| Trading Metrics calculated at close of trading on 26-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2007 |
26-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
6,332.0 |
6,331.0 |
-1.0 |
0.0% |
6,396.0 |
| High |
6,344.0 |
6,343.0 |
-1.0 |
0.0% |
6,428.0 |
| Low |
6,317.0 |
6,233.0 |
-84.0 |
-1.3% |
6,315.0 |
| Close |
6,330.0 |
6,242.0 |
-88.0 |
-1.4% |
6,424.0 |
| Range |
27.0 |
110.0 |
83.0 |
307.4% |
113.0 |
| ATR |
63.1 |
66.4 |
3.4 |
5.3% |
0.0 |
| Volume |
21,216 |
28,411 |
7,195 |
33.9% |
79,408 |
|
| Daily Pivots for day following 26-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,602.7 |
6,532.3 |
6,302.5 |
|
| R3 |
6,492.7 |
6,422.3 |
6,272.3 |
|
| R2 |
6,382.7 |
6,382.7 |
6,262.2 |
|
| R1 |
6,312.3 |
6,312.3 |
6,252.1 |
6,292.5 |
| PP |
6,272.7 |
6,272.7 |
6,272.7 |
6,262.8 |
| S1 |
6,202.3 |
6,202.3 |
6,231.9 |
6,182.5 |
| S2 |
6,162.7 |
6,162.7 |
6,221.8 |
|
| S3 |
6,052.7 |
6,092.3 |
6,211.8 |
|
| S4 |
5,942.7 |
5,982.3 |
6,181.5 |
|
|
| Weekly Pivots for week ending 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,728.0 |
6,689.0 |
6,486.2 |
|
| R3 |
6,615.0 |
6,576.0 |
6,455.1 |
|
| R2 |
6,502.0 |
6,502.0 |
6,444.7 |
|
| R1 |
6,463.0 |
6,463.0 |
6,434.4 |
6,482.5 |
| PP |
6,389.0 |
6,389.0 |
6,389.0 |
6,398.8 |
| S1 |
6,350.0 |
6,350.0 |
6,413.6 |
6,369.5 |
| S2 |
6,276.0 |
6,276.0 |
6,403.3 |
|
| S3 |
6,163.0 |
6,237.0 |
6,392.9 |
|
| S4 |
6,050.0 |
6,124.0 |
6,361.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,428.0 |
6,233.0 |
195.0 |
3.1% |
48.0 |
0.8% |
5% |
False |
True |
19,047 |
| 10 |
6,452.0 |
6,233.0 |
219.0 |
3.5% |
44.7 |
0.7% |
4% |
False |
True |
18,058 |
| 20 |
6,452.0 |
6,233.0 |
219.0 |
3.5% |
48.8 |
0.8% |
4% |
False |
True |
18,108 |
| 40 |
6,452.0 |
6,182.0 |
270.0 |
4.3% |
48.4 |
0.8% |
22% |
False |
False |
20,587 |
| 60 |
6,452.0 |
6,150.0 |
302.0 |
4.8% |
43.5 |
0.7% |
30% |
False |
False |
13,786 |
| 80 |
6,452.0 |
5,958.0 |
494.0 |
7.9% |
36.5 |
0.6% |
57% |
False |
False |
10,358 |
| 100 |
6,452.0 |
5,667.0 |
785.0 |
12.6% |
33.1 |
0.5% |
73% |
False |
False |
8,293 |
| 120 |
6,452.0 |
5,667.0 |
785.0 |
12.6% |
29.4 |
0.5% |
73% |
False |
False |
6,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,810.5 |
|
2.618 |
6,631.0 |
|
1.618 |
6,521.0 |
|
1.000 |
6,453.0 |
|
0.618 |
6,411.0 |
|
HIGH |
6,343.0 |
|
0.618 |
6,301.0 |
|
0.500 |
6,288.0 |
|
0.382 |
6,275.0 |
|
LOW |
6,233.0 |
|
0.618 |
6,165.0 |
|
1.000 |
6,123.0 |
|
1.618 |
6,055.0 |
|
2.618 |
5,945.0 |
|
4.250 |
5,765.5 |
|
|
| Fisher Pivots for day following 26-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,288.0 |
6,330.0 |
| PP |
6,272.7 |
6,300.7 |
| S1 |
6,257.3 |
6,271.3 |
|