| Trading Metrics calculated at close of trading on 16-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2007 |
16-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
6,764.0 |
6,742.0 |
-22.0 |
-0.3% |
6,731.5 |
| High |
6,772.0 |
6,759.5 |
-12.5 |
-0.2% |
6,772.0 |
| Low |
6,728.5 |
6,701.0 |
-27.5 |
-0.4% |
6,596.0 |
| Close |
6,737.0 |
6,721.0 |
-16.0 |
-0.2% |
6,737.0 |
| Range |
43.5 |
58.5 |
15.0 |
34.5% |
176.0 |
| ATR |
70.4 |
69.5 |
-0.8 |
-1.2% |
0.0 |
| Volume |
96,288 |
72,752 |
-23,536 |
-24.4% |
444,832 |
|
| Daily Pivots for day following 16-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,902.5 |
6,870.5 |
6,753.0 |
|
| R3 |
6,844.0 |
6,812.0 |
6,737.0 |
|
| R2 |
6,785.5 |
6,785.5 |
6,731.5 |
|
| R1 |
6,753.5 |
6,753.5 |
6,726.5 |
6,740.0 |
| PP |
6,727.0 |
6,727.0 |
6,727.0 |
6,720.5 |
| S1 |
6,695.0 |
6,695.0 |
6,715.5 |
6,682.0 |
| S2 |
6,668.5 |
6,668.5 |
6,710.5 |
|
| S3 |
6,610.0 |
6,636.5 |
6,705.0 |
|
| S4 |
6,551.5 |
6,578.0 |
6,689.0 |
|
|
| 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% |
78.5 |
1.2% |
71% |
False |
False |
88,226 |
| 10 |
6,772.0 |
6,596.0 |
176.0 |
2.6% |
63.0 |
0.9% |
71% |
False |
False |
79,437 |
| 20 |
6,772.0 |
6,530.0 |
242.0 |
3.6% |
65.0 |
1.0% |
79% |
False |
False |
86,357 |
| 40 |
6,796.0 |
6,494.5 |
301.5 |
4.5% |
63.5 |
0.9% |
75% |
False |
False |
65,645 |
| 60 |
6,796.0 |
6,451.5 |
344.5 |
5.1% |
54.5 |
0.8% |
78% |
False |
False |
43,872 |
| 80 |
6,796.0 |
6,321.5 |
474.5 |
7.1% |
50.0 |
0.7% |
84% |
False |
False |
32,988 |
| 100 |
6,796.0 |
6,062.5 |
733.5 |
10.9% |
46.0 |
0.7% |
90% |
False |
False |
26,433 |
| 120 |
6,796.0 |
6,062.5 |
733.5 |
10.9% |
38.5 |
0.6% |
90% |
False |
False |
22,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,008.0 |
|
2.618 |
6,912.5 |
|
1.618 |
6,854.0 |
|
1.000 |
6,818.0 |
|
0.618 |
6,795.5 |
|
HIGH |
6,759.5 |
|
0.618 |
6,737.0 |
|
0.500 |
6,730.0 |
|
0.382 |
6,723.5 |
|
LOW |
6,701.0 |
|
0.618 |
6,665.0 |
|
1.000 |
6,642.5 |
|
1.618 |
6,606.5 |
|
2.618 |
6,548.0 |
|
4.250 |
6,452.5 |
|
|
| Fisher Pivots for day following 16-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,730.0 |
6,712.0 |
| PP |
6,727.0 |
6,703.0 |
| S1 |
6,724.0 |
6,694.0 |
|