| Trading Metrics calculated at close of trading on 06-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2007 |
06-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
8,156.0 |
8,042.0 |
-114.0 |
-1.4% |
8,038.0 |
| High |
8,188.5 |
8,120.0 |
-68.5 |
-0.8% |
8,188.5 |
| Low |
8,013.5 |
8,011.0 |
-2.5 |
0.0% |
7,985.0 |
| Close |
8,052.0 |
8,108.0 |
56.0 |
0.7% |
8,108.0 |
| Range |
175.0 |
109.0 |
-66.0 |
-37.7% |
203.5 |
| ATR |
127.9 |
126.6 |
-1.4 |
-1.1% |
0.0 |
| Volume |
222,104 |
154,941 |
-67,163 |
-30.2% |
707,960 |
|
| Daily Pivots for day following 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,406.7 |
8,366.3 |
8,168.0 |
|
| R3 |
8,297.7 |
8,257.3 |
8,138.0 |
|
| R2 |
8,188.7 |
8,188.7 |
8,128.0 |
|
| R1 |
8,148.3 |
8,148.3 |
8,118.0 |
8,168.5 |
| PP |
8,079.7 |
8,079.7 |
8,079.7 |
8,089.8 |
| S1 |
8,039.3 |
8,039.3 |
8,098.0 |
8,059.5 |
| S2 |
7,970.7 |
7,970.7 |
8,088.0 |
|
| S3 |
7,861.7 |
7,930.3 |
8,078.0 |
|
| S4 |
7,752.7 |
7,821.3 |
8,048.1 |
|
|
| Weekly Pivots for week ending 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,704.3 |
8,609.7 |
8,219.9 |
|
| R3 |
8,500.8 |
8,406.2 |
8,164.0 |
|
| R2 |
8,297.3 |
8,297.3 |
8,145.3 |
|
| R1 |
8,202.7 |
8,202.7 |
8,126.7 |
8,250.0 |
| PP |
8,093.8 |
8,093.8 |
8,093.8 |
8,117.5 |
| S1 |
7,999.2 |
7,999.2 |
8,089.3 |
8,046.5 |
| S2 |
7,890.3 |
7,890.3 |
8,070.7 |
|
| S3 |
7,686.8 |
7,795.7 |
8,052.0 |
|
| S4 |
7,483.3 |
7,592.2 |
7,996.1 |
|
|
| 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 |
7,985.0 |
203.5 |
2.5% |
96.4 |
1.2% |
60% |
False |
False |
141,592 |
| 10 |
8,188.5 |
7,825.5 |
363.0 |
4.5% |
106.7 |
1.3% |
78% |
False |
False |
174,321 |
| 20 |
8,217.0 |
7,680.5 |
536.5 |
6.6% |
117.8 |
1.5% |
80% |
False |
False |
173,925 |
| 40 |
8,217.0 |
7,426.0 |
791.0 |
9.8% |
116.1 |
1.4% |
86% |
False |
False |
88,724 |
| 60 |
8,217.0 |
7,213.5 |
1,003.5 |
12.4% |
104.3 |
1.3% |
89% |
False |
False |
59,335 |
| 80 |
8,217.0 |
6,554.0 |
1,663.0 |
20.5% |
98.6 |
1.2% |
93% |
False |
False |
45,229 |
| 100 |
8,217.0 |
6,554.0 |
1,663.0 |
20.5% |
96.1 |
1.2% |
93% |
False |
False |
36,379 |
| 120 |
8,217.0 |
6,554.0 |
1,663.0 |
20.5% |
89.5 |
1.1% |
93% |
False |
False |
30,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,583.3 |
|
2.618 |
8,405.4 |
|
1.618 |
8,296.4 |
|
1.000 |
8,229.0 |
|
0.618 |
8,187.4 |
|
HIGH |
8,120.0 |
|
0.618 |
8,078.4 |
|
0.500 |
8,065.5 |
|
0.382 |
8,052.6 |
|
LOW |
8,011.0 |
|
0.618 |
7,943.6 |
|
1.000 |
7,902.0 |
|
1.618 |
7,834.6 |
|
2.618 |
7,725.6 |
|
4.250 |
7,547.8 |
|
|
| Fisher Pivots for day following 06-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8,093.8 |
8,105.3 |
| PP |
8,079.7 |
8,102.5 |
| S1 |
8,065.5 |
8,099.8 |
|