| Trading Metrics calculated at close of trading on 17-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2007 |
17-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
6,742.0 |
6,710.0 |
-32.0 |
-0.5% |
6,731.5 |
| High |
6,759.5 |
6,712.5 |
-47.0 |
-0.7% |
6,772.0 |
| Low |
6,701.0 |
6,647.0 |
-54.0 |
-0.8% |
6,596.0 |
| Close |
6,721.0 |
6,680.0 |
-41.0 |
-0.6% |
6,737.0 |
| Range |
58.5 |
65.5 |
7.0 |
12.0% |
176.0 |
| ATR |
69.5 |
69.8 |
0.3 |
0.5% |
0.0 |
| Volume |
72,752 |
55,113 |
-17,639 |
-24.2% |
444,832 |
|
| Daily Pivots for day following 17-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,876.5 |
6,843.5 |
6,716.0 |
|
| R3 |
6,811.0 |
6,778.0 |
6,698.0 |
|
| R2 |
6,745.5 |
6,745.5 |
6,692.0 |
|
| R1 |
6,712.5 |
6,712.5 |
6,686.0 |
6,696.0 |
| PP |
6,680.0 |
6,680.0 |
6,680.0 |
6,671.5 |
| S1 |
6,647.0 |
6,647.0 |
6,674.0 |
6,631.0 |
| S2 |
6,614.5 |
6,614.5 |
6,668.0 |
|
| S3 |
6,549.0 |
6,581.5 |
6,662.0 |
|
| S4 |
6,483.5 |
6,516.0 |
6,644.0 |
|
|
| 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% |
68.5 |
1.0% |
48% |
False |
False |
89,259 |
| 10 |
6,772.0 |
6,596.0 |
176.0 |
2.6% |
66.0 |
1.0% |
48% |
False |
False |
76,254 |
| 20 |
6,772.0 |
6,530.0 |
242.0 |
3.6% |
64.5 |
1.0% |
62% |
False |
False |
85,026 |
| 40 |
6,796.0 |
6,494.5 |
301.5 |
4.5% |
64.0 |
1.0% |
62% |
False |
False |
67,018 |
| 60 |
6,796.0 |
6,451.5 |
344.5 |
5.2% |
55.5 |
0.8% |
66% |
False |
False |
44,790 |
| 80 |
6,796.0 |
6,321.5 |
474.5 |
7.1% |
50.5 |
0.8% |
76% |
False |
False |
33,674 |
| 100 |
6,796.0 |
6,062.5 |
733.5 |
11.0% |
46.5 |
0.7% |
84% |
False |
False |
26,984 |
| 120 |
6,796.0 |
6,062.5 |
733.5 |
11.0% |
39.0 |
0.6% |
84% |
False |
False |
22,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,991.0 |
|
2.618 |
6,884.0 |
|
1.618 |
6,818.5 |
|
1.000 |
6,778.0 |
|
0.618 |
6,753.0 |
|
HIGH |
6,712.5 |
|
0.618 |
6,687.5 |
|
0.500 |
6,680.0 |
|
0.382 |
6,672.0 |
|
LOW |
6,647.0 |
|
0.618 |
6,606.5 |
|
1.000 |
6,581.5 |
|
1.618 |
6,541.0 |
|
2.618 |
6,475.5 |
|
4.250 |
6,368.5 |
|
|
| Fisher Pivots for day following 17-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,680.0 |
6,709.5 |
| PP |
6,680.0 |
6,699.5 |
| S1 |
6,680.0 |
6,690.0 |
|