| 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 |
1,520.3 |
1,531.2 |
10.9 |
0.7% |
1,515.3 |
| High |
1,531.5 |
1,559.0 |
27.5 |
1.8% |
1,543.8 |
| Low |
1,515.3 |
1,529.8 |
14.5 |
1.0% |
1,514.5 |
| Close |
1,531.1 |
1,555.7 |
24.6 |
1.6% |
1,542.5 |
| Range |
16.2 |
29.2 |
13.0 |
80.2% |
29.3 |
| ATR |
16.4 |
17.4 |
0.9 |
5.5% |
0.0 |
| Volume |
34,097 |
37,535 |
3,438 |
10.1% |
132,811 |
|
| Daily Pivots for day following 12-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,635.8 |
1,624.9 |
1,571.8 |
|
| R3 |
1,606.6 |
1,595.7 |
1,563.7 |
|
| R2 |
1,577.4 |
1,577.4 |
1,561.1 |
|
| R1 |
1,566.5 |
1,566.5 |
1,558.4 |
1,572.0 |
| PP |
1,548.2 |
1,548.2 |
1,548.2 |
1,550.9 |
| S1 |
1,537.3 |
1,537.3 |
1,553.0 |
1,542.8 |
| S2 |
1,519.0 |
1,519.0 |
1,550.3 |
|
| S3 |
1,489.8 |
1,508.1 |
1,547.7 |
|
| S4 |
1,460.6 |
1,478.9 |
1,539.6 |
|
|
| Weekly Pivots for week ending 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,621.5 |
1,611.3 |
1,558.6 |
|
| R3 |
1,592.2 |
1,582.0 |
1,550.6 |
|
| R2 |
1,562.9 |
1,562.9 |
1,547.9 |
|
| R1 |
1,552.7 |
1,552.7 |
1,545.2 |
1,557.8 |
| PP |
1,533.6 |
1,533.6 |
1,533.6 |
1,536.2 |
| S1 |
1,523.4 |
1,523.4 |
1,539.8 |
1,528.5 |
| S2 |
1,504.3 |
1,504.3 |
1,537.1 |
|
| S3 |
1,475.0 |
1,494.1 |
1,534.4 |
|
| S4 |
1,445.7 |
1,464.8 |
1,526.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,559.0 |
1,515.3 |
43.7 |
2.8% |
18.0 |
1.2% |
92% |
True |
False |
28,809 |
| 10 |
1,559.0 |
1,504.5 |
54.5 |
3.5% |
16.5 |
1.1% |
94% |
True |
False |
32,105 |
| 20 |
1,559.0 |
1,492.2 |
66.8 |
4.3% |
17.7 |
1.1% |
95% |
True |
False |
39,053 |
| 40 |
1,559.0 |
1,492.2 |
66.8 |
4.3% |
15.8 |
1.0% |
95% |
True |
False |
40,091 |
| 60 |
1,559.0 |
1,485.2 |
73.8 |
4.7% |
13.3 |
0.9% |
96% |
True |
False |
27,248 |
| 80 |
1,559.0 |
1,436.7 |
122.3 |
7.9% |
11.4 |
0.7% |
97% |
True |
False |
20,517 |
| 100 |
1,559.0 |
1,388.4 |
170.6 |
11.0% |
10.3 |
0.7% |
98% |
True |
False |
16,424 |
| 120 |
1,559.0 |
1,388.4 |
170.6 |
11.0% |
9.1 |
0.6% |
98% |
True |
False |
13,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,683.1 |
|
2.618 |
1,635.4 |
|
1.618 |
1,606.2 |
|
1.000 |
1,588.2 |
|
0.618 |
1,577.0 |
|
HIGH |
1,559.0 |
|
0.618 |
1,547.8 |
|
0.500 |
1,544.4 |
|
0.382 |
1,541.0 |
|
LOW |
1,529.8 |
|
0.618 |
1,511.8 |
|
1.000 |
1,500.6 |
|
1.618 |
1,482.6 |
|
2.618 |
1,453.4 |
|
4.250 |
1,405.7 |
|
|
| Fisher Pivots for day following 12-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,551.9 |
1,549.5 |
| PP |
1,548.2 |
1,543.3 |
| S1 |
1,544.4 |
1,537.2 |
|