| 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 |
1,515.25 |
1,531.00 |
15.75 |
1.0% |
1,519.25 |
| High |
1,532.75 |
1,537.75 |
5.00 |
0.3% |
1,530.25 |
| Low |
1,514.75 |
1,530.75 |
16.00 |
1.1% |
1,492.00 |
| Close |
1,531.00 |
1,536.25 |
5.25 |
0.3% |
1,515.50 |
| Range |
18.00 |
7.00 |
-11.00 |
-61.1% |
38.25 |
| ATR |
18.56 |
17.73 |
-0.83 |
-4.4% |
0.00 |
| Volume |
1,772,352 |
913,055 |
-859,297 |
-48.5% |
8,673,201 |
|
| Daily Pivots for day following 03-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,556.00 |
1,553.00 |
1,540.00 |
|
| R3 |
1,549.00 |
1,546.00 |
1,538.25 |
|
| R2 |
1,542.00 |
1,542.00 |
1,537.50 |
|
| R1 |
1,539.00 |
1,539.00 |
1,537.00 |
1,540.50 |
| PP |
1,535.00 |
1,535.00 |
1,535.00 |
1,535.50 |
| S1 |
1,532.00 |
1,532.00 |
1,535.50 |
1,533.50 |
| S2 |
1,528.00 |
1,528.00 |
1,535.00 |
|
| S3 |
1,521.00 |
1,525.00 |
1,534.25 |
|
| S4 |
1,514.00 |
1,518.00 |
1,532.50 |
|
|
| Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,627.25 |
1,609.75 |
1,536.50 |
|
| R3 |
1,589.00 |
1,571.50 |
1,526.00 |
|
| R2 |
1,550.75 |
1,550.75 |
1,522.50 |
|
| R1 |
1,533.25 |
1,533.25 |
1,519.00 |
1,523.00 |
| PP |
1,512.50 |
1,512.50 |
1,512.50 |
1,507.50 |
| S1 |
1,495.00 |
1,495.00 |
1,512.00 |
1,484.50 |
| S2 |
1,474.25 |
1,474.25 |
1,508.50 |
|
| S3 |
1,436.00 |
1,456.75 |
1,505.00 |
|
| S4 |
1,397.75 |
1,418.50 |
1,494.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,537.75 |
1,492.00 |
45.75 |
3.0% |
18.25 |
1.2% |
97% |
True |
False |
1,554,531 |
| 10 |
1,554.25 |
1,492.00 |
62.25 |
4.1% |
20.75 |
1.3% |
71% |
False |
False |
1,617,898 |
| 20 |
1,554.25 |
1,492.00 |
62.25 |
4.1% |
20.25 |
1.3% |
71% |
False |
False |
1,519,773 |
| 40 |
1,557.75 |
1,492.00 |
65.75 |
4.3% |
16.25 |
1.1% |
67% |
False |
False |
764,368 |
| 60 |
1,557.75 |
1,456.00 |
101.75 |
6.6% |
14.50 |
0.9% |
79% |
False |
False |
509,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,567.50 |
|
2.618 |
1,556.00 |
|
1.618 |
1,549.00 |
|
1.000 |
1,544.75 |
|
0.618 |
1,542.00 |
|
HIGH |
1,537.75 |
|
0.618 |
1,535.00 |
|
0.500 |
1,534.25 |
|
0.382 |
1,533.50 |
|
LOW |
1,530.75 |
|
0.618 |
1,526.50 |
|
1.000 |
1,523.75 |
|
1.618 |
1,519.50 |
|
2.618 |
1,512.50 |
|
4.250 |
1,501.00 |
|
|
| Fisher Pivots for day following 03-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,535.50 |
1,531.25 |
| PP |
1,535.00 |
1,526.25 |
| S1 |
1,534.25 |
1,521.00 |
|