| Trading Metrics calculated at close of trading on 06-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2007 |
06-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1,979.25 |
1,935.50 |
-43.75 |
-2.2% |
1,964.50 |
| High |
1,981.50 |
1,964.75 |
-16.75 |
-0.8% |
2,011.50 |
| Low |
1,928.50 |
1,924.00 |
-4.50 |
-0.2% |
1,923.75 |
| Close |
1,939.50 |
1,962.50 |
23.00 |
1.2% |
1,939.50 |
| Range |
53.00 |
40.75 |
-12.25 |
-23.1% |
87.75 |
| ATR |
34.34 |
34.80 |
0.46 |
1.3% |
0.00 |
| Volume |
450,545 |
481,085 |
30,540 |
6.8% |
2,704,503 |
|
| Daily Pivots for day following 06-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,072.75 |
2,058.25 |
1,985.00 |
|
| R3 |
2,032.00 |
2,017.50 |
1,973.75 |
|
| R2 |
1,991.25 |
1,991.25 |
1,970.00 |
|
| R1 |
1,976.75 |
1,976.75 |
1,966.25 |
1,984.00 |
| PP |
1,950.50 |
1,950.50 |
1,950.50 |
1,954.00 |
| S1 |
1,936.00 |
1,936.00 |
1,958.75 |
1,943.25 |
| S2 |
1,909.75 |
1,909.75 |
1,955.00 |
|
| S3 |
1,869.00 |
1,895.25 |
1,951.25 |
|
| S4 |
1,828.25 |
1,854.50 |
1,940.00 |
|
|
| Weekly Pivots for week ending 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,221.50 |
2,168.25 |
1,987.75 |
|
| R3 |
2,133.75 |
2,080.50 |
1,963.75 |
|
| R2 |
2,046.00 |
2,046.00 |
1,955.50 |
|
| R1 |
1,992.75 |
1,992.75 |
1,947.50 |
1,975.50 |
| PP |
1,958.25 |
1,958.25 |
1,958.25 |
1,949.50 |
| S1 |
1,905.00 |
1,905.00 |
1,931.50 |
1,887.75 |
| S2 |
1,870.50 |
1,870.50 |
1,923.50 |
|
| S3 |
1,782.75 |
1,817.25 |
1,915.25 |
|
| S4 |
1,695.00 |
1,729.50 |
1,891.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,011.50 |
1,923.75 |
87.75 |
4.5% |
46.75 |
2.4% |
44% |
False |
False |
524,863 |
| 10 |
2,054.25 |
1,923.75 |
130.50 |
6.6% |
46.25 |
2.4% |
30% |
False |
False |
529,831 |
| 20 |
2,077.75 |
1,923.75 |
154.00 |
7.8% |
34.50 |
1.8% |
25% |
False |
False |
443,102 |
| 40 |
2,077.75 |
1,912.50 |
165.25 |
8.4% |
28.50 |
1.5% |
30% |
False |
False |
388,041 |
| 60 |
2,077.75 |
1,898.00 |
179.75 |
9.2% |
27.50 |
1.4% |
36% |
False |
False |
268,151 |
| 80 |
2,077.75 |
1,839.50 |
238.25 |
12.1% |
25.00 |
1.3% |
52% |
False |
False |
201,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,138.00 |
|
2.618 |
2,071.50 |
|
1.618 |
2,030.75 |
|
1.000 |
2,005.50 |
|
0.618 |
1,990.00 |
|
HIGH |
1,964.75 |
|
0.618 |
1,949.25 |
|
0.500 |
1,944.50 |
|
0.382 |
1,939.50 |
|
LOW |
1,924.00 |
|
0.618 |
1,898.75 |
|
1.000 |
1,883.25 |
|
1.618 |
1,858.00 |
|
2.618 |
1,817.25 |
|
4.250 |
1,750.75 |
|
|
| Fisher Pivots for day following 06-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,956.50 |
1,959.25 |
| PP |
1,950.50 |
1,956.25 |
| S1 |
1,944.50 |
1,953.00 |
|