| Trading Metrics calculated at close of trading on 02-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2007 |
02-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
13,211.09 |
13,357.82 |
146.73 |
1.1% |
13,851.73 |
| High |
13,393.02 |
13,503.33 |
110.31 |
0.8% |
13,973.99 |
| Low |
13,132.65 |
13,350.42 |
217.77 |
1.7% |
13,265.47 |
| Close |
13,362.37 |
13,463.33 |
100.96 |
0.8% |
13,265.47 |
| Range |
260.37 |
152.91 |
-107.46 |
-41.3% |
708.52 |
| ATR |
184.08 |
181.85 |
-2.23 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,897.76 |
13,833.45 |
13,547.43 |
|
| R3 |
13,744.85 |
13,680.54 |
13,505.38 |
|
| R2 |
13,591.94 |
13,591.94 |
13,491.36 |
|
| R1 |
13,527.63 |
13,527.63 |
13,477.35 |
13,559.79 |
| PP |
13,439.03 |
13,439.03 |
13,439.03 |
13,455.10 |
| S1 |
13,374.72 |
13,374.72 |
13,449.31 |
13,406.88 |
| S2 |
13,286.12 |
13,286.12 |
13,435.30 |
|
| S3 |
13,133.21 |
13,221.81 |
13,421.28 |
|
| S4 |
12,980.30 |
13,068.90 |
13,379.23 |
|
|
| Weekly Pivots for week ending 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,627.20 |
15,154.86 |
13,655.16 |
|
| R3 |
14,918.68 |
14,446.34 |
13,460.31 |
|
| R2 |
14,210.16 |
14,210.16 |
13,395.37 |
|
| R1 |
13,737.82 |
13,737.82 |
13,330.42 |
13,619.73 |
| PP |
13,501.64 |
13,501.64 |
13,501.64 |
13,442.60 |
| S1 |
13,029.30 |
13,029.30 |
13,200.52 |
12,911.21 |
| S2 |
12,793.12 |
12,793.12 |
13,135.57 |
|
| S3 |
12,084.60 |
12,320.78 |
13,070.63 |
|
| S4 |
11,376.08 |
11,612.26 |
12,875.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,520.80 |
13,132.65 |
388.15 |
2.9% |
229.19 |
1.7% |
85% |
False |
False |
|
| 10 |
14,009.27 |
13,132.65 |
876.62 |
6.5% |
231.47 |
1.7% |
38% |
False |
False |
|
| 20 |
14,021.95 |
13,132.65 |
889.30 |
6.6% |
176.55 |
1.3% |
37% |
False |
False |
|
| 40 |
14,021.95 |
13,132.65 |
889.30 |
6.6% |
159.27 |
1.2% |
37% |
False |
False |
|
| 60 |
14,021.95 |
13,132.65 |
889.30 |
6.6% |
141.42 |
1.1% |
37% |
False |
False |
|
| 80 |
14,021.95 |
12,428.22 |
1,593.73 |
11.8% |
130.01 |
1.0% |
65% |
False |
False |
|
| 100 |
14,021.95 |
11,939.61 |
2,082.34 |
15.5% |
126.43 |
0.9% |
73% |
False |
False |
|
| 120 |
14,021.95 |
11,939.61 |
2,082.34 |
15.5% |
126.90 |
0.9% |
73% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,153.20 |
|
2.618 |
13,903.65 |
|
1.618 |
13,750.74 |
|
1.000 |
13,656.24 |
|
0.618 |
13,597.83 |
|
HIGH |
13,503.33 |
|
0.618 |
13,444.92 |
|
0.500 |
13,426.88 |
|
0.382 |
13,408.83 |
|
LOW |
13,350.42 |
|
0.618 |
13,255.92 |
|
1.000 |
13,197.51 |
|
1.618 |
13,103.01 |
|
2.618 |
12,950.10 |
|
4.250 |
12,700.55 |
|
|
| Fisher Pivots for day following 02-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
13,451.18 |
13,414.88 |
| PP |
13,439.03 |
13,366.44 |
| S1 |
13,426.88 |
13,317.99 |
|