| Trading Metrics calculated at close of trading on 02-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2007 |
02-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1,957.00 |
1,955.00 |
-2.00 |
-0.1% |
1,947.75 |
| High |
1,969.25 |
1,975.25 |
6.00 |
0.3% |
1,969.25 |
| Low |
1,941.50 |
1,954.75 |
13.25 |
0.7% |
1,918.00 |
| Close |
1,956.00 |
1,972.00 |
16.00 |
0.8% |
1,956.00 |
| Range |
27.75 |
20.50 |
-7.25 |
-26.1% |
51.25 |
| ATR |
24.78 |
24.47 |
-0.31 |
-1.2% |
0.00 |
| Volume |
295,135 |
311,324 |
16,189 |
5.5% |
1,835,039 |
|
| Daily Pivots for day following 02-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,028.75 |
2,021.00 |
1,983.25 |
|
| R3 |
2,008.25 |
2,000.50 |
1,977.75 |
|
| R2 |
1,987.75 |
1,987.75 |
1,975.75 |
|
| R1 |
1,980.00 |
1,980.00 |
1,974.00 |
1,984.00 |
| PP |
1,967.25 |
1,967.25 |
1,967.25 |
1,969.25 |
| S1 |
1,959.50 |
1,959.50 |
1,970.00 |
1,963.50 |
| S2 |
1,946.75 |
1,946.75 |
1,968.25 |
|
| S3 |
1,926.25 |
1,939.00 |
1,966.25 |
|
| S4 |
1,905.75 |
1,918.50 |
1,960.75 |
|
|
| Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,101.50 |
2,080.00 |
1,984.25 |
|
| R3 |
2,050.25 |
2,028.75 |
1,970.00 |
|
| R2 |
1,999.00 |
1,999.00 |
1,965.50 |
|
| R1 |
1,977.50 |
1,977.50 |
1,960.75 |
1,988.25 |
| PP |
1,947.75 |
1,947.75 |
1,947.75 |
1,953.00 |
| S1 |
1,926.25 |
1,926.25 |
1,951.25 |
1,937.00 |
| S2 |
1,896.50 |
1,896.50 |
1,946.50 |
|
| S3 |
1,845.25 |
1,875.00 |
1,942.00 |
|
| S4 |
1,794.00 |
1,823.75 |
1,927.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,975.25 |
1,918.00 |
57.25 |
2.9% |
25.75 |
1.3% |
94% |
True |
False |
353,311 |
| 10 |
1,975.25 |
1,918.00 |
57.25 |
2.9% |
26.00 |
1.3% |
94% |
True |
False |
343,326 |
| 20 |
1,975.25 |
1,898.00 |
77.25 |
3.9% |
25.50 |
1.3% |
96% |
True |
False |
316,561 |
| 40 |
1,975.25 |
1,898.00 |
77.25 |
3.9% |
24.25 |
1.2% |
96% |
True |
False |
158,425 |
| 60 |
1,975.25 |
1,826.00 |
149.25 |
7.6% |
22.25 |
1.1% |
98% |
True |
False |
105,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,062.50 |
|
2.618 |
2,029.00 |
|
1.618 |
2,008.50 |
|
1.000 |
1,995.75 |
|
0.618 |
1,988.00 |
|
HIGH |
1,975.25 |
|
0.618 |
1,967.50 |
|
0.500 |
1,965.00 |
|
0.382 |
1,962.50 |
|
LOW |
1,954.75 |
|
0.618 |
1,942.00 |
|
1.000 |
1,934.25 |
|
1.618 |
1,921.50 |
|
2.618 |
1,901.00 |
|
4.250 |
1,867.50 |
|
|
| Fisher Pivots for day following 02-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,969.75 |
1,967.50 |
| PP |
1,967.25 |
1,963.00 |
| S1 |
1,965.00 |
1,958.50 |
|