| Trading Metrics calculated at close of trading on 19-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2007 |
19-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
6,358.0 |
6,350.0 |
-8.0 |
-0.1% |
6,395.0 |
| High |
6,358.0 |
6,385.0 |
27.0 |
0.4% |
6,452.0 |
| Low |
6,315.0 |
6,348.0 |
33.0 |
0.5% |
6,298.0 |
| Close |
6,329.0 |
6,384.0 |
55.0 |
0.9% |
6,393.0 |
| Range |
43.0 |
37.0 |
-6.0 |
-14.0% |
154.0 |
| ATR |
61.8 |
61.4 |
-0.4 |
-0.7% |
0.0 |
| Volume |
22,725 |
15,410 |
-7,315 |
-32.2% |
86,909 |
|
| Daily Pivots for day following 19-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,483.3 |
6,470.7 |
6,404.4 |
|
| R3 |
6,446.3 |
6,433.7 |
6,394.2 |
|
| R2 |
6,409.3 |
6,409.3 |
6,390.8 |
|
| R1 |
6,396.7 |
6,396.7 |
6,387.4 |
6,403.0 |
| PP |
6,372.3 |
6,372.3 |
6,372.3 |
6,375.5 |
| S1 |
6,359.7 |
6,359.7 |
6,380.6 |
6,366.0 |
| S2 |
6,335.3 |
6,335.3 |
6,377.2 |
|
| S3 |
6,298.3 |
6,322.7 |
6,373.8 |
|
| S4 |
6,261.3 |
6,285.7 |
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 |
6,315.0 |
137.0 |
2.1% |
41.4 |
0.6% |
50% |
False |
False |
17,069 |
| 10 |
6,452.0 |
6,298.0 |
154.0 |
2.4% |
44.8 |
0.7% |
56% |
False |
False |
16,719 |
| 20 |
6,452.0 |
6,184.0 |
268.0 |
4.2% |
51.8 |
0.8% |
75% |
False |
False |
18,894 |
| 40 |
6,452.0 |
6,182.0 |
270.0 |
4.2% |
49.0 |
0.8% |
75% |
False |
False |
18,229 |
| 60 |
6,452.0 |
6,150.0 |
302.0 |
4.7% |
40.6 |
0.6% |
77% |
False |
False |
12,200 |
| 80 |
6,452.0 |
5,958.0 |
494.0 |
7.7% |
35.4 |
0.6% |
86% |
False |
False |
9,169 |
| 100 |
6,452.0 |
5,667.0 |
785.0 |
12.3% |
31.5 |
0.5% |
91% |
False |
False |
7,362 |
| 120 |
6,452.0 |
5,667.0 |
785.0 |
12.3% |
27.5 |
0.4% |
91% |
False |
False |
6,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,542.3 |
|
2.618 |
6,481.9 |
|
1.618 |
6,444.9 |
|
1.000 |
6,422.0 |
|
0.618 |
6,407.9 |
|
HIGH |
6,385.0 |
|
0.618 |
6,370.9 |
|
0.500 |
6,366.5 |
|
0.382 |
6,362.1 |
|
LOW |
6,348.0 |
|
0.618 |
6,325.1 |
|
1.000 |
6,311.0 |
|
1.618 |
6,288.1 |
|
2.618 |
6,251.1 |
|
4.250 |
6,190.8 |
|
|
| Fisher Pivots for day following 19-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,378.2 |
6,374.3 |
| PP |
6,372.3 |
6,364.7 |
| S1 |
6,366.5 |
6,355.0 |
|