| Trading Metrics calculated at close of trading on 23-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2007 |
23-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
2,063.50 |
2,053.50 |
-10.00 |
-0.5% |
2,047.50 |
| High |
2,065.50 |
2,063.00 |
-2.50 |
-0.1% |
2,077.75 |
| Low |
2,040.00 |
2,047.00 |
7.00 |
0.3% |
2,036.00 |
| Close |
2,055.25 |
2,053.50 |
-1.75 |
-0.1% |
2,055.25 |
| Range |
25.50 |
16.00 |
-9.50 |
-37.3% |
41.75 |
| ATR |
22.90 |
22.41 |
-0.49 |
-2.2% |
0.00 |
| Volume |
401,439 |
492,089 |
90,650 |
22.6% |
1,725,048 |
|
| Daily Pivots for day following 23-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,102.50 |
2,094.00 |
2,062.25 |
|
| R3 |
2,086.50 |
2,078.00 |
2,058.00 |
|
| R2 |
2,070.50 |
2,070.50 |
2,056.50 |
|
| R1 |
2,062.00 |
2,062.00 |
2,055.00 |
2,061.50 |
| PP |
2,054.50 |
2,054.50 |
2,054.50 |
2,054.25 |
| S1 |
2,046.00 |
2,046.00 |
2,052.00 |
2,045.50 |
| S2 |
2,038.50 |
2,038.50 |
2,050.50 |
|
| S3 |
2,022.50 |
2,030.00 |
2,049.00 |
|
| S4 |
2,006.50 |
2,014.00 |
2,044.75 |
|
|
| 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% |
22.25 |
1.1% |
42% |
False |
False |
388,523 |
| 10 |
2,077.75 |
1,983.00 |
94.75 |
4.6% |
22.50 |
1.1% |
74% |
False |
False |
356,372 |
| 20 |
2,077.75 |
1,918.00 |
159.75 |
7.8% |
22.75 |
1.1% |
85% |
False |
False |
330,022 |
| 40 |
2,077.75 |
1,898.00 |
179.75 |
8.8% |
23.00 |
1.1% |
87% |
False |
False |
269,727 |
| 60 |
2,077.75 |
1,892.75 |
185.00 |
9.0% |
23.00 |
1.1% |
87% |
False |
False |
179,854 |
| 80 |
2,077.75 |
1,799.00 |
278.75 |
13.6% |
21.50 |
1.0% |
91% |
False |
False |
134,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,131.00 |
|
2.618 |
2,105.00 |
|
1.618 |
2,089.00 |
|
1.000 |
2,079.00 |
|
0.618 |
2,073.00 |
|
HIGH |
2,063.00 |
|
0.618 |
2,057.00 |
|
0.500 |
2,055.00 |
|
0.382 |
2,053.00 |
|
LOW |
2,047.00 |
|
0.618 |
2,037.00 |
|
1.000 |
2,031.00 |
|
1.618 |
2,021.00 |
|
2.618 |
2,005.00 |
|
4.250 |
1,979.00 |
|
|
| Fisher Pivots for day following 23-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,055.00 |
2,059.00 |
| PP |
2,054.50 |
2,057.00 |
| S1 |
2,054.00 |
2,055.25 |
|