| Trading Metrics calculated at close of trading on 30-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2007 |
30-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
6,189.0 |
6,215.0 |
26.0 |
0.4% |
6,608.5 |
| High |
6,320.0 |
6,262.5 |
-57.5 |
-0.9% |
6,643.5 |
| Low |
6,181.5 |
6,186.5 |
5.0 |
0.1% |
6,181.5 |
| Close |
6,215.0 |
6,216.0 |
1.0 |
0.0% |
6,215.0 |
| Range |
138.5 |
76.0 |
-62.5 |
-45.1% |
462.0 |
| ATR |
96.7 |
95.2 |
-1.5 |
-1.5% |
0.0 |
| Volume |
196,744 |
231,010 |
34,266 |
17.4% |
633,842 |
|
| Daily Pivots for day following 30-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,449.5 |
6,409.0 |
6,258.0 |
|
| R3 |
6,373.5 |
6,333.0 |
6,237.0 |
|
| R2 |
6,297.5 |
6,297.5 |
6,230.0 |
|
| R1 |
6,257.0 |
6,257.0 |
6,223.0 |
6,277.0 |
| PP |
6,221.5 |
6,221.5 |
6,221.5 |
6,232.0 |
| S1 |
6,181.0 |
6,181.0 |
6,209.0 |
6,201.0 |
| S2 |
6,145.5 |
6,145.5 |
6,202.0 |
|
| S3 |
6,069.5 |
6,105.0 |
6,195.0 |
|
| S4 |
5,993.5 |
6,029.0 |
6,174.0 |
|
|
| Weekly Pivots for week ending 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,732.5 |
7,436.0 |
6,469.0 |
|
| R3 |
7,270.5 |
6,974.0 |
6,342.0 |
|
| R2 |
6,808.5 |
6,808.5 |
6,299.5 |
|
| R1 |
6,512.0 |
6,512.0 |
6,257.5 |
6,429.0 |
| PP |
6,346.5 |
6,346.5 |
6,346.5 |
6,305.5 |
| S1 |
6,050.0 |
6,050.0 |
6,172.5 |
5,967.0 |
| S2 |
5,884.5 |
5,884.5 |
6,130.5 |
|
| S3 |
5,422.5 |
5,588.0 |
6,088.0 |
|
| S4 |
4,960.5 |
5,126.0 |
5,961.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,628.5 |
6,181.5 |
447.0 |
7.2% |
136.5 |
2.2% |
8% |
False |
False |
151,729 |
| 10 |
6,712.5 |
6,181.5 |
531.0 |
8.5% |
108.5 |
1.7% |
6% |
False |
False |
122,006 |
| 20 |
6,772.0 |
6,181.5 |
590.5 |
9.5% |
85.5 |
1.4% |
6% |
False |
False |
100,721 |
| 40 |
6,796.0 |
6,181.5 |
614.5 |
9.9% |
80.5 |
1.3% |
6% |
False |
False |
95,678 |
| 60 |
6,796.0 |
6,181.5 |
614.5 |
9.9% |
68.5 |
1.1% |
6% |
False |
False |
64,198 |
| 80 |
6,796.0 |
6,181.5 |
614.5 |
9.9% |
58.5 |
0.9% |
6% |
False |
False |
48,193 |
| 100 |
6,796.0 |
6,062.5 |
733.5 |
11.8% |
55.0 |
0.9% |
21% |
False |
False |
38,611 |
| 120 |
6,796.0 |
6,062.5 |
733.5 |
11.8% |
47.5 |
0.8% |
21% |
False |
False |
32,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,585.5 |
|
2.618 |
6,461.5 |
|
1.618 |
6,385.5 |
|
1.000 |
6,338.5 |
|
0.618 |
6,309.5 |
|
HIGH |
6,262.5 |
|
0.618 |
6,233.5 |
|
0.500 |
6,224.5 |
|
0.382 |
6,215.5 |
|
LOW |
6,186.5 |
|
0.618 |
6,139.5 |
|
1.000 |
6,110.5 |
|
1.618 |
6,063.5 |
|
2.618 |
5,987.5 |
|
4.250 |
5,863.5 |
|
|
| Fisher Pivots for day following 30-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,224.5 |
6,330.0 |
| PP |
6,221.5 |
6,292.0 |
| S1 |
6,219.0 |
6,254.0 |
|