |
327,261 |
| 40 |
2,077.75 |
1,898.00 |
179.75 |
8.7% |
23.75 |
1.2% |
87% |
False |
False |
257,433 |
| 60 |
2,077.75 |
1,892.75 |
185.00 |
9.0% |
23.00 |
1.1% |
88% |
False |
False |
171,655 |
| 80 |
2,077.75 |
1,794.00 |
283.75 |
13.8% |
21.50 |
1.0% |
92% |
False |
False |
128,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,174.00 |
|
2.618 |
2,132.25 |
|
1.618 |
2,106.75 |
|
1.000 |
2,091.00 |
|
0.618 |
2,081.25 |
|
HIGH |
2,065.50 |
|
0.618 |
2,055.75 |
|
0.500 |
2,052.75 |
|
0.382 |
2,049.75 |
|
LOW |
2,040.00 |
|
0.618 |
2,024.25 |
|
1.000 |
2,014.50 |
|
1.618 |
1,998.75 |
|
2.618 |
1,973.25 |
|
4.250 |
1,931.50 |
|
|
| Fisher Pivots for day following 20-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,054.50 |
2,057.00 |
| PP |
2,053.50 |
2,056.25 |
| S1 |
2,052.75 |
2,055.75 |
|