| Trading Metrics calculated at close of trading on 17-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2007 |
17-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
6,396.0 |
6,395.0 |
-1.0 |
0.0% |
6,395.0 |
| High |
6,418.0 |
6,395.0 |
-23.0 |
-0.4% |
6,452.0 |
| Low |
6,381.0 |
6,368.0 |
-13.0 |
-0.2% |
6,298.0 |
| Close |
6,384.0 |
6,387.0 |
3.0 |
0.0% |
6,393.0 |
| Range |
37.0 |
27.0 |
-10.0 |
-27.0% |
154.0 |
| ATR |
63.6 |
61.0 |
-2.6 |
-4.1% |
0.0 |
| Volume |
14,374 |
13,957 |
-417 |
-2.9% |
86,909 |
|
| Daily Pivots for day following 17-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,464.3 |
6,452.7 |
6,401.9 |
|
| R3 |
6,437.3 |
6,425.7 |
6,394.4 |
|
| R2 |
6,410.3 |
6,410.3 |
6,392.0 |
|
| R1 |
6,398.7 |
6,398.7 |
6,389.5 |
6,391.0 |
| PP |
6,383.3 |
6,383.3 |
6,383.3 |
6,379.5 |
| S1 |
6,371.7 |
6,371.7 |
6,384.5 |
6,364.0 |
| S2 |
6,356.3 |
6,356.3 |
6,382.1 |
|
| S3 |
6,329.3 |
6,344.7 |
6,379.6 |
|
| S4 |
6,302.3 |
6,317.7 |
6,372.2 |
|
|
| Weekly Pivots for week ending 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,843.0 |
6,772.0 |
6,477.7 |
|
| R3 |
6,689.0 |
6,618.0 |
6,435.4 |
|
| R2 |
6,535.0 |
6,535.0 |
6,421.2 |
|
| R1 |
6,464.0 |
6,464.0 |
6,407.1 |
6,422.5 |
| PP |
6,381.0 |
6,381.0 |
6,381.0 |
6,360.3 |
| S1 |
6,310.0 |
6,310.0 |
6,378.9 |
6,268.5 |
| S2 |
6,227.0 |
6,227.0 |
6,364.8 |
|
| S3 |
6,073.0 |
6,156.0 |
6,350.7 |
|
| S4 |
5,919.0 |
6,002.0 |
6,308.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,452.0 |
6,298.0 |
154.0 |
2.4% |
44.8 |
0.7% |
58% |
False |
False |
16,792 |
| 10 |
6,452.0 |
6,297.0 |
155.0 |
2.4% |
49.4 |
0.8% |
58% |
False |
False |
16,201 |
| 20 |
6,452.0 |
6,184.0 |
268.0 |
4.2% |
53.3 |
0.8% |
76% |
False |
False |
23,917 |
| 40 |
6,452.0 |
6,182.0 |
270.0 |
4.2% |
49.2 |
0.8% |
76% |
False |
False |
17,280 |
| 60 |
6,452.0 |
6,150.0 |
302.0 |
4.7% |
39.3 |
0.6% |
78% |
False |
False |
11,564 |
| 80 |
6,452.0 |
5,958.0 |
494.0 |
7.7% |
34.8 |
0.5% |
87% |
False |
False |
8,693 |
| 100 |
6,452.0 |
5,667.0 |
785.0 |
12.3% |
30.7 |
0.5% |
92% |
False |
False |
6,981 |
| 120 |
6,452.0 |
5,667.0 |
785.0 |
12.3% |
26.9 |
0.4% |
92% |
False |
False |
5,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,509.8 |
|
2.618 |
6,465.7 |
|
1.618 |
6,438.7 |
|
1.000 |
6,422.0 |
|
0.618 |
6,411.7 |
|
HIGH |
6,395.0 |
|
0.618 |
6,384.7 |
|
0.500 |
6,381.5 |
|
0.382 |
6,378.3 |
|
LOW |
6,368.0 |
|
0.618 |
6,351.3 |
|
1.000 |
6,341.0 |
|
1.618 |
6,324.3 |
|
2.618 |
6,297.3 |
|
4.250 |
6,253.3 |
|
|
| Fisher Pivots for day following 17-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,385.2 |
6,410.0 |
| PP |
6,383.3 |
6,402.3 |
| S1 |
6,381.5 |
6,394.7 |
|