| Trading Metrics calculated at close of trading on 19-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2007 |
19-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
6,614.0 |
6,619.0 |
5.0 |
0.1% |
6,731.5 |
| High |
6,650.5 |
6,677.0 |
26.5 |
0.4% |
6,772.0 |
| Low |
6,554.5 |
6,613.5 |
59.0 |
0.9% |
6,596.0 |
| Close |
6,591.0 |
6,654.0 |
63.0 |
1.0% |
6,737.0 |
| Range |
96.0 |
63.5 |
-32.5 |
-33.9% |
176.0 |
| ATR |
73.8 |
74.7 |
0.9 |
1.2% |
0.0 |
| Volume |
87,652 |
117,061 |
29,409 |
33.6% |
444,832 |
|
| Daily Pivots for day following 19-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,838.5 |
6,810.0 |
6,689.0 |
|
| R3 |
6,775.0 |
6,746.5 |
6,671.5 |
|
| R2 |
6,711.5 |
6,711.5 |
6,665.5 |
|
| R1 |
6,683.0 |
6,683.0 |
6,660.0 |
6,697.0 |
| PP |
6,648.0 |
6,648.0 |
6,648.0 |
6,655.5 |
| S1 |
6,619.5 |
6,619.5 |
6,648.0 |
6,634.0 |
| S2 |
6,584.5 |
6,584.5 |
6,642.5 |
|
| S3 |
6,521.0 |
6,556.0 |
6,636.5 |
|
| S4 |
6,457.5 |
6,492.5 |
6,619.0 |
|
|
| 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% |
65.5 |
1.0% |
46% |
False |
False |
85,773 |
| 10 |
6,772.0 |
6,554.5 |
217.5 |
3.3% |
70.5 |
1.1% |
46% |
False |
False |
86,326 |
| 20 |
6,772.0 |
6,530.0 |
242.0 |
3.6% |
66.0 |
1.0% |
51% |
False |
False |
86,662 |
| 40 |
6,796.0 |
6,494.5 |
301.5 |
4.5% |
66.5 |
1.0% |
53% |
False |
False |
72,054 |
| 60 |
6,796.0 |
6,451.5 |
344.5 |
5.2% |
57.0 |
0.9% |
59% |
False |
False |
48,200 |
| 80 |
6,796.0 |
6,321.5 |
474.5 |
7.1% |
51.0 |
0.8% |
70% |
False |
False |
36,221 |
| 100 |
6,796.0 |
6,062.5 |
733.5 |
11.0% |
48.0 |
0.7% |
81% |
False |
False |
29,018 |
| 120 |
6,796.0 |
6,062.5 |
733.5 |
11.0% |
40.5 |
0.6% |
81% |
False |
False |
24,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,947.0 |
|
2.618 |
6,843.0 |
|
1.618 |
6,779.5 |
|
1.000 |
6,740.5 |
|
0.618 |
6,716.0 |
|
HIGH |
6,677.0 |
|
0.618 |
6,652.5 |
|
0.500 |
6,645.0 |
|
0.382 |
6,638.0 |
|
LOW |
6,613.5 |
|
0.618 |
6,574.5 |
|
1.000 |
6,550.0 |
|
1.618 |
6,511.0 |
|
2.618 |
6,447.5 |
|
4.250 |
6,343.5 |
|
|
| Fisher Pivots for day following 19-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,651.0 |
6,647.0 |
| PP |
6,648.0 |
6,640.5 |
| S1 |
6,645.0 |
6,633.5 |
|