| Trading Metrics calculated at close of trading on 25-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2007 |
25-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
6,409.0 |
6,332.0 |
-77.0 |
-1.2% |
6,396.0 |
| High |
6,427.0 |
6,344.0 |
-83.0 |
-1.3% |
6,428.0 |
| Low |
6,402.0 |
6,317.0 |
-85.0 |
-1.3% |
6,315.0 |
| Close |
6,415.0 |
6,330.0 |
-85.0 |
-1.3% |
6,424.0 |
| Range |
25.0 |
27.0 |
2.0 |
8.0% |
113.0 |
| ATR |
60.4 |
63.1 |
2.7 |
4.4% |
0.0 |
| Volume |
14,779 |
21,216 |
6,437 |
43.6% |
79,408 |
|
| Daily Pivots for day following 25-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,411.3 |
6,397.7 |
6,344.9 |
|
| R3 |
6,384.3 |
6,370.7 |
6,337.4 |
|
| R2 |
6,357.3 |
6,357.3 |
6,335.0 |
|
| R1 |
6,343.7 |
6,343.7 |
6,332.5 |
6,337.0 |
| PP |
6,330.3 |
6,330.3 |
6,330.3 |
6,327.0 |
| S1 |
6,316.7 |
6,316.7 |
6,327.5 |
6,310.0 |
| S2 |
6,303.3 |
6,303.3 |
6,325.1 |
|
| S3 |
6,276.3 |
6,289.7 |
6,322.6 |
|
| S4 |
6,249.3 |
6,262.7 |
6,315.2 |
|
|
| 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 |
6,317.0 |
111.0 |
1.8% |
33.4 |
0.5% |
12% |
False |
True |
16,447 |
| 10 |
6,452.0 |
6,315.0 |
137.0 |
2.2% |
38.3 |
0.6% |
11% |
False |
False |
16,883 |
| 20 |
6,452.0 |
6,241.0 |
211.0 |
3.3% |
45.3 |
0.7% |
42% |
False |
False |
17,839 |
| 40 |
6,452.0 |
6,182.0 |
270.0 |
4.3% |
47.5 |
0.8% |
55% |
False |
False |
19,877 |
| 60 |
6,452.0 |
6,150.0 |
302.0 |
4.8% |
42.0 |
0.7% |
60% |
False |
False |
13,313 |
| 80 |
6,452.0 |
5,958.0 |
494.0 |
7.8% |
35.4 |
0.6% |
75% |
False |
False |
10,004 |
| 100 |
6,452.0 |
5,667.0 |
785.0 |
12.4% |
32.2 |
0.5% |
84% |
False |
False |
8,016 |
| 120 |
6,452.0 |
5,667.0 |
785.0 |
12.4% |
28.5 |
0.5% |
84% |
False |
False |
6,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,458.8 |
|
2.618 |
6,414.7 |
|
1.618 |
6,387.7 |
|
1.000 |
6,371.0 |
|
0.618 |
6,360.7 |
|
HIGH |
6,344.0 |
|
0.618 |
6,333.7 |
|
0.500 |
6,330.5 |
|
0.382 |
6,327.3 |
|
LOW |
6,317.0 |
|
0.618 |
6,300.3 |
|
1.000 |
6,290.0 |
|
1.618 |
6,273.3 |
|
2.618 |
6,246.3 |
|
4.250 |
6,202.3 |
|
|
| Fisher Pivots for day following 25-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,330.5 |
6,372.0 |
| PP |
6,330.3 |
6,358.0 |
| S1 |
6,330.2 |
6,344.0 |
|