| Trading Metrics calculated at close of trading on 02-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2007 |
02-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1,462.3 |
1,469.2 |
6.9 |
0.5% |
1,543.6 |
| High |
1,475.0 |
1,482.8 |
7.8 |
0.5% |
1,556.2 |
| Low |
1,442.1 |
1,464.7 |
22.6 |
1.6% |
1,457.5 |
| Close |
1,469.9 |
1,481.7 |
11.8 |
0.8% |
1,458.0 |
| Range |
32.9 |
18.1 |
-14.8 |
-45.0% |
98.7 |
| ATR |
24.4 |
24.0 |
-0.5 |
-1.9% |
0.0 |
| Volume |
65,256 |
70,738 |
5,482 |
8.4% |
224,935 |
|
| Daily Pivots for day following 02-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,530.7 |
1,524.3 |
1,491.7 |
|
| R3 |
1,512.6 |
1,506.2 |
1,486.7 |
|
| R2 |
1,494.5 |
1,494.5 |
1,485.0 |
|
| R1 |
1,488.1 |
1,488.1 |
1,483.4 |
1,491.3 |
| PP |
1,476.4 |
1,476.4 |
1,476.4 |
1,478.0 |
| S1 |
1,470.0 |
1,470.0 |
1,480.0 |
1,473.2 |
| S2 |
1,458.3 |
1,458.3 |
1,478.4 |
|
| S3 |
1,440.2 |
1,451.9 |
1,476.7 |
|
| S4 |
1,422.1 |
1,433.8 |
1,471.7 |
|
|
| 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 |
1,496.4 |
1,442.1 |
54.3 |
3.7% |
31.7 |
2.1% |
73% |
False |
False |
64,265 |
| 10 |
1,561.8 |
1,442.1 |
119.7 |
8.1% |
30.9 |
2.1% |
33% |
False |
False |
51,121 |
| 20 |
1,566.3 |
1,442.1 |
124.2 |
8.4% |
23.2 |
1.6% |
32% |
False |
False |
40,491 |
| 40 |
1,566.3 |
1,442.1 |
124.2 |
8.4% |
21.2 |
1.4% |
32% |
False |
False |
50,673 |
| 60 |
1,566.3 |
1,442.1 |
124.2 |
8.4% |
17.7 |
1.2% |
32% |
False |
False |
38,079 |
| 80 |
1,566.3 |
1,442.1 |
124.2 |
8.4% |
15.1 |
1.0% |
32% |
False |
False |
28,771 |
| 100 |
1,566.3 |
1,388.4 |
177.9 |
12.0% |
13.2 |
0.9% |
52% |
False |
False |
23,075 |
| 120 |
1,566.3 |
1,388.4 |
177.9 |
12.0% |
11.7 |
0.8% |
52% |
False |
False |
19,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,559.7 |
|
2.618 |
1,530.2 |
|
1.618 |
1,512.1 |
|
1.000 |
1,500.9 |
|
0.618 |
1,494.0 |
|
HIGH |
1,482.8 |
|
0.618 |
1,475.9 |
|
0.500 |
1,473.8 |
|
0.382 |
1,471.6 |
|
LOW |
1,464.7 |
|
0.618 |
1,453.5 |
|
1.000 |
1,446.6 |
|
1.618 |
1,435.4 |
|
2.618 |
1,417.3 |
|
4.250 |
1,387.8 |
|
|
| Fisher Pivots for day following 02-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,479.1 |
1,477.4 |
| PP |
1,476.4 |
1,473.2 |
| S1 |
1,473.8 |
1,468.9 |
|