| Trading Metrics calculated at close of trading on 30-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2007 |
30-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1,999.50 |
1,964.50 |
-35.00 |
-1.8% |
2,053.50 |
| High |
2,012.50 |
1,996.25 |
-16.25 |
-0.8% |
2,063.00 |
| Low |
1,960.75 |
1,957.25 |
-3.50 |
-0.2% |
1,960.75 |
| Close |
1,963.50 |
1,993.25 |
29.75 |
1.5% |
1,963.50 |
| Range |
51.75 |
39.00 |
-12.75 |
-24.6% |
102.25 |
| ATR |
29.04 |
29.76 |
0.71 |
2.4% |
0.00 |
| Volume |
808,824 |
561,269 |
-247,555 |
-30.6% |
2,604,818 |
|
| Daily Pivots for day following 30-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,099.25 |
2,085.25 |
2,014.75 |
|
| R3 |
2,060.25 |
2,046.25 |
2,004.00 |
|
| R2 |
2,021.25 |
2,021.25 |
2,000.50 |
|
| R1 |
2,007.25 |
2,007.25 |
1,996.75 |
2,014.25 |
| PP |
1,982.25 |
1,982.25 |
1,982.25 |
1,985.75 |
| S1 |
1,968.25 |
1,968.25 |
1,989.75 |
1,975.25 |
| S2 |
1,943.25 |
1,943.25 |
1,986.00 |
|
| S3 |
1,904.25 |
1,929.25 |
1,982.50 |
|
| S4 |
1,865.25 |
1,890.25 |
1,971.75 |
|
|
| 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 |
2,054.25 |
1,957.25 |
97.00 |
4.9% |
46.00 |
2.3% |
37% |
False |
True |
534,799 |
| 10 |
2,077.75 |
1,957.25 |
120.50 |
6.0% |
34.00 |
1.7% |
30% |
False |
True |
461,661 |
| 20 |
2,077.75 |
1,954.75 |
123.00 |
6.2% |
27.25 |
1.4% |
31% |
False |
False |
371,970 |
| 40 |
2,077.75 |
1,898.00 |
179.75 |
9.0% |
26.25 |
1.3% |
53% |
False |
False |
336,508 |
| 60 |
2,077.75 |
1,898.00 |
179.75 |
9.0% |
25.25 |
1.3% |
53% |
False |
False |
224,418 |
| 80 |
2,077.75 |
1,826.00 |
251.75 |
12.6% |
23.25 |
1.2% |
66% |
False |
False |
168,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,162.00 |
|
2.618 |
2,098.25 |
|
1.618 |
2,059.25 |
|
1.000 |
2,035.25 |
|
0.618 |
2,020.25 |
|
HIGH |
1,996.25 |
|
0.618 |
1,981.25 |
|
0.500 |
1,976.75 |
|
0.382 |
1,972.25 |
|
LOW |
1,957.25 |
|
0.618 |
1,933.25 |
|
1.000 |
1,918.25 |
|
1.618 |
1,894.25 |
|
2.618 |
1,855.25 |
|
4.250 |
1,791.50 |
|
|
| Fisher Pivots for day following 30-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,987.75 |
1,998.50 |
| PP |
1,982.25 |
1,996.75 |
| S1 |
1,976.75 |
1,995.00 |
|