| Trading Metrics calculated at close of trading on 24-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2007 |
24-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
6,608.5 |
6,620.0 |
11.5 |
0.2% |
6,742.0 |
| High |
6,643.5 |
6,628.5 |
-15.0 |
-0.2% |
6,759.5 |
| Low |
6,596.0 |
6,504.5 |
-91.5 |
-1.4% |
6,554.5 |
| Close |
6,638.0 |
6,514.5 |
-123.5 |
-1.9% |
6,600.5 |
| Range |
47.5 |
124.0 |
76.5 |
161.1% |
205.0 |
| ATR |
76.3 |
80.4 |
4.1 |
5.3% |
0.0 |
| Volume |
106,206 |
74,101 |
-32,105 |
-30.2% |
427,966 |
|
| Daily Pivots for day following 24-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,921.0 |
6,842.0 |
6,582.5 |
|
| R3 |
6,797.0 |
6,718.0 |
6,548.5 |
|
| R2 |
6,673.0 |
6,673.0 |
6,537.0 |
|
| R1 |
6,594.0 |
6,594.0 |
6,526.0 |
6,571.5 |
| PP |
6,549.0 |
6,549.0 |
6,549.0 |
6,538.0 |
| S1 |
6,470.0 |
6,470.0 |
6,503.0 |
6,447.5 |
| S2 |
6,425.0 |
6,425.0 |
6,492.0 |
|
| S3 |
6,301.0 |
6,346.0 |
6,480.5 |
|
| S4 |
6,177.0 |
6,222.0 |
6,446.5 |
|
|
| Weekly Pivots for week ending 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,253.0 |
7,132.0 |
6,713.0 |
|
| R3 |
7,048.0 |
6,927.0 |
6,657.0 |
|
| R2 |
6,843.0 |
6,843.0 |
6,638.0 |
|
| R1 |
6,722.0 |
6,722.0 |
6,619.5 |
6,680.0 |
| PP |
6,638.0 |
6,638.0 |
6,638.0 |
6,617.0 |
| S1 |
6,517.0 |
6,517.0 |
6,581.5 |
6,475.0 |
| S2 |
6,433.0 |
6,433.0 |
6,563.0 |
|
| S3 |
6,228.0 |
6,312.0 |
6,544.0 |
|
| S4 |
6,023.0 |
6,107.0 |
6,488.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,691.0 |
6,504.5 |
186.5 |
2.9% |
92.0 |
1.4% |
5% |
False |
True |
96,081 |
| 10 |
6,772.0 |
6,504.5 |
267.5 |
4.1% |
80.0 |
1.2% |
4% |
False |
True |
92,670 |
| 20 |
6,772.0 |
6,504.5 |
267.5 |
4.1% |
69.0 |
1.1% |
4% |
False |
True |
86,293 |
| 40 |
6,796.0 |
6,494.5 |
301.5 |
4.6% |
71.5 |
1.1% |
7% |
False |
False |
78,868 |
| 60 |
6,796.0 |
6,451.5 |
344.5 |
5.3% |
60.5 |
0.9% |
18% |
False |
False |
52,792 |
| 80 |
6,796.0 |
6,348.0 |
448.0 |
6.9% |
54.0 |
0.8% |
37% |
False |
False |
39,651 |
| 100 |
6,796.0 |
6,062.5 |
733.5 |
11.3% |
49.5 |
0.8% |
62% |
False |
False |
31,775 |
| 120 |
6,796.0 |
6,062.5 |
733.5 |
11.3% |
43.0 |
0.7% |
62% |
False |
False |
26,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,155.5 |
|
2.618 |
6,953.0 |
|
1.618 |
6,829.0 |
|
1.000 |
6,752.5 |
|
0.618 |
6,705.0 |
|
HIGH |
6,628.5 |
|
0.618 |
6,581.0 |
|
0.500 |
6,566.5 |
|
0.382 |
6,552.0 |
|
LOW |
6,504.5 |
|
0.618 |
6,428.0 |
|
1.000 |
6,380.5 |
|
1.618 |
6,304.0 |
|
2.618 |
6,180.0 |
|
4.250 |
5,977.5 |
|
|
| Fisher Pivots for day following 24-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,566.5 |
6,598.0 |
| PP |
6,549.0 |
6,570.0 |
| S1 |
6,532.0 |
6,542.0 |
|