| 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 |
1,533.25 |
1,534.25 |
1.00 |
0.1% |
1,515.25 |
| High |
1,540.75 |
1,544.00 |
3.25 |
0.2% |
1,544.00 |
| Low |
1,528.50 |
1,531.25 |
2.75 |
0.2% |
1,514.75 |
| Close |
1,534.50 |
1,542.50 |
8.00 |
0.5% |
1,542.50 |
| Range |
12.25 |
12.75 |
0.50 |
4.1% |
29.25 |
| ATR |
17.34 |
17.01 |
-0.33 |
-1.9% |
0.00 |
| Volume |
546,285 |
861,666 |
315,381 |
57.7% |
4,093,358 |
|
| Daily Pivots for day following 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,577.50 |
1,572.75 |
1,549.50 |
|
| R3 |
1,564.75 |
1,560.00 |
1,546.00 |
|
| R2 |
1,552.00 |
1,552.00 |
1,544.75 |
|
| R1 |
1,547.25 |
1,547.25 |
1,543.75 |
1,549.50 |
| PP |
1,539.25 |
1,539.25 |
1,539.25 |
1,540.50 |
| S1 |
1,534.50 |
1,534.50 |
1,541.25 |
1,537.00 |
| S2 |
1,526.50 |
1,526.50 |
1,540.25 |
|
| S3 |
1,513.75 |
1,521.75 |
1,539.00 |
|
| S4 |
1,501.00 |
1,509.00 |
1,535.50 |
|
|
| Weekly Pivots for week ending 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,621.50 |
1,611.25 |
1,558.50 |
|
| R3 |
1,592.25 |
1,582.00 |
1,550.50 |
|
| R2 |
1,563.00 |
1,563.00 |
1,547.75 |
|
| R1 |
1,552.75 |
1,552.75 |
1,545.25 |
1,558.00 |
| PP |
1,533.75 |
1,533.75 |
1,533.75 |
1,536.25 |
| S1 |
1,523.50 |
1,523.50 |
1,539.75 |
1,528.50 |
| S2 |
1,504.50 |
1,504.50 |
1,537.25 |
|
| S3 |
1,475.25 |
1,494.25 |
1,534.50 |
|
| S4 |
1,446.00 |
1,465.00 |
1,526.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,544.00 |
1,504.50 |
39.50 |
2.6% |
15.25 |
1.0% |
96% |
True |
False |
1,093,992 |
| 10 |
1,544.00 |
1,492.00 |
52.00 |
3.4% |
18.50 |
1.2% |
97% |
True |
False |
1,468,563 |
| 20 |
1,554.25 |
1,492.00 |
62.25 |
4.0% |
18.50 |
1.2% |
81% |
False |
False |
1,573,530 |
| 40 |
1,557.75 |
1,492.00 |
65.75 |
4.3% |
16.50 |
1.1% |
77% |
False |
False |
799,521 |
| 60 |
1,557.75 |
1,456.00 |
101.75 |
6.6% |
14.75 |
0.9% |
85% |
False |
False |
533,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,598.25 |
|
2.618 |
1,577.50 |
|
1.618 |
1,564.75 |
|
1.000 |
1,556.75 |
|
0.618 |
1,552.00 |
|
HIGH |
1,544.00 |
|
0.618 |
1,539.25 |
|
0.500 |
1,537.50 |
|
0.382 |
1,536.00 |
|
LOW |
1,531.25 |
|
0.618 |
1,523.25 |
|
1.000 |
1,518.50 |
|
1.618 |
1,510.50 |
|
2.618 |
1,497.75 |
|
4.250 |
1,477.00 |
|
|
| Fisher Pivots for day following 06-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,541.00 |
1,540.50 |
| PP |
1,539.25 |
1,538.25 |
| S1 |
1,537.50 |
1,536.25 |
|