| Trading Metrics calculated at close of trading on 31-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2007 |
31-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
6,215.0 |
6,265.0 |
50.0 |
0.8% |
6,608.5 |
| High |
6,262.5 |
6,376.0 |
113.5 |
1.8% |
6,643.5 |
| Low |
6,186.5 |
6,255.0 |
68.5 |
1.1% |
6,181.5 |
| Close |
6,216.0 |
6,353.5 |
137.5 |
2.2% |
6,215.0 |
| Range |
76.0 |
121.0 |
45.0 |
59.2% |
462.0 |
| ATR |
95.2 |
99.8 |
4.6 |
4.9% |
0.0 |
| Volume |
231,010 |
143,393 |
-87,617 |
-37.9% |
633,842 |
|
| Daily Pivots for day following 31-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,691.0 |
6,643.5 |
6,420.0 |
|
| R3 |
6,570.0 |
6,522.5 |
6,387.0 |
|
| R2 |
6,449.0 |
6,449.0 |
6,375.5 |
|
| R1 |
6,401.5 |
6,401.5 |
6,364.5 |
6,425.0 |
| PP |
6,328.0 |
6,328.0 |
6,328.0 |
6,340.0 |
| S1 |
6,280.5 |
6,280.5 |
6,342.5 |
6,304.0 |
| S2 |
6,207.0 |
6,207.0 |
6,331.5 |
|
| S3 |
6,086.0 |
6,159.5 |
6,320.0 |
|
| S4 |
5,965.0 |
6,038.5 |
6,287.0 |
|
|
| 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 |
6,541.0 |
6,181.5 |
359.5 |
5.7% |
136.0 |
2.1% |
48% |
False |
False |
165,587 |
| 10 |
6,691.0 |
6,181.5 |
509.5 |
8.0% |
114.0 |
1.8% |
34% |
False |
False |
130,834 |
| 20 |
6,772.0 |
6,181.5 |
590.5 |
9.3% |
90.0 |
1.4% |
29% |
False |
False |
103,544 |
| 40 |
6,796.0 |
6,181.5 |
614.5 |
9.7% |
81.0 |
1.3% |
28% |
False |
False |
99,205 |
| 60 |
6,796.0 |
6,181.5 |
614.5 |
9.7% |
70.5 |
1.1% |
28% |
False |
False |
66,588 |
| 80 |
6,796.0 |
6,181.5 |
614.5 |
9.7% |
59.5 |
0.9% |
28% |
False |
False |
49,979 |
| 100 |
6,796.0 |
6,062.5 |
733.5 |
11.5% |
56.0 |
0.9% |
40% |
False |
False |
40,045 |
| 120 |
6,796.0 |
6,062.5 |
733.5 |
11.5% |
48.5 |
0.8% |
40% |
False |
False |
33,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,890.0 |
|
2.618 |
6,693.0 |
|
1.618 |
6,572.0 |
|
1.000 |
6,497.0 |
|
0.618 |
6,451.0 |
|
HIGH |
6,376.0 |
|
0.618 |
6,330.0 |
|
0.500 |
6,315.5 |
|
0.382 |
6,301.0 |
|
LOW |
6,255.0 |
|
0.618 |
6,180.0 |
|
1.000 |
6,134.0 |
|
1.618 |
6,059.0 |
|
2.618 |
5,938.0 |
|
4.250 |
5,741.0 |
|
|
| Fisher Pivots for day following 31-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,341.0 |
6,328.5 |
| PP |
6,328.0 |
6,303.5 |
| S1 |
6,315.5 |
6,279.0 |
|