| Trading Metrics calculated at close of trading on 27-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2007 |
27-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
6,331.0 |
6,050.0 |
-281.0 |
-4.4% |
6,390.0 |
| High |
6,343.0 |
6,133.0 |
-210.0 |
-3.3% |
6,427.0 |
| Low |
6,233.0 |
6,050.0 |
-183.0 |
-2.9% |
6,050.0 |
| Close |
6,242.0 |
6,064.0 |
-178.0 |
-2.9% |
6,064.0 |
| Range |
110.0 |
83.0 |
-27.0 |
-24.5% |
377.0 |
| ATR |
66.4 |
75.4 |
9.0 |
13.5% |
0.0 |
| Volume |
28,411 |
35,093 |
6,682 |
23.5% |
117,389 |
|
| Daily Pivots for day following 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,331.3 |
6,280.7 |
6,109.7 |
|
| R3 |
6,248.3 |
6,197.7 |
6,086.8 |
|
| R2 |
6,165.3 |
6,165.3 |
6,079.2 |
|
| R1 |
6,114.7 |
6,114.7 |
6,071.6 |
6,140.0 |
| PP |
6,082.3 |
6,082.3 |
6,082.3 |
6,095.0 |
| S1 |
6,031.7 |
6,031.7 |
6,056.4 |
6,057.0 |
| S2 |
5,999.3 |
5,999.3 |
6,048.8 |
|
| S3 |
5,916.3 |
5,948.7 |
6,041.2 |
|
| S4 |
5,833.3 |
5,865.7 |
6,018.4 |
|
|
| Weekly Pivots for week ending 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,311.3 |
7,064.7 |
6,271.4 |
|
| R3 |
6,934.3 |
6,687.7 |
6,167.7 |
|
| R2 |
6,557.3 |
6,557.3 |
6,133.1 |
|
| R1 |
6,310.7 |
6,310.7 |
6,098.6 |
6,245.5 |
| PP |
6,180.3 |
6,180.3 |
6,180.3 |
6,147.8 |
| S1 |
5,933.7 |
5,933.7 |
6,029.4 |
5,868.5 |
| S2 |
5,803.3 |
5,803.3 |
5,994.9 |
|
| S3 |
5,426.3 |
5,556.7 |
5,960.3 |
|
| S4 |
5,049.3 |
5,179.7 |
5,856.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,427.0 |
6,050.0 |
377.0 |
6.2% |
57.6 |
0.9% |
4% |
False |
True |
23,477 |
| 10 |
6,428.0 |
6,050.0 |
378.0 |
6.2% |
46.7 |
0.8% |
4% |
False |
True |
19,679 |
| 20 |
6,452.0 |
6,050.0 |
402.0 |
6.6% |
49.5 |
0.8% |
3% |
False |
True |
18,542 |
| 40 |
6,452.0 |
6,050.0 |
402.0 |
6.6% |
49.6 |
0.8% |
3% |
False |
True |
21,456 |
| 60 |
6,452.0 |
6,050.0 |
402.0 |
6.6% |
44.2 |
0.7% |
3% |
False |
True |
14,370 |
| 80 |
6,452.0 |
5,993.0 |
459.0 |
7.6% |
36.8 |
0.6% |
15% |
False |
False |
10,797 |
| 100 |
6,452.0 |
5,784.0 |
668.0 |
11.0% |
33.1 |
0.5% |
42% |
False |
False |
8,643 |
| 120 |
6,452.0 |
5,667.0 |
785.0 |
12.9% |
30.0 |
0.5% |
51% |
False |
False |
7,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,485.8 |
|
2.618 |
6,350.3 |
|
1.618 |
6,267.3 |
|
1.000 |
6,216.0 |
|
0.618 |
6,184.3 |
|
HIGH |
6,133.0 |
|
0.618 |
6,101.3 |
|
0.500 |
6,091.5 |
|
0.382 |
6,081.7 |
|
LOW |
6,050.0 |
|
0.618 |
5,998.7 |
|
1.000 |
5,967.0 |
|
1.618 |
5,915.7 |
|
2.618 |
5,832.7 |
|
4.250 |
5,697.3 |
|
|
| Fisher Pivots for day following 27-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,091.5 |
6,197.0 |
| PP |
6,082.3 |
6,152.7 |
| S1 |
6,073.2 |
6,108.3 |
|