| Trading Metrics calculated at close of trading on 29-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2007 |
29-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
7,969.5 |
8,027.0 |
57.5 |
0.7% |
7,993.0 |
| High |
8,044.0 |
8,086.5 |
42.5 |
0.5% |
8,086.5 |
| Low |
7,941.0 |
7,954.5 |
13.5 |
0.2% |
7,825.5 |
| Close |
7,986.0 |
8,078.5 |
92.5 |
1.2% |
8,078.5 |
| Range |
103.0 |
132.0 |
29.0 |
28.2% |
261.0 |
| ATR |
135.6 |
135.3 |
-0.3 |
-0.2% |
0.0 |
| Volume |
166,479 |
183,967 |
17,488 |
10.5% |
1,035,254 |
|
| Daily Pivots for day following 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,435.8 |
8,389.2 |
8,151.1 |
|
| R3 |
8,303.8 |
8,257.2 |
8,114.8 |
|
| R2 |
8,171.8 |
8,171.8 |
8,102.7 |
|
| R1 |
8,125.2 |
8,125.2 |
8,090.6 |
8,148.5 |
| PP |
8,039.8 |
8,039.8 |
8,039.8 |
8,051.5 |
| S1 |
7,993.2 |
7,993.2 |
8,066.4 |
8,016.5 |
| S2 |
7,907.8 |
7,907.8 |
8,054.3 |
|
| S3 |
7,775.8 |
7,861.2 |
8,042.2 |
|
| S4 |
7,643.8 |
7,729.2 |
8,005.9 |
|
|
| Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,779.8 |
8,690.2 |
8,222.1 |
|
| R3 |
8,518.8 |
8,429.2 |
8,150.3 |
|
| R2 |
8,257.8 |
8,257.8 |
8,126.4 |
|
| R1 |
8,168.2 |
8,168.2 |
8,102.4 |
8,213.0 |
| PP |
7,996.8 |
7,996.8 |
7,996.8 |
8,019.3 |
| S1 |
7,907.2 |
7,907.2 |
8,054.6 |
7,952.0 |
| S2 |
7,735.8 |
7,735.8 |
8,030.7 |
|
| S3 |
7,474.8 |
7,646.2 |
8,006.7 |
|
| S4 |
7,213.8 |
7,385.2 |
7,935.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,086.5 |
7,825.5 |
261.0 |
3.2% |
117.0 |
1.4% |
97% |
True |
False |
207,050 |
| 10 |
8,217.0 |
7,825.5 |
391.5 |
4.8% |
119.0 |
1.5% |
65% |
False |
False |
202,446 |
| 20 |
8,217.0 |
7,585.0 |
632.0 |
7.8% |
137.6 |
1.7% |
78% |
False |
False |
140,439 |
| 40 |
8,217.0 |
7,426.0 |
791.0 |
9.8% |
114.7 |
1.4% |
82% |
False |
False |
71,080 |
| 60 |
8,217.0 |
7,104.0 |
1,113.0 |
13.8% |
101.6 |
1.3% |
88% |
False |
False |
47,583 |
| 80 |
8,217.0 |
6,554.0 |
1,663.0 |
20.6% |
97.3 |
1.2% |
92% |
False |
False |
36,542 |
| 100 |
8,217.0 |
6,554.0 |
1,663.0 |
20.6% |
93.5 |
1.2% |
92% |
False |
False |
29,306 |
| 120 |
8,217.0 |
6,554.0 |
1,663.0 |
20.6% |
88.3 |
1.1% |
92% |
False |
False |
24,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,647.5 |
|
2.618 |
8,432.1 |
|
1.618 |
8,300.1 |
|
1.000 |
8,218.5 |
|
0.618 |
8,168.1 |
|
HIGH |
8,086.5 |
|
0.618 |
8,036.1 |
|
0.500 |
8,020.5 |
|
0.382 |
8,004.9 |
|
LOW |
7,954.5 |
|
0.618 |
7,872.9 |
|
1.000 |
7,822.5 |
|
1.618 |
7,740.9 |
|
2.618 |
7,608.9 |
|
4.250 |
7,393.5 |
|
|
| Fisher Pivots for day following 29-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8,059.2 |
8,037.7 |
| PP |
8,039.8 |
7,996.8 |
| S1 |
8,020.5 |
7,956.0 |
|