| Trading Metrics calculated at close of trading on 01-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2007 |
01-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1,992.50 |
1,951.50 |
-41.00 |
-2.1% |
2,053.50 |
| High |
2,011.50 |
1,963.50 |
-48.00 |
-2.4% |
2,063.00 |
| Low |
1,942.25 |
1,923.75 |
-18.50 |
-1.0% |
1,960.75 |
| Close |
1,945.75 |
1,960.50 |
14.75 |
0.8% |
1,963.50 |
| Range |
69.25 |
39.75 |
-29.50 |
-42.6% |
102.25 |
| ATR |
32.58 |
33.09 |
0.51 |
1.6% |
0.00 |
| Volume |
442,171 |
549,970 |
107,799 |
24.4% |
2,604,818 |
|
| Daily Pivots for day following 01-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,068.50 |
2,054.25 |
1,982.25 |
|
| R3 |
2,028.75 |
2,014.50 |
1,971.50 |
|
| R2 |
1,989.00 |
1,989.00 |
1,967.75 |
|
| R1 |
1,974.75 |
1,974.75 |
1,964.25 |
1,982.00 |
| PP |
1,949.25 |
1,949.25 |
1,949.25 |
1,952.75 |
| S1 |
1,935.00 |
1,935.00 |
1,956.75 |
1,942.00 |
| S2 |
1,909.50 |
1,909.50 |
1,953.25 |
|
| S3 |
1,869.75 |
1,895.25 |
1,949.50 |
|
| S4 |
1,830.00 |
1,855.50 |
1,938.75 |
|
|
| 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 |
1,923.75 |
115.75 |
5.9% |
54.00 |
2.8% |
32% |
False |
True |
569,769 |
| 10 |
2,077.75 |
1,923.75 |
154.00 |
7.9% |
40.25 |
2.1% |
24% |
False |
True |
503,316 |
| 20 |
2,077.75 |
1,923.75 |
154.00 |
7.9% |
31.00 |
1.6% |
24% |
False |
True |
393,209 |
| 40 |
2,077.75 |
1,898.00 |
179.75 |
9.2% |
28.00 |
1.4% |
35% |
False |
False |
361,258 |
| 60 |
2,077.75 |
1,898.00 |
179.75 |
9.2% |
26.50 |
1.4% |
35% |
False |
False |
240,953 |
| 80 |
2,077.75 |
1,826.00 |
251.75 |
12.8% |
24.25 |
1.2% |
53% |
False |
False |
180,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,132.50 |
|
2.618 |
2,067.50 |
|
1.618 |
2,027.75 |
|
1.000 |
2,003.25 |
|
0.618 |
1,988.00 |
|
HIGH |
1,963.50 |
|
0.618 |
1,948.25 |
|
0.500 |
1,943.50 |
|
0.382 |
1,939.00 |
|
LOW |
1,923.75 |
|
0.618 |
1,899.25 |
|
1.000 |
1,884.00 |
|
1.618 |
1,859.50 |
|
2.618 |
1,819.75 |
|
4.250 |
1,754.75 |
|
|
| Fisher Pivots for day following 01-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,955.00 |
1,967.50 |
| PP |
1,949.25 |
1,965.25 |
| S1 |
1,943.50 |
1,963.00 |
|