| Trading Metrics calculated at close of trading on 09-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2007 |
09-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1,482.00 |
1,502.25 |
20.25 |
1.4% |
1,460.00 |
| High |
1,510.50 |
1,504.50 |
-6.00 |
-0.4% |
1,495.75 |
| Low |
1,480.50 |
1,456.50 |
-24.00 |
-1.6% |
1,436.25 |
| Close |
1,504.00 |
1,458.00 |
-46.00 |
-3.1% |
1,443.00 |
| Range |
30.00 |
48.00 |
18.00 |
60.0% |
59.50 |
| ATR |
27.76 |
29.21 |
1.45 |
5.2% |
0.00 |
| Volume |
2,610,986 |
2,713,939 |
102,953 |
3.9% |
13,465,789 |
|
| Daily Pivots for day following 09-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,617.00 |
1,585.50 |
1,484.50 |
|
| R3 |
1,569.00 |
1,537.50 |
1,471.25 |
|
| R2 |
1,521.00 |
1,521.00 |
1,466.75 |
|
| R1 |
1,489.50 |
1,489.50 |
1,462.50 |
1,481.25 |
| PP |
1,473.00 |
1,473.00 |
1,473.00 |
1,469.00 |
| S1 |
1,441.50 |
1,441.50 |
1,453.50 |
1,433.25 |
| S2 |
1,425.00 |
1,425.00 |
1,449.25 |
|
| S3 |
1,377.00 |
1,393.50 |
1,444.75 |
|
| S4 |
1,329.00 |
1,345.50 |
1,431.50 |
|
|
| Weekly Pivots for week ending 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,636.75 |
1,599.50 |
1,475.75 |
|
| R3 |
1,577.25 |
1,540.00 |
1,459.25 |
|
| R2 |
1,517.75 |
1,517.75 |
1,454.00 |
|
| R1 |
1,480.50 |
1,480.50 |
1,448.50 |
1,469.50 |
| PP |
1,458.25 |
1,458.25 |
1,458.25 |
1,452.75 |
| S1 |
1,421.00 |
1,421.00 |
1,437.50 |
1,410.00 |
| S2 |
1,398.75 |
1,398.75 |
1,432.00 |
|
| S3 |
1,339.25 |
1,361.50 |
1,426.75 |
|
| S4 |
1,279.75 |
1,302.00 |
1,410.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,510.50 |
1,432.25 |
78.25 |
5.4% |
40.25 |
2.8% |
33% |
False |
False |
2,614,355 |
| 10 |
1,510.50 |
1,432.25 |
78.25 |
5.4% |
36.00 |
2.5% |
33% |
False |
False |
2,797,861 |
| 20 |
1,566.25 |
1,432.25 |
134.00 |
9.2% |
29.00 |
2.0% |
19% |
False |
False |
2,219,706 |
| 40 |
1,566.25 |
1,432.25 |
134.00 |
9.2% |
23.50 |
1.6% |
19% |
False |
False |
1,826,433 |
| 60 |
1,566.25 |
1,432.25 |
134.00 |
9.2% |
20.75 |
1.4% |
19% |
False |
False |
1,356,434 |
| 80 |
1,566.25 |
1,432.25 |
134.00 |
9.2% |
18.50 |
1.3% |
19% |
False |
False |
1,017,636 |
| 100 |
1,566.25 |
1,431.75 |
134.50 |
9.2% |
17.25 |
1.2% |
20% |
False |
False |
814,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,708.50 |
|
2.618 |
1,630.25 |
|
1.618 |
1,582.25 |
|
1.000 |
1,552.50 |
|
0.618 |
1,534.25 |
|
HIGH |
1,504.50 |
|
0.618 |
1,486.25 |
|
0.500 |
1,480.50 |
|
0.382 |
1,474.75 |
|
LOW |
1,456.50 |
|
0.618 |
1,426.75 |
|
1.000 |
1,408.50 |
|
1.618 |
1,378.75 |
|
2.618 |
1,330.75 |
|
4.250 |
1,252.50 |
|
|
| Fisher Pivots for day following 09-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,480.50 |
1,483.50 |
| PP |
1,473.00 |
1,475.00 |
| S1 |
1,465.50 |
1,466.50 |
|