| 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 |
1,480.6 |
1,462.3 |
-18.3 |
-1.2% |
1,543.6 |
| High |
1,495.7 |
1,475.0 |
-20.7 |
-1.4% |
1,556.2 |
| Low |
1,456.5 |
1,442.1 |
-14.4 |
-1.0% |
1,457.5 |
| Close |
1,461.9 |
1,469.9 |
8.0 |
0.5% |
1,458.0 |
| Range |
39.2 |
32.9 |
-6.3 |
-16.1% |
98.7 |
| ATR |
23.8 |
24.4 |
0.7 |
2.7% |
0.0 |
| Volume |
57,490 |
65,256 |
7,766 |
13.5% |
224,935 |
|
| Daily Pivots for day following 01-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,561.0 |
1,548.4 |
1,488.0 |
|
| R3 |
1,528.1 |
1,515.5 |
1,478.9 |
|
| R2 |
1,495.2 |
1,495.2 |
1,475.9 |
|
| R1 |
1,482.6 |
1,482.6 |
1,472.9 |
1,488.9 |
| PP |
1,462.3 |
1,462.3 |
1,462.3 |
1,465.5 |
| S1 |
1,449.7 |
1,449.7 |
1,466.9 |
1,456.0 |
| S2 |
1,429.4 |
1,429.4 |
1,463.9 |
|
| S3 |
1,396.5 |
1,416.8 |
1,460.9 |
|
| S4 |
1,363.6 |
1,383.9 |
1,451.8 |
|
|
| Weekly Pivots for week ending 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,786.7 |
1,721.0 |
1,512.3 |
|
| R3 |
1,688.0 |
1,622.3 |
1,485.1 |
|
| R2 |
1,589.3 |
1,589.3 |
1,476.1 |
|
| R1 |
1,523.6 |
1,523.6 |
1,467.0 |
1,507.1 |
| PP |
1,490.6 |
1,490.6 |
1,490.6 |
1,482.3 |
| S1 |
1,424.9 |
1,424.9 |
1,449.0 |
1,408.4 |
| S2 |
1,391.9 |
1,391.9 |
1,439.9 |
|
| S3 |
1,293.2 |
1,326.2 |
1,430.9 |
|
| S4 |
1,194.5 |
1,227.5 |
1,403.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,529.4 |
1,442.1 |
87.3 |
5.9% |
39.6 |
2.7% |
32% |
False |
True |
59,472 |
| 10 |
1,564.9 |
1,442.1 |
122.8 |
8.4% |
30.8 |
2.1% |
23% |
False |
True |
47,997 |
| 20 |
1,566.3 |
1,442.1 |
124.2 |
8.4% |
22.9 |
1.6% |
22% |
False |
True |
38,034 |
| 40 |
1,566.3 |
1,442.1 |
124.2 |
8.4% |
21.0 |
1.4% |
22% |
False |
True |
51,132 |
| 60 |
1,566.3 |
1,442.1 |
124.2 |
8.4% |
17.6 |
1.2% |
22% |
False |
True |
36,995 |
| 80 |
1,566.3 |
1,442.1 |
124.2 |
8.4% |
14.9 |
1.0% |
22% |
False |
True |
27,887 |
| 100 |
1,566.3 |
1,388.4 |
177.9 |
12.1% |
13.1 |
0.9% |
46% |
False |
False |
22,370 |
| 120 |
1,566.3 |
1,388.4 |
177.9 |
12.1% |
11.5 |
0.8% |
46% |
False |
False |
18,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,614.8 |
|
2.618 |
1,561.1 |
|
1.618 |
1,528.2 |
|
1.000 |
1,507.9 |
|
0.618 |
1,495.3 |
|
HIGH |
1,475.0 |
|
0.618 |
1,462.4 |
|
0.500 |
1,458.6 |
|
0.382 |
1,454.7 |
|
LOW |
1,442.1 |
|
0.618 |
1,421.8 |
|
1.000 |
1,409.2 |
|
1.618 |
1,388.9 |
|
2.618 |
1,356.0 |
|
4.250 |
1,302.3 |
|
|
| Fisher Pivots for day following 01-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,466.1 |
1,469.6 |
| PP |
1,462.3 |
1,469.2 |
| S1 |
1,458.6 |
1,468.9 |
|