| Trading Metrics calculated at close of trading on 19-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2007 |
19-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1,557.6 |
1,555.6 |
-2.0 |
-0.1% |
1,542.3 |
| High |
1,557.6 |
1,564.9 |
7.3 |
0.5% |
1,565.8 |
| Low |
1,542.5 |
1,548.6 |
6.1 |
0.4% |
1,515.3 |
| Close |
1,554.8 |
1,559.8 |
5.0 |
0.3% |
1,560.1 |
| Range |
15.1 |
16.3 |
1.2 |
7.9% |
50.5 |
| ATR |
16.0 |
16.1 |
0.0 |
0.1% |
0.0 |
| Volume |
24,886 |
39,494 |
14,608 |
58.7% |
157,044 |
|
| Daily Pivots for day following 19-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,606.7 |
1,599.5 |
1,568.8 |
|
| R3 |
1,590.4 |
1,583.2 |
1,564.3 |
|
| R2 |
1,574.1 |
1,574.1 |
1,562.8 |
|
| R1 |
1,566.9 |
1,566.9 |
1,561.3 |
1,570.5 |
| PP |
1,557.8 |
1,557.8 |
1,557.8 |
1,559.6 |
| S1 |
1,550.6 |
1,550.6 |
1,558.3 |
1,554.2 |
| S2 |
1,541.5 |
1,541.5 |
1,556.8 |
|
| S3 |
1,525.2 |
1,534.3 |
1,555.3 |
|
| S4 |
1,508.9 |
1,518.0 |
1,550.8 |
|
|
| Weekly Pivots for week ending 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,698.6 |
1,679.8 |
1,587.9 |
|
| R3 |
1,648.1 |
1,629.3 |
1,574.0 |
|
| R2 |
1,597.6 |
1,597.6 |
1,569.4 |
|
| R1 |
1,578.8 |
1,578.8 |
1,564.7 |
1,588.2 |
| PP |
1,547.1 |
1,547.1 |
1,547.1 |
1,551.8 |
| S1 |
1,528.3 |
1,528.3 |
1,555.5 |
1,537.7 |
| S2 |
1,496.6 |
1,496.6 |
1,550.8 |
|
| S3 |
1,446.1 |
1,477.8 |
1,546.2 |
|
| S4 |
1,395.6 |
1,427.3 |
1,532.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,566.3 |
1,542.5 |
23.8 |
1.5% |
12.7 |
0.8% |
73% |
False |
False |
30,914 |
| 10 |
1,566.3 |
1,515.3 |
51.0 |
3.3% |
15.4 |
1.0% |
87% |
False |
False |
29,862 |
| 20 |
1,566.3 |
1,492.2 |
74.1 |
4.8% |
17.1 |
1.1% |
91% |
False |
False |
33,054 |
| 40 |
1,566.3 |
1,492.2 |
74.1 |
4.8% |
16.3 |
1.0% |
91% |
False |
False |
43,581 |
| 60 |
1,566.3 |
1,492.2 |
74.1 |
4.8% |
13.6 |
0.9% |
91% |
False |
False |
29,763 |
| 80 |
1,566.3 |
1,436.7 |
129.6 |
8.3% |
11.9 |
0.8% |
95% |
False |
False |
22,426 |
| 100 |
1,566.3 |
1,388.4 |
177.9 |
11.4% |
10.8 |
0.7% |
96% |
False |
False |
17,968 |
| 120 |
1,566.3 |
1,388.4 |
177.9 |
11.4% |
9.5 |
0.6% |
96% |
False |
False |
15,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,634.2 |
|
2.618 |
1,607.6 |
|
1.618 |
1,591.3 |
|
1.000 |
1,581.2 |
|
0.618 |
1,575.0 |
|
HIGH |
1,564.9 |
|
0.618 |
1,558.7 |
|
0.500 |
1,556.8 |
|
0.382 |
1,554.8 |
|
LOW |
1,548.6 |
|
0.618 |
1,538.5 |
|
1.000 |
1,532.3 |
|
1.618 |
1,522.2 |
|
2.618 |
1,505.9 |
|
4.250 |
1,479.3 |
|
|
| Fisher Pivots for day following 19-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,558.8 |
1,557.9 |
| PP |
1,557.8 |
1,555.9 |
| S1 |
1,556.8 |
1,554.0 |
|