| Trading Metrics calculated at close of trading on 31-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2007 |
31-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1,964.50 |
1,992.50 |
28.00 |
1.4% |
2,053.50 |
| High |
1,996.25 |
2,011.50 |
15.25 |
0.8% |
2,063.00 |
| Low |
1,957.25 |
1,942.25 |
-15.00 |
-0.8% |
1,960.75 |
| Close |
1,993.25 |
1,945.75 |
-47.50 |
-2.4% |
1,963.50 |
| Range |
39.00 |
69.25 |
30.25 |
77.6% |
102.25 |
| ATR |
29.76 |
32.58 |
2.82 |
9.5% |
0.00 |
| Volume |
561,269 |
442,171 |
-119,098 |
-21.2% |
2,604,818 |
|
| Daily Pivots for day following 31-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,174.25 |
2,129.25 |
1,983.75 |
|
| R3 |
2,105.00 |
2,060.00 |
1,964.75 |
|
| R2 |
2,035.75 |
2,035.75 |
1,958.50 |
|
| R1 |
1,990.75 |
1,990.75 |
1,952.00 |
1,978.50 |
| PP |
1,966.50 |
1,966.50 |
1,966.50 |
1,960.50 |
| S1 |
1,921.50 |
1,921.50 |
1,939.50 |
1,909.50 |
| S2 |
1,897.25 |
1,897.25 |
1,933.00 |
|
| S3 |
1,828.00 |
1,852.25 |
1,926.75 |
|
| S4 |
1,758.75 |
1,783.00 |
1,907.75 |
|
|
| 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 |
2,039.50 |
1,942.25 |
97.25 |
5.0% |
51.00 |
2.6% |
4% |
False |
True |
565,699 |
| 10 |
2,077.75 |
1,942.25 |
135.50 |
7.0% |
38.75 |
2.0% |
3% |
False |
True |
480,423 |
| 20 |
2,077.75 |
1,942.25 |
135.50 |
7.0% |
29.75 |
1.5% |
3% |
False |
True |
378,512 |
| 40 |
2,077.75 |
1,898.00 |
179.75 |
9.2% |
27.50 |
1.4% |
27% |
False |
False |
347,537 |
| 60 |
2,077.75 |
1,898.00 |
179.75 |
9.2% |
26.00 |
1.3% |
27% |
False |
False |
231,787 |
| 80 |
2,077.75 |
1,826.00 |
251.75 |
12.9% |
24.00 |
1.2% |
48% |
False |
False |
173,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,305.75 |
|
2.618 |
2,192.75 |
|
1.618 |
2,123.50 |
|
1.000 |
2,080.75 |
|
0.618 |
2,054.25 |
|
HIGH |
2,011.50 |
|
0.618 |
1,985.00 |
|
0.500 |
1,977.00 |
|
0.382 |
1,968.75 |
|
LOW |
1,942.25 |
|
0.618 |
1,899.50 |
|
1.000 |
1,873.00 |
|
1.618 |
1,830.25 |
|
2.618 |
1,761.00 |
|
4.250 |
1,648.00 |
|
|
| Fisher Pivots for day following 31-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,977.00 |
1,977.50 |
| PP |
1,966.50 |
1,966.75 |
| S1 |
1,956.00 |
1,956.25 |
|