| Trading Metrics calculated at close of trading on 05-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2007 |
05-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1,531.00 |
1,533.25 |
2.25 |
0.1% |
1,519.25 |
| High |
1,537.75 |
1,540.75 |
3.00 |
0.2% |
1,530.25 |
| Low |
1,530.75 |
1,528.50 |
-2.25 |
-0.1% |
1,492.00 |
| Close |
1,536.25 |
1,534.50 |
-1.75 |
-0.1% |
1,515.50 |
| Range |
7.00 |
12.25 |
5.25 |
75.0% |
38.25 |
| ATR |
17.73 |
17.34 |
-0.39 |
-2.2% |
0.00 |
| Volume |
913,055 |
546,285 |
-366,770 |
-40.2% |
8,673,201 |
|
| Daily Pivots for day following 05-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,571.25 |
1,565.25 |
1,541.25 |
|
| R3 |
1,559.00 |
1,553.00 |
1,537.75 |
|
| R2 |
1,546.75 |
1,546.75 |
1,536.75 |
|
| R1 |
1,540.75 |
1,540.75 |
1,535.50 |
1,543.75 |
| PP |
1,534.50 |
1,534.50 |
1,534.50 |
1,536.00 |
| S1 |
1,528.50 |
1,528.50 |
1,533.50 |
1,531.50 |
| S2 |
1,522.25 |
1,522.25 |
1,532.25 |
|
| S3 |
1,510.00 |
1,516.25 |
1,531.25 |
|
| S4 |
1,497.75 |
1,504.00 |
1,527.75 |
|
|
| 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 |
1,540.75 |
1,504.50 |
36.25 |
2.4% |
15.00 |
1.0% |
83% |
True |
False |
1,279,384 |
| 10 |
1,540.75 |
1,492.00 |
48.75 |
3.2% |
19.00 |
1.2% |
87% |
True |
False |
1,565,456 |
| 20 |
1,554.25 |
1,492.00 |
62.25 |
4.1% |
19.75 |
1.3% |
68% |
False |
False |
1,539,429 |
| 40 |
1,557.75 |
1,492.00 |
65.75 |
4.3% |
16.50 |
1.1% |
65% |
False |
False |
778,009 |
| 60 |
1,557.75 |
1,456.00 |
101.75 |
6.6% |
14.75 |
1.0% |
77% |
False |
False |
518,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,592.75 |
|
2.618 |
1,572.75 |
|
1.618 |
1,560.50 |
|
1.000 |
1,553.00 |
|
0.618 |
1,548.25 |
|
HIGH |
1,540.75 |
|
0.618 |
1,536.00 |
|
0.500 |
1,534.50 |
|
0.382 |
1,533.25 |
|
LOW |
1,528.50 |
|
0.618 |
1,521.00 |
|
1.000 |
1,516.25 |
|
1.618 |
1,508.75 |
|
2.618 |
1,496.50 |
|
4.250 |
1,476.50 |
|
|
| Fisher Pivots for day following 05-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,534.50 |
1,532.25 |
| PP |
1,534.50 |
1,530.00 |
| S1 |
1,534.50 |
1,527.75 |
|