| Trading Metrics calculated at close of trading on 23-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2007 |
23-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1,559.3 |
1,543.6 |
-15.7 |
-1.0% |
1,560.1 |
| High |
1,561.8 |
1,556.2 |
-5.6 |
-0.4% |
1,566.3 |
| Low |
1,537.5 |
1,543.4 |
5.9 |
0.4% |
1,537.5 |
| Close |
1,545.1 |
1,549.0 |
3.9 |
0.3% |
1,545.1 |
| Range |
24.3 |
12.8 |
-11.5 |
-47.3% |
28.8 |
| ATR |
16.6 |
16.4 |
-0.3 |
-1.7% |
0.0 |
| Volume |
28,051 |
46,682 |
18,631 |
66.4% |
142,476 |
|
| Daily Pivots for day following 23-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,587.9 |
1,581.3 |
1,556.0 |
|
| R3 |
1,575.1 |
1,568.5 |
1,552.5 |
|
| R2 |
1,562.3 |
1,562.3 |
1,551.3 |
|
| R1 |
1,555.7 |
1,555.7 |
1,550.2 |
1,559.0 |
| PP |
1,549.5 |
1,549.5 |
1,549.5 |
1,551.2 |
| S1 |
1,542.9 |
1,542.9 |
1,547.8 |
1,546.2 |
| S2 |
1,536.7 |
1,536.7 |
1,546.7 |
|
| S3 |
1,523.9 |
1,530.1 |
1,545.5 |
|
| S4 |
1,511.1 |
1,517.3 |
1,542.0 |
|
|
| Weekly Pivots for week ending 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,636.0 |
1,619.4 |
1,560.9 |
|
| R3 |
1,607.2 |
1,590.6 |
1,553.0 |
|
| R2 |
1,578.4 |
1,578.4 |
1,550.4 |
|
| R1 |
1,561.8 |
1,561.8 |
1,547.7 |
1,555.7 |
| PP |
1,549.6 |
1,549.6 |
1,549.6 |
1,546.6 |
| S1 |
1,533.0 |
1,533.0 |
1,542.5 |
1,526.9 |
| S2 |
1,520.8 |
1,520.8 |
1,539.8 |
|
| S3 |
1,492.0 |
1,504.2 |
1,537.2 |
|
| S4 |
1,463.2 |
1,475.4 |
1,529.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,565.4 |
1,537.5 |
27.9 |
1.8% |
15.8 |
1.0% |
41% |
False |
False |
32,620 |
| 10 |
1,566.3 |
1,515.3 |
51.0 |
3.3% |
17.1 |
1.1% |
66% |
False |
False |
32,042 |
| 20 |
1,566.3 |
1,492.2 |
74.1 |
4.8% |
16.9 |
1.1% |
77% |
False |
False |
33,038 |
| 40 |
1,566.3 |
1,492.2 |
74.1 |
4.8% |
16.4 |
1.1% |
77% |
False |
False |
45,287 |
| 60 |
1,566.3 |
1,492.2 |
74.1 |
4.8% |
14.0 |
0.9% |
77% |
False |
False |
31,004 |
| 80 |
1,566.3 |
1,436.7 |
129.6 |
8.4% |
12.1 |
0.8% |
87% |
False |
False |
23,357 |
| 100 |
1,566.3 |
1,388.4 |
177.9 |
11.5% |
11.0 |
0.7% |
90% |
False |
False |
18,714 |
| 120 |
1,566.3 |
1,388.4 |
177.9 |
11.5% |
9.7 |
0.6% |
90% |
False |
False |
15,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,610.6 |
|
2.618 |
1,589.7 |
|
1.618 |
1,576.9 |
|
1.000 |
1,569.0 |
|
0.618 |
1,564.1 |
|
HIGH |
1,556.2 |
|
0.618 |
1,551.3 |
|
0.500 |
1,549.8 |
|
0.382 |
1,548.3 |
|
LOW |
1,543.4 |
|
0.618 |
1,535.5 |
|
1.000 |
1,530.6 |
|
1.618 |
1,522.7 |
|
2.618 |
1,509.9 |
|
4.250 |
1,489.0 |
|
|
| Fisher Pivots for day following 23-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,549.8 |
1,551.2 |
| PP |
1,549.5 |
1,550.5 |
| S1 |
1,549.3 |
1,549.7 |
|