| Trading Metrics calculated at close of trading on 05-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jul-2007 |
05-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
8,111.0 |
8,156.0 |
45.0 |
0.6% |
7,993.0 |
| High |
8,161.0 |
8,188.5 |
27.5 |
0.3% |
8,086.5 |
| Low |
8,110.0 |
8,013.5 |
-96.5 |
-1.2% |
7,825.5 |
| Close |
8,143.0 |
8,052.0 |
-91.0 |
-1.1% |
8,078.5 |
| Range |
51.0 |
175.0 |
124.0 |
243.1% |
261.0 |
| ATR |
124.3 |
127.9 |
3.6 |
2.9% |
0.0 |
| Volume |
51,514 |
222,104 |
170,590 |
331.2% |
1,035,254 |
|
| Daily Pivots for day following 05-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,609.7 |
8,505.8 |
8,148.3 |
|
| R3 |
8,434.7 |
8,330.8 |
8,100.1 |
|
| R2 |
8,259.7 |
8,259.7 |
8,084.1 |
|
| R1 |
8,155.8 |
8,155.8 |
8,068.0 |
8,120.3 |
| PP |
8,084.7 |
8,084.7 |
8,084.7 |
8,066.9 |
| S1 |
7,980.8 |
7,980.8 |
8,036.0 |
7,945.3 |
| S2 |
7,909.7 |
7,909.7 |
8,019.9 |
|
| S3 |
7,734.7 |
7,805.8 |
8,003.9 |
|
| S4 |
7,559.7 |
7,630.8 |
7,955.8 |
|
|
| 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 |
8,188.5 |
7,954.5 |
234.0 |
2.9% |
101.0 |
1.3% |
42% |
True |
False |
147,397 |
| 10 |
8,188.5 |
7,825.5 |
363.0 |
4.5% |
110.4 |
1.4% |
62% |
True |
False |
176,399 |
| 20 |
8,217.0 |
7,585.0 |
632.0 |
7.8% |
121.0 |
1.5% |
74% |
False |
False |
167,030 |
| 40 |
8,217.0 |
7,426.0 |
791.0 |
9.8% |
117.2 |
1.5% |
79% |
False |
False |
84,872 |
| 60 |
8,217.0 |
7,213.5 |
1,003.5 |
12.5% |
103.6 |
1.3% |
84% |
False |
False |
56,760 |
| 80 |
8,217.0 |
6,554.0 |
1,663.0 |
20.7% |
98.2 |
1.2% |
90% |
False |
False |
43,360 |
| 100 |
8,217.0 |
6,554.0 |
1,663.0 |
20.7% |
95.3 |
1.2% |
90% |
False |
False |
34,831 |
| 120 |
8,217.0 |
6,554.0 |
1,663.0 |
20.7% |
88.8 |
1.1% |
90% |
False |
False |
29,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,932.3 |
|
2.618 |
8,646.7 |
|
1.618 |
8,471.7 |
|
1.000 |
8,363.5 |
|
0.618 |
8,296.7 |
|
HIGH |
8,188.5 |
|
0.618 |
8,121.7 |
|
0.500 |
8,101.0 |
|
0.382 |
8,080.4 |
|
LOW |
8,013.5 |
|
0.618 |
7,905.4 |
|
1.000 |
7,838.5 |
|
1.618 |
7,730.4 |
|
2.618 |
7,555.4 |
|
4.250 |
7,269.8 |
|
|
| Fisher Pivots for day following 05-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8,101.0 |
8,101.0 |
| PP |
8,084.7 |
8,084.7 |
| S1 |
8,068.3 |
8,068.3 |
|