| Trading Metrics calculated at close of trading on 12-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2007 |
12-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
6,612.5 |
6,657.0 |
44.5 |
0.7% |
6,614.5 |
| High |
6,654.0 |
6,733.0 |
79.0 |
1.2% |
6,724.0 |
| Low |
6,596.0 |
6,616.0 |
20.0 |
0.3% |
6,601.0 |
| Close |
6,643.0 |
6,723.0 |
80.0 |
1.2% |
6,721.5 |
| Range |
58.0 |
117.0 |
59.0 |
101.7% |
123.0 |
| ATR |
68.5 |
72.0 |
3.5 |
5.1% |
0.0 |
| Volume |
108,581 |
113,564 |
4,983 |
4.6% |
395,661 |
|
| Daily Pivots for day following 12-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,041.5 |
6,999.5 |
6,787.5 |
|
| R3 |
6,924.5 |
6,882.5 |
6,755.0 |
|
| R2 |
6,807.5 |
6,807.5 |
6,744.5 |
|
| R1 |
6,765.5 |
6,765.5 |
6,733.5 |
6,786.5 |
| PP |
6,690.5 |
6,690.5 |
6,690.5 |
6,701.0 |
| S1 |
6,648.5 |
6,648.5 |
6,712.5 |
6,669.5 |
| S2 |
6,573.5 |
6,573.5 |
6,701.5 |
|
| S3 |
6,456.5 |
6,531.5 |
6,691.0 |
|
| S4 |
6,339.5 |
6,414.5 |
6,658.5 |
|
|
| Weekly Pivots for week ending 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,051.0 |
7,009.5 |
6,789.0 |
|
| R3 |
6,928.0 |
6,886.5 |
6,755.5 |
|
| R2 |
6,805.0 |
6,805.0 |
6,744.0 |
|
| R1 |
6,763.5 |
6,763.5 |
6,733.0 |
6,784.0 |
| PP |
6,682.0 |
6,682.0 |
6,682.0 |
6,692.5 |
| S1 |
6,640.5 |
6,640.5 |
6,710.0 |
6,661.0 |
| S2 |
6,559.0 |
6,559.0 |
6,699.0 |
|
| S3 |
6,436.0 |
6,517.5 |
6,687.5 |
|
| S4 |
6,313.0 |
6,394.5 |
6,654.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,759.0 |
6,596.0 |
163.0 |
2.4% |
76.0 |
1.1% |
78% |
False |
False |
86,878 |
| 10 |
6,759.0 |
6,551.0 |
208.0 |
3.1% |
67.0 |
1.0% |
83% |
False |
False |
81,334 |
| 20 |
6,796.0 |
6,530.0 |
266.0 |
4.0% |
67.0 |
1.0% |
73% |
False |
False |
91,114 |
| 40 |
6,796.0 |
6,494.5 |
301.5 |
4.5% |
63.0 |
0.9% |
76% |
False |
False |
61,421 |
| 60 |
6,796.0 |
6,451.5 |
344.5 |
5.1% |
53.5 |
0.8% |
79% |
False |
False |
41,058 |
| 80 |
6,796.0 |
6,286.5 |
509.5 |
7.6% |
50.0 |
0.7% |
86% |
False |
False |
30,892 |
| 100 |
6,796.0 |
6,062.5 |
733.5 |
10.9% |
45.0 |
0.7% |
90% |
False |
False |
24,742 |
| 120 |
6,796.0 |
6,062.5 |
733.5 |
10.9% |
38.5 |
0.6% |
90% |
False |
False |
20,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,230.0 |
|
2.618 |
7,039.5 |
|
1.618 |
6,922.5 |
|
1.000 |
6,850.0 |
|
0.618 |
6,805.5 |
|
HIGH |
6,733.0 |
|
0.618 |
6,688.5 |
|
0.500 |
6,674.5 |
|
0.382 |
6,660.5 |
|
LOW |
6,616.0 |
|
0.618 |
6,543.5 |
|
1.000 |
6,499.0 |
|
1.618 |
6,426.5 |
|
2.618 |
6,309.5 |
|
4.250 |
6,119.0 |
|
|
| Fisher Pivots for day following 12-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,707.0 |
6,708.0 |
| PP |
6,690.5 |
6,692.5 |
| S1 |
6,674.5 |
6,677.5 |
|