| Trading Metrics calculated at close of trading on 25-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2007 |
25-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1,549.2 |
1,522.3 |
-26.9 |
-1.7% |
1,560.1 |
| High |
1,551.7 |
1,532.0 |
-19.7 |
-1.3% |
1,566.3 |
| Low |
1,516.7 |
1,511.0 |
-5.7 |
-0.4% |
1,537.5 |
| Close |
1,522.5 |
1,524.7 |
2.2 |
0.1% |
1,545.1 |
| Range |
35.0 |
21.0 |
-14.0 |
-40.0% |
28.8 |
| ATR |
17.7 |
17.9 |
0.2 |
1.3% |
0.0 |
| Volume |
26,879 |
41,506 |
14,627 |
54.4% |
142,476 |
|
| Daily Pivots for day following 25-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,585.6 |
1,576.1 |
1,536.3 |
|
| R3 |
1,564.6 |
1,555.1 |
1,530.5 |
|
| R2 |
1,543.6 |
1,543.6 |
1,528.6 |
|
| R1 |
1,534.1 |
1,534.1 |
1,526.6 |
1,538.9 |
| PP |
1,522.6 |
1,522.6 |
1,522.6 |
1,524.9 |
| S1 |
1,513.1 |
1,513.1 |
1,522.8 |
1,517.9 |
| S2 |
1,501.6 |
1,501.6 |
1,520.9 |
|
| S3 |
1,480.6 |
1,492.1 |
1,518.9 |
|
| S4 |
1,459.6 |
1,471.1 |
1,513.2 |
|
|
| 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 |
1,564.9 |
1,511.0 |
53.9 |
3.5% |
21.9 |
1.4% |
25% |
False |
True |
36,522 |
| 10 |
1,566.3 |
1,511.0 |
55.3 |
3.6% |
18.6 |
1.2% |
25% |
False |
True |
33,522 |
| 20 |
1,566.3 |
1,492.2 |
74.1 |
4.9% |
17.5 |
1.1% |
44% |
False |
False |
32,902 |
| 40 |
1,566.3 |
1,492.2 |
74.1 |
4.9% |
17.4 |
1.1% |
44% |
False |
False |
46,784 |
| 60 |
1,566.3 |
1,492.2 |
74.1 |
4.9% |
14.8 |
1.0% |
44% |
False |
False |
32,140 |
| 80 |
1,566.3 |
1,459.0 |
107.3 |
7.0% |
12.6 |
0.8% |
61% |
False |
False |
24,203 |
| 100 |
1,566.3 |
1,388.4 |
177.9 |
11.7% |
11.4 |
0.7% |
77% |
False |
False |
19,397 |
| 120 |
1,566.3 |
1,388.4 |
177.9 |
11.7% |
10.1 |
0.7% |
77% |
False |
False |
16,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,621.3 |
|
2.618 |
1,587.0 |
|
1.618 |
1,566.0 |
|
1.000 |
1,553.0 |
|
0.618 |
1,545.0 |
|
HIGH |
1,532.0 |
|
0.618 |
1,524.0 |
|
0.500 |
1,521.5 |
|
0.382 |
1,519.0 |
|
LOW |
1,511.0 |
|
0.618 |
1,498.0 |
|
1.000 |
1,490.0 |
|
1.618 |
1,477.0 |
|
2.618 |
1,456.0 |
|
4.250 |
1,421.8 |
|
|
| Fisher Pivots for day following 25-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,523.6 |
1,533.6 |
| PP |
1,522.6 |
1,530.6 |
| S1 |
1,521.5 |
1,527.7 |
|