| Trading Metrics calculated at close of trading on 12-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2007 |
12-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
7,924.0 |
8,000.0 |
76.0 |
1.0% |
8,038.0 |
| High |
7,987.5 |
8,184.0 |
196.5 |
2.5% |
8,188.5 |
| Low |
7,863.0 |
7,941.5 |
78.5 |
1.0% |
7,985.0 |
| Close |
7,965.0 |
8,105.5 |
140.5 |
1.8% |
8,108.0 |
| Range |
124.5 |
242.5 |
118.0 |
94.8% |
203.5 |
| ATR |
130.4 |
138.4 |
8.0 |
6.1% |
0.0 |
| Volume |
238,783 |
200,354 |
-38,429 |
-16.1% |
707,960 |
|
| Daily Pivots for day following 12-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,804.5 |
8,697.5 |
8,238.9 |
|
| R3 |
8,562.0 |
8,455.0 |
8,172.2 |
|
| R2 |
8,319.5 |
8,319.5 |
8,150.0 |
|
| R1 |
8,212.5 |
8,212.5 |
8,127.7 |
8,266.0 |
| PP |
8,077.0 |
8,077.0 |
8,077.0 |
8,103.8 |
| S1 |
7,970.0 |
7,970.0 |
8,083.3 |
8,023.5 |
| S2 |
7,834.5 |
7,834.5 |
8,061.0 |
|
| S3 |
7,592.0 |
7,727.5 |
8,038.8 |
|
| S4 |
7,349.5 |
7,485.0 |
7,972.1 |
|
|
| Weekly Pivots for week ending 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,704.3 |
8,609.7 |
8,219.9 |
|
| R3 |
8,500.8 |
8,406.2 |
8,164.0 |
|
| R2 |
8,297.3 |
8,297.3 |
8,145.3 |
|
| R1 |
8,202.7 |
8,202.7 |
8,126.7 |
8,250.0 |
| PP |
8,093.8 |
8,093.8 |
8,093.8 |
8,117.5 |
| S1 |
7,999.2 |
7,999.2 |
8,089.3 |
8,046.5 |
| S2 |
7,890.3 |
7,890.3 |
8,070.7 |
|
| S3 |
7,686.8 |
7,795.7 |
8,052.0 |
|
| S4 |
7,483.3 |
7,592.2 |
7,996.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,186.0 |
7,863.0 |
323.0 |
4.0% |
120.2 |
1.5% |
75% |
False |
False |
139,321 |
| 10 |
8,188.5 |
7,863.0 |
325.5 |
4.0% |
110.6 |
1.4% |
75% |
False |
False |
143,359 |
| 20 |
8,217.0 |
7,825.5 |
391.5 |
4.8% |
117.4 |
1.4% |
72% |
False |
False |
175,400 |
| 40 |
8,217.0 |
7,585.0 |
632.0 |
7.8% |
117.1 |
1.4% |
82% |
False |
False |
102,199 |
| 60 |
8,217.0 |
7,284.0 |
933.0 |
11.5% |
106.9 |
1.3% |
88% |
False |
False |
68,291 |
| 80 |
8,217.0 |
6,762.5 |
1,454.5 |
17.9% |
98.6 |
1.2% |
92% |
False |
False |
51,366 |
| 100 |
8,217.0 |
6,554.0 |
1,663.0 |
20.5% |
99.6 |
1.2% |
93% |
False |
False |
41,793 |
| 120 |
8,217.0 |
6,554.0 |
1,663.0 |
20.5% |
91.4 |
1.1% |
93% |
False |
False |
34,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,214.6 |
|
2.618 |
8,818.9 |
|
1.618 |
8,576.4 |
|
1.000 |
8,426.5 |
|
0.618 |
8,333.9 |
|
HIGH |
8,184.0 |
|
0.618 |
8,091.4 |
|
0.500 |
8,062.8 |
|
0.382 |
8,034.1 |
|
LOW |
7,941.5 |
|
0.618 |
7,791.6 |
|
1.000 |
7,699.0 |
|
1.618 |
7,549.1 |
|
2.618 |
7,306.6 |
|
4.250 |
6,910.9 |
|
|
| Fisher Pivots for day following 12-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8,091.3 |
8,078.5 |
| PP |
8,077.0 |
8,051.5 |
| S1 |
8,062.8 |
8,024.5 |
|