| Trading Metrics calculated at close of trading on 30-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2007 |
30-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
6,050.0 |
5,987.0 |
-63.0 |
-1.0% |
6,390.0 |
| High |
6,133.0 |
6,087.0 |
-46.0 |
-0.8% |
6,427.0 |
| Low |
6,050.0 |
5,987.0 |
-63.0 |
-1.0% |
6,050.0 |
| Close |
6,064.0 |
6,072.0 |
8.0 |
0.1% |
6,064.0 |
| Range |
83.0 |
100.0 |
17.0 |
20.5% |
377.0 |
| ATR |
75.4 |
77.2 |
1.8 |
2.3% |
0.0 |
| Volume |
35,093 |
34,028 |
-1,065 |
-3.0% |
117,389 |
|
| Daily Pivots for day following 30-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,348.7 |
6,310.3 |
6,127.0 |
|
| R3 |
6,248.7 |
6,210.3 |
6,099.5 |
|
| R2 |
6,148.7 |
6,148.7 |
6,090.3 |
|
| R1 |
6,110.3 |
6,110.3 |
6,081.2 |
6,129.5 |
| PP |
6,048.7 |
6,048.7 |
6,048.7 |
6,058.3 |
| S1 |
6,010.3 |
6,010.3 |
6,062.8 |
6,029.5 |
| S2 |
5,948.7 |
5,948.7 |
6,053.7 |
|
| S3 |
5,848.7 |
5,910.3 |
6,044.5 |
|
| S4 |
5,748.7 |
5,810.3 |
6,017.0 |
|
|
| 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 |
5,987.0 |
440.0 |
7.2% |
69.0 |
1.1% |
19% |
False |
True |
26,705 |
| 10 |
6,428.0 |
5,987.0 |
441.0 |
7.3% |
53.0 |
0.9% |
19% |
False |
True |
21,645 |
| 20 |
6,452.0 |
5,987.0 |
465.0 |
7.7% |
52.2 |
0.9% |
18% |
False |
True |
19,112 |
| 40 |
6,452.0 |
5,987.0 |
465.0 |
7.7% |
51.7 |
0.9% |
18% |
False |
True |
22,301 |
| 60 |
6,452.0 |
5,987.0 |
465.0 |
7.7% |
45.6 |
0.8% |
18% |
False |
True |
14,933 |
| 80 |
6,452.0 |
5,987.0 |
465.0 |
7.7% |
37.1 |
0.6% |
18% |
False |
True |
11,221 |
| 100 |
6,452.0 |
5,784.0 |
668.0 |
11.0% |
34.1 |
0.6% |
43% |
False |
False |
8,984 |
| 120 |
6,452.0 |
5,667.0 |
785.0 |
12.9% |
30.7 |
0.5% |
52% |
False |
False |
7,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,512.0 |
|
2.618 |
6,348.8 |
|
1.618 |
6,248.8 |
|
1.000 |
6,187.0 |
|
0.618 |
6,148.8 |
|
HIGH |
6,087.0 |
|
0.618 |
6,048.8 |
|
0.500 |
6,037.0 |
|
0.382 |
6,025.2 |
|
LOW |
5,987.0 |
|
0.618 |
5,925.2 |
|
1.000 |
5,887.0 |
|
1.618 |
5,825.2 |
|
2.618 |
5,725.2 |
|
4.250 |
5,562.0 |
|
|
| Fisher Pivots for day following 30-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,060.3 |
6,165.0 |
| PP |
6,048.7 |
6,134.0 |
| S1 |
6,037.0 |
6,103.0 |
|