| Trading Metrics calculated at close of trading on 23-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2007 |
23-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
6,660.0 |
6,608.5 |
-51.5 |
-0.8% |
6,742.0 |
| High |
6,691.0 |
6,643.5 |
-47.5 |
-0.7% |
6,759.5 |
| Low |
6,562.0 |
6,596.0 |
34.0 |
0.5% |
6,554.5 |
| Close |
6,600.5 |
6,638.0 |
37.5 |
0.6% |
6,600.5 |
| Range |
129.0 |
47.5 |
-81.5 |
-63.2% |
205.0 |
| ATR |
78.6 |
76.3 |
-2.2 |
-2.8% |
0.0 |
| Volume |
95,388 |
106,206 |
10,818 |
11.3% |
427,966 |
|
| Daily Pivots for day following 23-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,768.5 |
6,750.5 |
6,664.0 |
|
| R3 |
6,721.0 |
6,703.0 |
6,651.0 |
|
| R2 |
6,673.5 |
6,673.5 |
6,646.5 |
|
| R1 |
6,655.5 |
6,655.5 |
6,642.5 |
6,664.5 |
| PP |
6,626.0 |
6,626.0 |
6,626.0 |
6,630.0 |
| S1 |
6,608.0 |
6,608.0 |
6,633.5 |
6,617.0 |
| S2 |
6,578.5 |
6,578.5 |
6,629.5 |
|
| S3 |
6,531.0 |
6,560.5 |
6,625.0 |
|
| S4 |
6,483.5 |
6,513.0 |
6,612.0 |
|
|
| Weekly Pivots for week ending 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,253.0 |
7,132.0 |
6,713.0 |
|
| R3 |
7,048.0 |
6,927.0 |
6,657.0 |
|
| R2 |
6,843.0 |
6,843.0 |
6,638.0 |
|
| R1 |
6,722.0 |
6,722.0 |
6,619.5 |
6,680.0 |
| PP |
6,638.0 |
6,638.0 |
6,638.0 |
6,617.0 |
| S1 |
6,517.0 |
6,517.0 |
6,581.5 |
6,475.0 |
| S2 |
6,433.0 |
6,433.0 |
6,563.0 |
|
| S3 |
6,228.0 |
6,312.0 |
6,544.0 |
|
| S4 |
6,023.0 |
6,107.0 |
6,488.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,712.5 |
6,554.5 |
158.0 |
2.4% |
80.5 |
1.2% |
53% |
False |
False |
92,284 |
| 10 |
6,772.0 |
6,554.5 |
217.5 |
3.3% |
79.5 |
1.2% |
38% |
False |
False |
90,255 |
| 20 |
6,772.0 |
6,530.0 |
242.0 |
3.6% |
65.5 |
1.0% |
45% |
False |
False |
87,028 |
| 40 |
6,796.0 |
6,494.5 |
301.5 |
4.5% |
69.0 |
1.0% |
48% |
False |
False |
77,092 |
| 60 |
6,796.0 |
6,451.5 |
344.5 |
5.2% |
58.5 |
0.9% |
54% |
False |
False |
51,558 |
| 80 |
6,796.0 |
6,348.0 |
448.0 |
6.7% |
52.5 |
0.8% |
65% |
False |
False |
38,732 |
| 100 |
6,796.0 |
6,062.5 |
733.5 |
11.1% |
48.5 |
0.7% |
78% |
False |
False |
31,034 |
| 120 |
6,796.0 |
6,062.5 |
733.5 |
11.1% |
42.0 |
0.6% |
78% |
False |
False |
25,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,845.5 |
|
2.618 |
6,768.0 |
|
1.618 |
6,720.5 |
|
1.000 |
6,691.0 |
|
0.618 |
6,673.0 |
|
HIGH |
6,643.5 |
|
0.618 |
6,625.5 |
|
0.500 |
6,620.0 |
|
0.382 |
6,614.0 |
|
LOW |
6,596.0 |
|
0.618 |
6,566.5 |
|
1.000 |
6,548.5 |
|
1.618 |
6,519.0 |
|
2.618 |
6,471.5 |
|
4.250 |
6,394.0 |
|
|
| Fisher Pivots for day following 23-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,632.0 |
6,634.0 |
| PP |
6,626.0 |
6,630.5 |
| S1 |
6,620.0 |
6,626.5 |
|