| Trading Metrics calculated at close of trading on 13-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2007 |
13-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
6,657.0 |
6,764.0 |
107.0 |
1.6% |
6,731.5 |
| High |
6,733.0 |
6,772.0 |
39.0 |
0.6% |
6,772.0 |
| Low |
6,616.0 |
6,728.5 |
112.5 |
1.7% |
6,596.0 |
| Close |
6,723.0 |
6,737.0 |
14.0 |
0.2% |
6,737.0 |
| Range |
117.0 |
43.5 |
-73.5 |
-62.8% |
176.0 |
| ATR |
72.0 |
70.4 |
-1.6 |
-2.3% |
0.0 |
| Volume |
113,564 |
96,288 |
-17,276 |
-15.2% |
444,832 |
|
| Daily Pivots for day following 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,876.5 |
6,850.0 |
6,761.0 |
|
| R3 |
6,833.0 |
6,806.5 |
6,749.0 |
|
| R2 |
6,789.5 |
6,789.5 |
6,745.0 |
|
| R1 |
6,763.0 |
6,763.0 |
6,741.0 |
6,754.5 |
| PP |
6,746.0 |
6,746.0 |
6,746.0 |
6,741.5 |
| S1 |
6,719.5 |
6,719.5 |
6,733.0 |
6,711.0 |
| S2 |
6,702.5 |
6,702.5 |
6,729.0 |
|
| S3 |
6,659.0 |
6,676.0 |
6,725.0 |
|
| S4 |
6,615.5 |
6,632.5 |
6,713.0 |
|
|
| Weekly Pivots for week ending 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,229.5 |
7,159.5 |
6,834.0 |
|
| R3 |
7,053.5 |
6,983.5 |
6,785.5 |
|
| R2 |
6,877.5 |
6,877.5 |
6,769.5 |
|
| R1 |
6,807.5 |
6,807.5 |
6,753.0 |
6,842.5 |
| PP |
6,701.5 |
6,701.5 |
6,701.5 |
6,719.0 |
| S1 |
6,631.5 |
6,631.5 |
6,721.0 |
6,666.5 |
| S2 |
6,525.5 |
6,525.5 |
6,704.5 |
|
| S3 |
6,349.5 |
6,455.5 |
6,688.5 |
|
| S4 |
6,173.5 |
6,279.5 |
6,640.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,772.0 |
6,596.0 |
176.0 |
2.6% |
72.5 |
1.1% |
80% |
True |
False |
88,966 |
| 10 |
6,772.0 |
6,596.0 |
176.0 |
2.6% |
61.5 |
0.9% |
80% |
True |
False |
84,049 |
| 20 |
6,796.0 |
6,530.0 |
266.0 |
3.9% |
65.5 |
1.0% |
78% |
False |
False |
89,565 |
| 40 |
6,796.0 |
6,494.5 |
301.5 |
4.5% |
64.0 |
0.9% |
80% |
False |
False |
63,828 |
| 60 |
6,796.0 |
6,451.5 |
344.5 |
5.1% |
53.5 |
0.8% |
83% |
False |
False |
42,659 |
| 80 |
6,796.0 |
6,321.5 |
474.5 |
7.0% |
50.0 |
0.7% |
88% |
False |
False |
32,084 |
| 100 |
6,796.0 |
6,062.5 |
733.5 |
10.9% |
45.5 |
0.7% |
92% |
False |
False |
25,705 |
| 120 |
6,796.0 |
6,062.5 |
733.5 |
10.9% |
38.5 |
0.6% |
92% |
False |
False |
21,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,957.0 |
|
2.618 |
6,886.0 |
|
1.618 |
6,842.5 |
|
1.000 |
6,815.5 |
|
0.618 |
6,799.0 |
|
HIGH |
6,772.0 |
|
0.618 |
6,755.5 |
|
0.500 |
6,750.0 |
|
0.382 |
6,745.0 |
|
LOW |
6,728.5 |
|
0.618 |
6,701.5 |
|
1.000 |
6,685.0 |
|
1.618 |
6,658.0 |
|
2.618 |
6,614.5 |
|
4.250 |
6,543.5 |
|
|
| Fisher Pivots for day following 13-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,750.0 |
6,719.5 |
| PP |
6,746.0 |
6,701.5 |
| S1 |
6,741.5 |
6,684.0 |
|