| Trading Metrics calculated at close of trading on 24-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2007 |
24-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
2,053.50 |
2,053.25 |
-0.25 |
0.0% |
2,047.50 |
| High |
2,063.00 |
2,054.25 |
-8.75 |
-0.4% |
2,077.75 |
| Low |
2,047.00 |
2,011.00 |
-36.00 |
-1.8% |
2,036.00 |
| Close |
2,053.50 |
2,025.50 |
-28.00 |
-1.4% |
2,055.25 |
| Range |
16.00 |
43.25 |
27.25 |
170.3% |
41.75 |
| ATR |
22.41 |
23.90 |
1.49 |
6.6% |
0.00 |
| Volume |
492,089 |
287,670 |
-204,419 |
-41.5% |
1,725,048 |
|
| Daily Pivots for day following 24-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,160.00 |
2,136.00 |
2,049.25 |
|
| R3 |
2,116.75 |
2,092.75 |
2,037.50 |
|
| R2 |
2,073.50 |
2,073.50 |
2,033.50 |
|
| R1 |
2,049.50 |
2,049.50 |
2,029.50 |
2,040.00 |
| PP |
2,030.25 |
2,030.25 |
2,030.25 |
2,025.50 |
| S1 |
2,006.25 |
2,006.25 |
2,021.50 |
1,996.50 |
| S2 |
1,987.00 |
1,987.00 |
2,017.50 |
|
| S3 |
1,943.75 |
1,963.00 |
2,013.50 |
|
| S4 |
1,900.50 |
1,919.75 |
2,001.75 |
|
|
| 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 |
2,011.00 |
66.75 |
3.3% |
26.50 |
1.3% |
22% |
False |
True |
395,148 |
| 10 |
2,077.75 |
1,983.00 |
94.75 |
4.7% |
24.75 |
1.2% |
45% |
False |
False |
363,683 |
| 20 |
2,077.75 |
1,918.00 |
159.75 |
7.9% |
23.25 |
1.1% |
67% |
False |
False |
325,415 |
| 40 |
2,077.75 |
1,898.00 |
179.75 |
8.9% |
23.75 |
1.2% |
71% |
False |
False |
276,902 |
| 60 |
2,077.75 |
1,892.75 |
185.00 |
9.1% |
23.50 |
1.2% |
72% |
False |
False |
184,648 |
| 80 |
2,077.75 |
1,802.00 |
275.75 |
13.6% |
21.75 |
1.1% |
81% |
False |
False |
138,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,238.00 |
|
2.618 |
2,167.50 |
|
1.618 |
2,124.25 |
|
1.000 |
2,097.50 |
|
0.618 |
2,081.00 |
|
HIGH |
2,054.25 |
|
0.618 |
2,037.75 |
|
0.500 |
2,032.50 |
|
0.382 |
2,027.50 |
|
LOW |
2,011.00 |
|
0.618 |
1,984.25 |
|
1.000 |
1,967.75 |
|
1.618 |
1,941.00 |
|
2.618 |
1,897.75 |
|
4.250 |
1,827.25 |
|
|
| Fisher Pivots for day following 24-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,032.50 |
2,038.25 |
| PP |
2,030.25 |
2,034.00 |
| S1 |
2,028.00 |
2,029.75 |
|