| 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 |
1,979.75 |
1,996.50 |
16.75 |
0.8% |
1,955.00 |
| High |
2,003.75 |
2,009.75 |
6.00 |
0.3% |
2,009.75 |
| Low |
1,979.00 |
1,992.50 |
13.50 |
0.7% |
1,954.75 |
| Close |
1,998.00 |
2,009.00 |
11.00 |
0.6% |
2,009.00 |
| Range |
24.75 |
17.25 |
-7.50 |
-30.3% |
55.00 |
| ATR |
23.78 |
23.32 |
-0.47 |
-2.0% |
0.00 |
| Volume |
143,265 |
279,571 |
136,306 |
95.1% |
990,199 |
|
| Daily Pivots for day following 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,055.50 |
2,049.50 |
2,018.50 |
|
| R3 |
2,038.25 |
2,032.25 |
2,013.75 |
|
| R2 |
2,021.00 |
2,021.00 |
2,012.25 |
|
| R1 |
2,015.00 |
2,015.00 |
2,010.50 |
2,018.00 |
| PP |
2,003.75 |
2,003.75 |
2,003.75 |
2,005.25 |
| S1 |
1,997.75 |
1,997.75 |
2,007.50 |
2,000.75 |
| S2 |
1,986.50 |
1,986.50 |
2,005.75 |
|
| S3 |
1,969.25 |
1,980.50 |
2,004.25 |
|
| S4 |
1,952.00 |
1,963.25 |
1,999.50 |
|
|
| Weekly Pivots for week ending 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,156.25 |
2,137.50 |
2,039.25 |
|
| R3 |
2,101.25 |
2,082.50 |
2,024.00 |
|
| R2 |
2,046.25 |
2,046.25 |
2,019.00 |
|
| R1 |
2,027.50 |
2,027.50 |
2,014.00 |
2,037.00 |
| PP |
1,991.25 |
1,991.25 |
1,991.25 |
1,995.75 |
| S1 |
1,972.50 |
1,972.50 |
2,004.00 |
1,982.00 |
| S2 |
1,936.25 |
1,936.25 |
1,999.00 |
|
| S3 |
1,881.25 |
1,917.50 |
1,994.00 |
|
| S4 |
1,826.25 |
1,862.50 |
1,978.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,009.75 |
1,941.50 |
68.25 |
3.4% |
20.75 |
1.0% |
99% |
True |
False |
257,066 |
| 10 |
2,009.75 |
1,918.00 |
91.75 |
4.6% |
24.25 |
1.2% |
99% |
True |
False |
326,210 |
| 20 |
2,009.75 |
1,898.00 |
111.75 |
5.6% |
23.75 |
1.2% |
99% |
True |
False |
349,345 |
| 40 |
2,009.75 |
1,898.00 |
111.75 |
5.6% |
24.50 |
1.2% |
99% |
True |
False |
175,394 |
| 60 |
2,009.75 |
1,826.00 |
183.75 |
9.1% |
22.25 |
1.1% |
100% |
True |
False |
116,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,083.00 |
|
2.618 |
2,055.00 |
|
1.618 |
2,037.75 |
|
1.000 |
2,027.00 |
|
0.618 |
2,020.50 |
|
HIGH |
2,009.75 |
|
0.618 |
2,003.25 |
|
0.500 |
2,001.00 |
|
0.382 |
1,999.00 |
|
LOW |
1,992.50 |
|
0.618 |
1,981.75 |
|
1.000 |
1,975.25 |
|
1.618 |
1,964.50 |
|
2.618 |
1,947.25 |
|
4.250 |
1,919.25 |
|
|
| Fisher Pivots for day following 06-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,006.50 |
2,003.00 |
| PP |
2,003.75 |
1,996.75 |
| S1 |
2,001.00 |
1,990.75 |
|