| Trading Metrics calculated at close of trading on 16-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2007 |
16-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
6,450.0 |
6,396.0 |
-54.0 |
-0.8% |
6,395.0 |
| High |
6,452.0 |
6,418.0 |
-34.0 |
-0.5% |
6,452.0 |
| Low |
6,389.0 |
6,381.0 |
-8.0 |
-0.1% |
6,298.0 |
| Close |
6,393.0 |
6,384.0 |
-9.0 |
-0.1% |
6,393.0 |
| Range |
63.0 |
37.0 |
-26.0 |
-41.3% |
154.0 |
| ATR |
65.7 |
63.6 |
-2.0 |
-3.1% |
0.0 |
| Volume |
18,880 |
14,374 |
-4,506 |
-23.9% |
86,909 |
|
| Daily Pivots for day following 16-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,505.3 |
6,481.7 |
6,404.4 |
|
| R3 |
6,468.3 |
6,444.7 |
6,394.2 |
|
| R2 |
6,431.3 |
6,431.3 |
6,390.8 |
|
| R1 |
6,407.7 |
6,407.7 |
6,387.4 |
6,401.0 |
| PP |
6,394.3 |
6,394.3 |
6,394.3 |
6,391.0 |
| S1 |
6,370.7 |
6,370.7 |
6,380.6 |
6,364.0 |
| S2 |
6,357.3 |
6,357.3 |
6,377.2 |
|
| S3 |
6,320.3 |
6,333.7 |
6,373.8 |
|
| S4 |
6,283.3 |
6,296.7 |
6,363.7 |
|
|
| 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% |
50.4 |
0.8% |
56% |
False |
False |
17,640 |
| 10 |
6,452.0 |
6,296.0 |
156.0 |
2.4% |
51.3 |
0.8% |
56% |
False |
False |
16,579 |
| 20 |
6,452.0 |
6,184.0 |
268.0 |
4.2% |
55.7 |
0.9% |
75% |
False |
False |
29,016 |
| 40 |
6,452.0 |
6,182.0 |
270.0 |
4.2% |
49.3 |
0.8% |
75% |
False |
False |
16,932 |
| 60 |
6,452.0 |
6,150.0 |
302.0 |
4.7% |
39.8 |
0.6% |
77% |
False |
False |
11,333 |
| 80 |
6,452.0 |
5,903.0 |
549.0 |
8.6% |
34.4 |
0.5% |
88% |
False |
False |
8,519 |
| 100 |
6,452.0 |
5,667.0 |
785.0 |
12.3% |
30.4 |
0.5% |
91% |
False |
False |
6,841 |
| 120 |
6,452.0 |
5,667.0 |
785.0 |
12.3% |
26.6 |
0.4% |
91% |
False |
False |
5,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,575.3 |
|
2.618 |
6,514.9 |
|
1.618 |
6,477.9 |
|
1.000 |
6,455.0 |
|
0.618 |
6,440.9 |
|
HIGH |
6,418.0 |
|
0.618 |
6,403.9 |
|
0.500 |
6,399.5 |
|
0.382 |
6,395.1 |
|
LOW |
6,381.0 |
|
0.618 |
6,358.1 |
|
1.000 |
6,344.0 |
|
1.618 |
6,321.1 |
|
2.618 |
6,284.1 |
|
4.250 |
6,223.8 |
|
|
| Fisher Pivots for day following 16-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,399.5 |
6,388.0 |
| PP |
6,394.3 |
6,386.7 |
| S1 |
6,389.2 |
6,385.3 |
|