| Trading Metrics calculated at close of trading on 18-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2007 |
18-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
6,710.0 |
6,614.0 |
-96.0 |
-1.4% |
6,731.5 |
| High |
6,712.5 |
6,650.5 |
-62.0 |
-0.9% |
6,772.0 |
| Low |
6,647.0 |
6,554.5 |
-92.5 |
-1.4% |
6,596.0 |
| Close |
6,680.0 |
6,591.0 |
-89.0 |
-1.3% |
6,737.0 |
| Range |
65.5 |
96.0 |
30.5 |
46.6% |
176.0 |
| ATR |
69.8 |
73.8 |
4.0 |
5.7% |
0.0 |
| Volume |
55,113 |
87,652 |
32,539 |
59.0% |
444,832 |
|
| Daily Pivots for day following 18-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,886.5 |
6,835.0 |
6,644.0 |
|
| R3 |
6,790.5 |
6,739.0 |
6,617.5 |
|
| R2 |
6,694.5 |
6,694.5 |
6,608.5 |
|
| R1 |
6,643.0 |
6,643.0 |
6,600.0 |
6,621.0 |
| PP |
6,598.5 |
6,598.5 |
6,598.5 |
6,587.5 |
| S1 |
6,547.0 |
6,547.0 |
6,582.0 |
6,525.0 |
| S2 |
6,502.5 |
6,502.5 |
6,573.5 |
|
| S3 |
6,406.5 |
6,451.0 |
6,564.5 |
|
| S4 |
6,310.5 |
6,355.0 |
6,538.0 |
|
|
| 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 |
6,554.5 |
217.5 |
3.3% |
76.0 |
1.2% |
17% |
False |
True |
85,073 |
| 10 |
6,772.0 |
6,554.5 |
217.5 |
3.3% |
71.5 |
1.1% |
17% |
False |
True |
78,366 |
| 20 |
6,772.0 |
6,530.0 |
242.0 |
3.7% |
66.5 |
1.0% |
25% |
False |
False |
84,964 |
| 40 |
6,796.0 |
6,494.5 |
301.5 |
4.6% |
65.5 |
1.0% |
32% |
False |
False |
69,127 |
| 60 |
6,796.0 |
6,451.5 |
344.5 |
5.2% |
56.5 |
0.9% |
40% |
False |
False |
46,249 |
| 80 |
6,796.0 |
6,321.5 |
474.5 |
7.2% |
51.0 |
0.8% |
57% |
False |
False |
34,761 |
| 100 |
6,796.0 |
6,062.5 |
733.5 |
11.1% |
47.5 |
0.7% |
72% |
False |
False |
27,860 |
| 120 |
6,796.0 |
6,062.5 |
733.5 |
11.1% |
40.0 |
0.6% |
72% |
False |
False |
23,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,058.5 |
|
2.618 |
6,902.0 |
|
1.618 |
6,806.0 |
|
1.000 |
6,746.5 |
|
0.618 |
6,710.0 |
|
HIGH |
6,650.5 |
|
0.618 |
6,614.0 |
|
0.500 |
6,602.5 |
|
0.382 |
6,591.0 |
|
LOW |
6,554.5 |
|
0.618 |
6,495.0 |
|
1.000 |
6,458.5 |
|
1.618 |
6,399.0 |
|
2.618 |
6,303.0 |
|
4.250 |
6,146.5 |
|
|
| Fisher Pivots for day following 18-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,602.5 |
6,657.0 |
| PP |
6,598.5 |
6,635.0 |
| S1 |
6,595.0 |
6,613.0 |
|