| Trading Metrics calculated at close of trading on 20-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2007 |
20-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
13,918.79 |
14,000.73 |
81.94 |
0.6% |
13,907.09 |
| High |
14,015.85 |
14,009.27 |
-6.58 |
0.0% |
14,021.95 |
| Low |
13,918.79 |
13,797.67 |
-121.12 |
-0.9% |
13,797.67 |
| Close |
14,000.41 |
13,851.08 |
-149.33 |
-1.1% |
13,851.08 |
| Range |
97.06 |
211.60 |
114.54 |
118.0% |
224.28 |
| ATR |
125.20 |
131.37 |
6.17 |
4.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,520.81 |
14,397.54 |
13,967.46 |
|
| R3 |
14,309.21 |
14,185.94 |
13,909.27 |
|
| R2 |
14,097.61 |
14,097.61 |
13,889.87 |
|
| R1 |
13,974.34 |
13,974.34 |
13,870.48 |
13,930.18 |
| PP |
13,886.01 |
13,886.01 |
13,886.01 |
13,863.92 |
| S1 |
13,762.74 |
13,762.74 |
13,831.68 |
13,718.58 |
| S2 |
13,674.41 |
13,674.41 |
13,812.29 |
|
| S3 |
13,462.81 |
13,551.14 |
13,792.89 |
|
| S4 |
13,251.21 |
13,339.54 |
13,734.70 |
|
|
| Weekly Pivots for week ending 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,563.07 |
14,431.36 |
13,974.43 |
|
| R3 |
14,338.79 |
14,207.08 |
13,912.76 |
|
| R2 |
14,114.51 |
14,114.51 |
13,892.20 |
|
| R1 |
13,982.80 |
13,982.80 |
13,871.64 |
13,936.52 |
| PP |
13,890.23 |
13,890.23 |
13,890.23 |
13,867.09 |
| S1 |
13,758.52 |
13,758.52 |
13,830.52 |
13,712.24 |
| S2 |
13,665.95 |
13,665.95 |
13,809.96 |
|
| S3 |
13,441.67 |
13,534.24 |
13,789.40 |
|
| S4 |
13,217.39 |
13,309.96 |
13,727.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,021.95 |
13,797.67 |
224.28 |
1.6% |
124.85 |
0.9% |
24% |
False |
True |
|
| 10 |
14,021.95 |
13,474.79 |
547.16 |
4.0% |
133.21 |
1.0% |
69% |
False |
False |
|
| 20 |
14,021.95 |
13,259.86 |
762.09 |
5.5% |
134.69 |
1.0% |
78% |
False |
False |
|
| 40 |
14,021.95 |
13,251.53 |
770.42 |
5.6% |
132.42 |
1.0% |
78% |
False |
False |
|
| 60 |
14,021.95 |
13,041.30 |
980.65 |
7.1% |
118.08 |
0.9% |
83% |
False |
False |
|
| 80 |
14,021.95 |
12,242.60 |
1,779.35 |
12.8% |
114.33 |
0.8% |
90% |
False |
False |
|
| 100 |
14,021.95 |
11,939.61 |
2,082.34 |
15.0% |
117.94 |
0.9% |
92% |
False |
False |
|
| 120 |
14,021.95 |
11,939.61 |
2,082.34 |
15.0% |
115.46 |
0.8% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,908.57 |
|
2.618 |
14,563.24 |
|
1.618 |
14,351.64 |
|
1.000 |
14,220.87 |
|
0.618 |
14,140.04 |
|
HIGH |
14,009.27 |
|
0.618 |
13,928.44 |
|
0.500 |
13,903.47 |
|
0.382 |
13,878.50 |
|
LOW |
13,797.67 |
|
0.618 |
13,666.90 |
|
1.000 |
13,586.07 |
|
1.618 |
13,455.30 |
|
2.618 |
13,243.70 |
|
4.250 |
12,898.37 |
|
|
| Fisher Pivots for day following 20-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
13,903.47 |
13,906.76 |
| PP |
13,886.01 |
13,888.20 |
| S1 |
13,868.54 |
13,869.64 |
|