| Trading Metrics calculated at close of trading on 31-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2007 |
31-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
5,987.0 |
6,096.0 |
109.0 |
1.8% |
6,390.0 |
| High |
6,087.0 |
6,131.0 |
44.0 |
0.7% |
6,427.0 |
| Low |
5,987.0 |
6,077.0 |
90.0 |
1.5% |
6,050.0 |
| Close |
6,072.0 |
6,123.0 |
51.0 |
0.8% |
6,064.0 |
| Range |
100.0 |
54.0 |
-46.0 |
-46.0% |
377.0 |
| ATR |
77.2 |
75.9 |
-1.3 |
-1.7% |
0.0 |
| Volume |
34,028 |
31,186 |
-2,842 |
-8.4% |
117,389 |
|
| Daily Pivots for day following 31-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,272.3 |
6,251.7 |
6,152.7 |
|
| R3 |
6,218.3 |
6,197.7 |
6,137.9 |
|
| R2 |
6,164.3 |
6,164.3 |
6,132.9 |
|
| R1 |
6,143.7 |
6,143.7 |
6,128.0 |
6,154.0 |
| PP |
6,110.3 |
6,110.3 |
6,110.3 |
6,115.5 |
| S1 |
6,089.7 |
6,089.7 |
6,118.1 |
6,100.0 |
| S2 |
6,056.3 |
6,056.3 |
6,113.1 |
|
| S3 |
6,002.3 |
6,035.7 |
6,108.2 |
|
| S4 |
5,948.3 |
5,981.7 |
6,093.3 |
|
|
| 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 |
6,344.0 |
5,987.0 |
357.0 |
5.8% |
74.8 |
1.2% |
38% |
False |
False |
29,986 |
| 10 |
6,428.0 |
5,987.0 |
441.0 |
7.2% |
55.7 |
0.9% |
31% |
False |
False |
23,368 |
| 20 |
6,452.0 |
5,987.0 |
465.0 |
7.6% |
52.6 |
0.9% |
29% |
False |
False |
19,784 |
| 40 |
6,452.0 |
5,987.0 |
465.0 |
7.6% |
52.1 |
0.9% |
29% |
False |
False |
23,078 |
| 60 |
6,452.0 |
5,987.0 |
465.0 |
7.6% |
46.5 |
0.8% |
29% |
False |
False |
15,446 |
| 80 |
6,452.0 |
5,987.0 |
465.0 |
7.6% |
37.5 |
0.6% |
29% |
False |
False |
11,611 |
| 100 |
6,452.0 |
5,784.0 |
668.0 |
10.9% |
34.6 |
0.6% |
51% |
False |
False |
9,294 |
| 120 |
6,452.0 |
5,667.0 |
785.0 |
12.8% |
31.1 |
0.5% |
58% |
False |
False |
7,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,360.5 |
|
2.618 |
6,272.4 |
|
1.618 |
6,218.4 |
|
1.000 |
6,185.0 |
|
0.618 |
6,164.4 |
|
HIGH |
6,131.0 |
|
0.618 |
6,110.4 |
|
0.500 |
6,104.0 |
|
0.382 |
6,097.6 |
|
LOW |
6,077.0 |
|
0.618 |
6,043.6 |
|
1.000 |
6,023.0 |
|
1.618 |
5,989.6 |
|
2.618 |
5,935.6 |
|
4.250 |
5,847.5 |
|
|
| Fisher Pivots for day following 31-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,116.7 |
6,102.0 |
| PP |
6,110.3 |
6,081.0 |
| S1 |
6,104.0 |
6,060.0 |
|