| Trading Metrics calculated at close of trading on 13-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2007 |
13-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
6,346.0 |
6,450.0 |
104.0 |
1.6% |
6,395.0 |
| High |
6,370.0 |
6,452.0 |
82.0 |
1.3% |
6,452.0 |
| Low |
6,324.0 |
6,389.0 |
65.0 |
1.0% |
6,298.0 |
| Close |
6,365.0 |
6,393.0 |
28.0 |
0.4% |
6,393.0 |
| Range |
46.0 |
63.0 |
17.0 |
37.0% |
154.0 |
| ATR |
64.1 |
65.7 |
1.6 |
2.6% |
0.0 |
| Volume |
16,657 |
18,880 |
2,223 |
13.3% |
86,909 |
|
| Daily Pivots for day following 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,600.3 |
6,559.7 |
6,427.7 |
|
| R3 |
6,537.3 |
6,496.7 |
6,410.3 |
|
| R2 |
6,474.3 |
6,474.3 |
6,404.6 |
|
| R1 |
6,433.7 |
6,433.7 |
6,398.8 |
6,422.5 |
| PP |
6,411.3 |
6,411.3 |
6,411.3 |
6,405.8 |
| S1 |
6,370.7 |
6,370.7 |
6,387.2 |
6,359.5 |
| S2 |
6,348.3 |
6,348.3 |
6,381.5 |
|
| S3 |
6,285.3 |
6,307.7 |
6,375.7 |
|
| S4 |
6,222.3 |
6,244.7 |
6,358.4 |
|
|
| Weekly Pivots for week ending 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,843.0 |
6,772.0 |
6,477.7 |
|
| R3 |
6,689.0 |
6,618.0 |
6,435.4 |
|
| R2 |
6,535.0 |
6,535.0 |
6,421.2 |
|
| R1 |
6,464.0 |
6,464.0 |
6,407.1 |
6,422.5 |
| PP |
6,381.0 |
6,381.0 |
6,381.0 |
6,360.3 |
| S1 |
6,310.0 |
6,310.0 |
6,378.9 |
6,268.5 |
| S2 |
6,227.0 |
6,227.0 |
6,364.8 |
|
| S3 |
6,073.0 |
6,156.0 |
6,350.7 |
|
| S4 |
5,919.0 |
6,002.0 |
6,308.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,452.0 |
6,298.0 |
154.0 |
2.4% |
50.6 |
0.8% |
62% |
True |
False |
17,381 |
| 10 |
6,452.0 |
6,277.0 |
175.0 |
2.7% |
52.3 |
0.8% |
66% |
True |
False |
17,405 |
| 20 |
6,452.0 |
6,184.0 |
268.0 |
4.2% |
55.7 |
0.9% |
78% |
True |
False |
30,793 |
| 40 |
6,452.0 |
6,182.0 |
270.0 |
4.2% |
49.0 |
0.8% |
78% |
True |
False |
16,575 |
| 60 |
6,452.0 |
6,150.0 |
302.0 |
4.7% |
39.5 |
0.6% |
80% |
True |
False |
11,094 |
| 80 |
6,452.0 |
5,903.0 |
549.0 |
8.6% |
34.3 |
0.5% |
89% |
True |
False |
8,340 |
| 100 |
6,452.0 |
5,667.0 |
785.0 |
12.3% |
30.1 |
0.5% |
92% |
True |
False |
6,697 |
| 120 |
6,452.0 |
5,667.0 |
785.0 |
12.3% |
26.3 |
0.4% |
92% |
True |
False |
5,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,719.8 |
|
2.618 |
6,616.9 |
|
1.618 |
6,553.9 |
|
1.000 |
6,515.0 |
|
0.618 |
6,490.9 |
|
HIGH |
6,452.0 |
|
0.618 |
6,427.9 |
|
0.500 |
6,420.5 |
|
0.382 |
6,413.1 |
|
LOW |
6,389.0 |
|
0.618 |
6,350.1 |
|
1.000 |
6,326.0 |
|
1.618 |
6,287.1 |
|
2.618 |
6,224.1 |
|
4.250 |
6,121.3 |
|
|
| Fisher Pivots for day following 13-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,420.5 |
6,387.0 |
| PP |
6,411.3 |
6,381.0 |
| S1 |
6,402.2 |
6,375.0 |
|