| Trading Metrics calculated at close of trading on 27-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2007 |
27-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
2,026.50 |
1,999.50 |
-27.00 |
-1.3% |
2,053.50 |
| High |
2,039.50 |
2,012.50 |
-27.00 |
-1.3% |
2,063.00 |
| Low |
1,969.25 |
1,960.75 |
-8.50 |
-0.4% |
1,960.75 |
| Close |
2,000.50 |
1,963.50 |
-37.00 |
-1.8% |
1,963.50 |
| Range |
70.25 |
51.75 |
-18.50 |
-26.3% |
102.25 |
| ATR |
27.30 |
29.04 |
1.75 |
6.4% |
0.00 |
| Volume |
486,614 |
808,824 |
322,210 |
66.2% |
2,604,818 |
|
| Daily Pivots for day following 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,134.25 |
2,100.50 |
1,992.00 |
|
| R3 |
2,082.50 |
2,048.75 |
1,977.75 |
|
| R2 |
2,030.75 |
2,030.75 |
1,973.00 |
|
| R1 |
1,997.00 |
1,997.00 |
1,968.25 |
1,988.00 |
| PP |
1,979.00 |
1,979.00 |
1,979.00 |
1,974.50 |
| S1 |
1,945.25 |
1,945.25 |
1,958.75 |
1,936.25 |
| S2 |
1,927.25 |
1,927.25 |
1,954.00 |
|
| S3 |
1,875.50 |
1,893.50 |
1,949.25 |
|
| S4 |
1,823.75 |
1,841.75 |
1,935.00 |
|
|
| Weekly Pivots for week ending 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,302.50 |
2,235.25 |
2,019.75 |
|
| R3 |
2,200.25 |
2,133.00 |
1,991.50 |
|
| R2 |
2,098.00 |
2,098.00 |
1,982.25 |
|
| R1 |
2,030.75 |
2,030.75 |
1,972.75 |
2,013.25 |
| PP |
1,995.75 |
1,995.75 |
1,995.75 |
1,987.00 |
| S1 |
1,928.50 |
1,928.50 |
1,954.25 |
1,911.00 |
| S2 |
1,893.50 |
1,893.50 |
1,944.75 |
|
| S3 |
1,791.25 |
1,826.25 |
1,935.50 |
|
| S4 |
1,689.00 |
1,724.00 |
1,907.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,063.00 |
1,960.75 |
102.25 |
5.2% |
41.25 |
2.1% |
3% |
False |
True |
520,963 |
| 10 |
2,077.75 |
1,960.75 |
117.00 |
6.0% |
31.50 |
1.6% |
2% |
False |
True |
432,986 |
| 20 |
2,077.75 |
1,941.50 |
136.25 |
6.9% |
26.75 |
1.4% |
16% |
False |
False |
358,663 |
| 40 |
2,077.75 |
1,898.00 |
179.75 |
9.2% |
25.75 |
1.3% |
36% |
False |
False |
322,485 |
| 60 |
2,077.75 |
1,898.00 |
179.75 |
9.2% |
24.75 |
1.3% |
36% |
False |
False |
215,064 |
| 80 |
2,077.75 |
1,826.00 |
251.75 |
12.8% |
23.00 |
1.2% |
55% |
False |
False |
161,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,232.50 |
|
2.618 |
2,148.00 |
|
1.618 |
2,096.25 |
|
1.000 |
2,064.25 |
|
0.618 |
2,044.50 |
|
HIGH |
2,012.50 |
|
0.618 |
1,992.75 |
|
0.500 |
1,986.50 |
|
0.382 |
1,980.50 |
|
LOW |
1,960.75 |
|
0.618 |
1,928.75 |
|
1.000 |
1,909.00 |
|
1.618 |
1,877.00 |
|
2.618 |
1,825.25 |
|
4.250 |
1,740.75 |
|
|
| Fisher Pivots for day following 27-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,986.50 |
2,000.00 |
| PP |
1,979.00 |
1,988.00 |
| S1 |
1,971.25 |
1,975.75 |
|