| Trading Metrics calculated at close of trading on 03-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2007 |
03-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
8,038.0 |
8,061.5 |
23.5 |
0.3% |
7,993.0 |
| High |
8,055.0 |
8,138.5 |
83.5 |
1.0% |
8,086.5 |
| Low |
7,985.0 |
8,061.5 |
76.5 |
1.0% |
7,825.5 |
| Close |
8,039.5 |
8,116.5 |
77.0 |
1.0% |
8,078.5 |
| Range |
70.0 |
77.0 |
7.0 |
10.0% |
261.0 |
| ATR |
132.3 |
130.0 |
-2.4 |
-1.8% |
0.0 |
| Volume |
152,291 |
127,110 |
-25,181 |
-16.5% |
1,035,254 |
|
| Daily Pivots for day following 03-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,336.5 |
8,303.5 |
8,158.9 |
|
| R3 |
8,259.5 |
8,226.5 |
8,137.7 |
|
| R2 |
8,182.5 |
8,182.5 |
8,130.6 |
|
| R1 |
8,149.5 |
8,149.5 |
8,123.6 |
8,166.0 |
| PP |
8,105.5 |
8,105.5 |
8,105.5 |
8,113.8 |
| S1 |
8,072.5 |
8,072.5 |
8,109.4 |
8,089.0 |
| S2 |
8,028.5 |
8,028.5 |
8,102.4 |
|
| S3 |
7,951.5 |
7,995.5 |
8,095.3 |
|
| S4 |
7,874.5 |
7,918.5 |
8,074.2 |
|
|
| 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 |
8,138.5 |
7,825.5 |
313.0 |
3.9% |
100.4 |
1.2% |
93% |
True |
False |
169,072 |
| 10 |
8,217.0 |
7,825.5 |
391.5 |
4.8% |
118.9 |
1.5% |
74% |
False |
False |
198,319 |
| 20 |
8,217.0 |
7,585.0 |
632.0 |
7.8% |
133.7 |
1.6% |
84% |
False |
False |
153,744 |
| 40 |
8,217.0 |
7,426.0 |
791.0 |
9.7% |
116.1 |
1.4% |
87% |
False |
False |
78,054 |
| 60 |
8,217.0 |
7,194.5 |
1,022.5 |
12.6% |
101.9 |
1.3% |
90% |
False |
False |
52,220 |
| 80 |
8,217.0 |
6,554.0 |
1,663.0 |
20.5% |
97.2 |
1.2% |
94% |
False |
False |
40,013 |
| 100 |
8,217.0 |
6,554.0 |
1,663.0 |
20.5% |
94.2 |
1.2% |
94% |
False |
False |
32,097 |
| 120 |
8,217.0 |
6,554.0 |
1,663.0 |
20.5% |
88.3 |
1.1% |
94% |
False |
False |
26,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,465.8 |
|
2.618 |
8,340.1 |
|
1.618 |
8,263.1 |
|
1.000 |
8,215.5 |
|
0.618 |
8,186.1 |
|
HIGH |
8,138.5 |
|
0.618 |
8,109.1 |
|
0.500 |
8,100.0 |
|
0.382 |
8,090.9 |
|
LOW |
8,061.5 |
|
0.618 |
8,013.9 |
|
1.000 |
7,984.5 |
|
1.618 |
7,936.9 |
|
2.618 |
7,859.9 |
|
4.250 |
7,734.3 |
|
|
| Fisher Pivots for day following 03-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8,111.0 |
8,093.2 |
| PP |
8,105.5 |
8,069.8 |
| S1 |
8,100.0 |
8,046.5 |
|