| Trading Metrics calculated at close of trading on 13-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2007 |
13-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1,945.25 |
1,933.25 |
-12.00 |
-0.6% |
1,935.50 |
| High |
1,955.75 |
1,957.25 |
1.50 |
0.1% |
2,006.75 |
| Low |
1,906.75 |
1,932.00 |
25.25 |
1.3% |
1,906.75 |
| Close |
1,929.00 |
1,942.50 |
13.50 |
0.7% |
1,929.00 |
| Range |
49.00 |
25.25 |
-23.75 |
-48.5% |
100.00 |
| ATR |
38.23 |
37.51 |
-0.71 |
-1.9% |
0.00 |
| Volume |
600,458 |
706,300 |
105,842 |
17.6% |
2,545,658 |
|
| Daily Pivots for day following 13-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,019.75 |
2,006.25 |
1,956.50 |
|
| R3 |
1,994.50 |
1,981.00 |
1,949.50 |
|
| R2 |
1,969.25 |
1,969.25 |
1,947.25 |
|
| R1 |
1,955.75 |
1,955.75 |
1,944.75 |
1,962.50 |
| PP |
1,944.00 |
1,944.00 |
1,944.00 |
1,947.25 |
| S1 |
1,930.50 |
1,930.50 |
1,940.25 |
1,937.25 |
| S2 |
1,918.75 |
1,918.75 |
1,937.75 |
|
| S3 |
1,893.50 |
1,905.25 |
1,935.50 |
|
| S4 |
1,868.25 |
1,880.00 |
1,928.50 |
|
|
| Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,247.50 |
2,188.25 |
1,984.00 |
|
| R3 |
2,147.50 |
2,088.25 |
1,956.50 |
|
| R2 |
2,047.50 |
2,047.50 |
1,947.25 |
|
| R1 |
1,988.25 |
1,988.25 |
1,938.25 |
1,968.00 |
| PP |
1,947.50 |
1,947.50 |
1,947.50 |
1,937.25 |
| S1 |
1,888.25 |
1,888.25 |
1,919.75 |
1,868.00 |
| S2 |
1,847.50 |
1,847.50 |
1,910.75 |
|
| S3 |
1,747.50 |
1,788.25 |
1,901.50 |
|
| S4 |
1,647.50 |
1,688.25 |
1,874.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,006.75 |
1,906.75 |
100.00 |
5.1% |
43.25 |
2.2% |
36% |
False |
False |
554,174 |
| 10 |
2,011.50 |
1,906.75 |
104.75 |
5.4% |
45.00 |
2.3% |
34% |
False |
False |
539,519 |
| 20 |
2,077.75 |
1,906.75 |
171.00 |
8.8% |
39.50 |
2.0% |
21% |
False |
False |
500,590 |
| 40 |
2,077.75 |
1,906.75 |
171.00 |
8.8% |
31.00 |
1.6% |
21% |
False |
False |
407,268 |
| 60 |
2,077.75 |
1,898.00 |
179.75 |
9.3% |
28.75 |
1.5% |
25% |
False |
False |
314,324 |
| 80 |
2,077.75 |
1,875.75 |
202.00 |
10.4% |
26.75 |
1.4% |
33% |
False |
False |
235,760 |
| 100 |
2,077.75 |
1,794.00 |
283.75 |
14.6% |
25.00 |
1.3% |
52% |
False |
False |
188,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,064.50 |
|
2.618 |
2,023.25 |
|
1.618 |
1,998.00 |
|
1.000 |
1,982.50 |
|
0.618 |
1,972.75 |
|
HIGH |
1,957.25 |
|
0.618 |
1,947.50 |
|
0.500 |
1,944.50 |
|
0.382 |
1,941.75 |
|
LOW |
1,932.00 |
|
0.618 |
1,916.50 |
|
1.000 |
1,906.75 |
|
1.618 |
1,891.25 |
|
2.618 |
1,866.00 |
|
4.250 |
1,824.75 |
|
|
| Fisher Pivots for day following 13-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,944.50 |
1,954.50 |
| PP |
1,944.00 |
1,950.50 |
| S1 |
1,943.25 |
1,946.50 |
|