| Trading Metrics calculated at close of trading on 25-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2007 |
25-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
2,053.25 |
2,026.25 |
-27.00 |
-1.3% |
2,047.50 |
| High |
2,054.25 |
2,036.00 |
-18.25 |
-0.9% |
2,077.75 |
| Low |
2,011.00 |
2,010.75 |
-0.25 |
0.0% |
2,036.00 |
| Close |
2,025.50 |
2,026.50 |
1.00 |
0.0% |
2,055.25 |
| Range |
43.25 |
25.25 |
-18.00 |
-41.6% |
41.75 |
| ATR |
23.90 |
23.99 |
0.10 |
0.4% |
0.00 |
| Volume |
287,670 |
529,621 |
241,951 |
84.1% |
1,725,048 |
|
| Daily Pivots for day following 25-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,100.25 |
2,088.50 |
2,040.50 |
|
| R3 |
2,075.00 |
2,063.25 |
2,033.50 |
|
| R2 |
2,049.75 |
2,049.75 |
2,031.25 |
|
| R1 |
2,038.00 |
2,038.00 |
2,028.75 |
2,044.00 |
| PP |
2,024.50 |
2,024.50 |
2,024.50 |
2,027.25 |
| S1 |
2,012.75 |
2,012.75 |
2,024.25 |
2,018.50 |
| S2 |
1,999.25 |
1,999.25 |
2,021.75 |
|
| S3 |
1,974.00 |
1,987.50 |
2,019.50 |
|
| S4 |
1,948.75 |
1,962.25 |
2,012.50 |
|
|
| 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 |
2,010.75 |
67.00 |
3.3% |
26.75 |
1.3% |
24% |
False |
True |
436,864 |
| 10 |
2,077.75 |
2,006.25 |
71.50 |
3.5% |
24.50 |
1.2% |
28% |
False |
False |
378,653 |
| 20 |
2,077.75 |
1,918.00 |
159.75 |
7.9% |
23.25 |
1.1% |
68% |
False |
False |
332,303 |
| 40 |
2,077.75 |
1,898.00 |
179.75 |
8.9% |
24.00 |
1.2% |
71% |
False |
False |
290,136 |
| 60 |
2,077.75 |
1,892.75 |
185.00 |
9.1% |
23.50 |
1.2% |
72% |
False |
False |
193,474 |
| 80 |
2,077.75 |
1,821.25 |
256.50 |
12.7% |
21.75 |
1.1% |
80% |
False |
False |
145,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,143.25 |
|
2.618 |
2,102.00 |
|
1.618 |
2,076.75 |
|
1.000 |
2,061.25 |
|
0.618 |
2,051.50 |
|
HIGH |
2,036.00 |
|
0.618 |
2,026.25 |
|
0.500 |
2,023.50 |
|
0.382 |
2,020.50 |
|
LOW |
2,010.75 |
|
0.618 |
1,995.25 |
|
1.000 |
1,985.50 |
|
1.618 |
1,970.00 |
|
2.618 |
1,944.75 |
|
4.250 |
1,903.50 |
|
|
| Fisher Pivots for day following 25-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,025.50 |
2,037.00 |
| PP |
2,024.50 |
2,033.50 |
| S1 |
2,023.50 |
2,030.00 |
|