| 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 |
1,955.00 |
1,973.00 |
18.00 |
0.9% |
1,947.75 |
| High |
1,975.25 |
1,985.50 |
10.25 |
0.5% |
1,969.25 |
| Low |
1,954.75 |
1,971.75 |
17.00 |
0.9% |
1,918.00 |
| Close |
1,972.00 |
1,985.00 |
13.00 |
0.7% |
1,956.00 |
| Range |
20.50 |
13.75 |
-6.75 |
-32.9% |
51.25 |
| ATR |
24.47 |
23.71 |
-0.77 |
-3.1% |
0.00 |
| Volume |
311,324 |
256,039 |
-55,285 |
-17.8% |
1,835,039 |
|
| Daily Pivots for day following 03-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,022.00 |
2,017.25 |
1,992.50 |
|
| R3 |
2,008.25 |
2,003.50 |
1,988.75 |
|
| R2 |
1,994.50 |
1,994.50 |
1,987.50 |
|
| R1 |
1,989.75 |
1,989.75 |
1,986.25 |
1,992.00 |
| PP |
1,980.75 |
1,980.75 |
1,980.75 |
1,982.00 |
| S1 |
1,976.00 |
1,976.00 |
1,983.75 |
1,978.50 |
| S2 |
1,967.00 |
1,967.00 |
1,982.50 |
|
| S3 |
1,953.25 |
1,962.25 |
1,981.25 |
|
| S4 |
1,939.50 |
1,948.50 |
1,977.50 |
|
|
| 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 |
1,985.50 |
1,918.00 |
67.50 |
3.4% |
23.50 |
1.2% |
99% |
True |
False |
326,148 |
| 10 |
1,985.50 |
1,918.00 |
67.50 |
3.4% |
26.00 |
1.3% |
99% |
True |
False |
347,717 |
| 20 |
1,985.50 |
1,898.00 |
87.50 |
4.4% |
25.25 |
1.3% |
99% |
True |
False |
329,307 |
| 40 |
1,985.50 |
1,898.00 |
87.50 |
4.4% |
24.50 |
1.2% |
99% |
True |
False |
164,825 |
| 60 |
1,985.50 |
1,826.00 |
159.50 |
8.0% |
22.00 |
1.1% |
100% |
True |
False |
109,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,044.00 |
|
2.618 |
2,021.50 |
|
1.618 |
2,007.75 |
|
1.000 |
1,999.25 |
|
0.618 |
1,994.00 |
|
HIGH |
1,985.50 |
|
0.618 |
1,980.25 |
|
0.500 |
1,978.50 |
|
0.382 |
1,977.00 |
|
LOW |
1,971.75 |
|
0.618 |
1,963.25 |
|
1.000 |
1,958.00 |
|
1.618 |
1,949.50 |
|
2.618 |
1,935.75 |
|
4.250 |
1,913.25 |
|
|
| Fisher Pivots for day following 03-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,983.00 |
1,977.75 |
| PP |
1,980.75 |
1,970.75 |
| S1 |
1,978.50 |
1,963.50 |
|