| Trading Metrics calculated at close of trading on 26-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2007 |
26-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
2,026.25 |
2,026.50 |
0.25 |
0.0% |
2,047.50 |
| High |
2,036.00 |
2,039.50 |
3.50 |
0.2% |
2,077.75 |
| Low |
2,010.75 |
1,969.25 |
-41.50 |
-2.1% |
2,036.00 |
| Close |
2,026.50 |
2,000.50 |
-26.00 |
-1.3% |
2,055.25 |
| Range |
25.25 |
70.25 |
45.00 |
178.2% |
41.75 |
| ATR |
23.99 |
27.30 |
3.30 |
13.8% |
0.00 |
| Volume |
529,621 |
486,614 |
-43,007 |
-8.1% |
1,725,048 |
|
| Daily Pivots for day following 26-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,213.75 |
2,177.50 |
2,039.25 |
|
| R3 |
2,143.50 |
2,107.25 |
2,019.75 |
|
| R2 |
2,073.25 |
2,073.25 |
2,013.50 |
|
| R1 |
2,037.00 |
2,037.00 |
2,007.00 |
2,020.00 |
| PP |
2,003.00 |
2,003.00 |
2,003.00 |
1,994.50 |
| S1 |
1,966.75 |
1,966.75 |
1,994.00 |
1,949.75 |
| S2 |
1,932.75 |
1,932.75 |
1,987.50 |
|
| S3 |
1,862.50 |
1,896.50 |
1,981.25 |
|
| S4 |
1,792.25 |
1,826.25 |
1,961.75 |
|
|
| 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 |
2,065.50 |
1,969.25 |
96.25 |
4.8% |
36.00 |
1.8% |
32% |
False |
True |
439,486 |
| 10 |
2,077.75 |
1,969.25 |
108.50 |
5.4% |
28.25 |
1.4% |
29% |
False |
True |
392,076 |
| 20 |
2,077.75 |
1,941.50 |
136.25 |
6.8% |
24.75 |
1.2% |
43% |
False |
False |
337,803 |
| 40 |
2,077.75 |
1,898.00 |
179.75 |
9.0% |
24.75 |
1.2% |
57% |
False |
False |
302,275 |
| 60 |
2,077.75 |
1,898.00 |
179.75 |
9.0% |
24.25 |
1.2% |
57% |
False |
False |
201,584 |
| 80 |
2,077.75 |
1,826.00 |
251.75 |
12.6% |
22.25 |
1.1% |
69% |
False |
False |
151,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,338.00 |
|
2.618 |
2,223.50 |
|
1.618 |
2,153.25 |
|
1.000 |
2,109.75 |
|
0.618 |
2,083.00 |
|
HIGH |
2,039.50 |
|
0.618 |
2,012.75 |
|
0.500 |
2,004.50 |
|
0.382 |
1,996.00 |
|
LOW |
1,969.25 |
|
0.618 |
1,925.75 |
|
1.000 |
1,899.00 |
|
1.618 |
1,855.50 |
|
2.618 |
1,785.25 |
|
4.250 |
1,670.75 |
|
|
| Fisher Pivots for day following 26-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,004.50 |
2,011.75 |
| PP |
2,003.00 |
2,008.00 |
| S1 |
2,001.75 |
2,004.25 |
|