| Trading Metrics calculated at close of trading on 18-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2007 |
18-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
6,395.0 |
6,358.0 |
-37.0 |
-0.6% |
6,395.0 |
| High |
6,395.0 |
6,358.0 |
-37.0 |
-0.6% |
6,452.0 |
| Low |
6,368.0 |
6,315.0 |
-53.0 |
-0.8% |
6,298.0 |
| Close |
6,387.0 |
6,329.0 |
-58.0 |
-0.9% |
6,393.0 |
| Range |
27.0 |
43.0 |
16.0 |
59.3% |
154.0 |
| ATR |
61.0 |
61.8 |
0.8 |
1.3% |
0.0 |
| Volume |
13,957 |
22,725 |
8,768 |
62.8% |
86,909 |
|
| Daily Pivots for day following 18-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,463.0 |
6,439.0 |
6,352.7 |
|
| R3 |
6,420.0 |
6,396.0 |
6,340.8 |
|
| R2 |
6,377.0 |
6,377.0 |
6,336.9 |
|
| R1 |
6,353.0 |
6,353.0 |
6,332.9 |
6,343.5 |
| PP |
6,334.0 |
6,334.0 |
6,334.0 |
6,329.3 |
| S1 |
6,310.0 |
6,310.0 |
6,325.1 |
6,300.5 |
| S2 |
6,291.0 |
6,291.0 |
6,321.1 |
|
| S3 |
6,248.0 |
6,267.0 |
6,317.2 |
|
| S4 |
6,205.0 |
6,224.0 |
6,305.4 |
|
|
| 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 |
6,315.0 |
137.0 |
2.2% |
43.2 |
0.7% |
10% |
False |
True |
17,318 |
| 10 |
6,452.0 |
6,298.0 |
154.0 |
2.4% |
49.0 |
0.8% |
20% |
False |
False |
16,738 |
| 20 |
6,452.0 |
6,184.0 |
268.0 |
4.2% |
51.8 |
0.8% |
54% |
False |
False |
19,237 |
| 40 |
6,452.0 |
6,182.0 |
270.0 |
4.3% |
49.4 |
0.8% |
54% |
False |
False |
17,844 |
| 60 |
6,452.0 |
6,150.0 |
302.0 |
4.8% |
40.0 |
0.6% |
59% |
False |
False |
11,943 |
| 80 |
6,452.0 |
5,958.0 |
494.0 |
7.8% |
35.1 |
0.6% |
75% |
False |
False |
8,976 |
| 100 |
6,452.0 |
5,667.0 |
785.0 |
12.4% |
31.1 |
0.5% |
84% |
False |
False |
7,208 |
| 120 |
6,452.0 |
5,667.0 |
785.0 |
12.4% |
27.2 |
0.4% |
84% |
False |
False |
6,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,540.8 |
|
2.618 |
6,470.6 |
|
1.618 |
6,427.6 |
|
1.000 |
6,401.0 |
|
0.618 |
6,384.6 |
|
HIGH |
6,358.0 |
|
0.618 |
6,341.6 |
|
0.500 |
6,336.5 |
|
0.382 |
6,331.4 |
|
LOW |
6,315.0 |
|
0.618 |
6,288.4 |
|
1.000 |
6,272.0 |
|
1.618 |
6,245.4 |
|
2.618 |
6,202.4 |
|
4.250 |
6,132.3 |
|
|
| Fisher Pivots for day following 18-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,336.5 |
6,366.5 |
| PP |
6,334.0 |
6,354.0 |
| S1 |
6,331.5 |
6,341.5 |
|