| Trading Metrics calculated at close of trading on 29-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2007 |
29-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
6,605.0 |
6,620.5 |
15.5 |
0.2% |
6,579.0 |
| High |
6,626.0 |
6,648.0 |
22.0 |
0.3% |
6,651.0 |
| Low |
6,586.0 |
6,551.0 |
-35.0 |
-0.5% |
6,530.0 |
| Close |
6,589.5 |
6,638.0 |
48.5 |
0.7% |
6,638.0 |
| Range |
40.0 |
97.0 |
57.0 |
142.5% |
121.0 |
| ATR |
71.8 |
73.6 |
1.8 |
2.5% |
0.0 |
| Volume |
104,893 |
69,140 |
-35,753 |
-34.1% |
437,971 |
|
| Daily Pivots for day following 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,903.5 |
6,867.5 |
6,691.5 |
|
| R3 |
6,806.5 |
6,770.5 |
6,664.5 |
|
| R2 |
6,709.5 |
6,709.5 |
6,656.0 |
|
| R1 |
6,673.5 |
6,673.5 |
6,647.0 |
6,691.5 |
| PP |
6,612.5 |
6,612.5 |
6,612.5 |
6,621.0 |
| S1 |
6,576.5 |
6,576.5 |
6,629.0 |
6,594.5 |
| S2 |
6,515.5 |
6,515.5 |
6,620.0 |
|
| S3 |
6,418.5 |
6,479.5 |
6,611.5 |
|
| S4 |
6,321.5 |
6,382.5 |
6,584.5 |
|
|
| Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,969.5 |
6,924.5 |
6,704.5 |
|
| R3 |
6,848.5 |
6,803.5 |
6,671.5 |
|
| R2 |
6,727.5 |
6,727.5 |
6,660.0 |
|
| R1 |
6,682.5 |
6,682.5 |
6,649.0 |
6,705.0 |
| PP |
6,606.5 |
6,606.5 |
6,606.5 |
6,617.5 |
| S1 |
6,561.5 |
6,561.5 |
6,627.0 |
6,584.0 |
| S2 |
6,485.5 |
6,485.5 |
6,616.0 |
|
| S3 |
6,364.5 |
6,440.5 |
6,604.5 |
|
| S4 |
6,243.5 |
6,319.5 |
6,571.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,651.0 |
6,530.0 |
121.0 |
1.8% |
66.0 |
1.0% |
89% |
False |
False |
87,594 |
| 10 |
6,796.0 |
6,530.0 |
266.0 |
4.0% |
69.5 |
1.0% |
41% |
False |
False |
95,082 |
| 20 |
6,796.0 |
6,494.5 |
301.5 |
4.5% |
74.0 |
1.1% |
48% |
False |
False |
84,855 |
| 40 |
6,796.0 |
6,494.5 |
301.5 |
4.5% |
59.5 |
0.9% |
48% |
False |
False |
42,968 |
| 60 |
6,796.0 |
6,413.5 |
382.5 |
5.8% |
50.0 |
0.8% |
59% |
False |
False |
28,710 |
| 80 |
6,796.0 |
6,062.5 |
733.5 |
11.1% |
47.0 |
0.7% |
78% |
False |
False |
21,599 |
| 100 |
6,796.0 |
6,062.5 |
733.5 |
11.1% |
39.5 |
0.6% |
78% |
False |
False |
17,301 |
| 120 |
6,796.0 |
6,062.5 |
733.5 |
11.1% |
35.0 |
0.5% |
78% |
False |
False |
14,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,060.0 |
|
2.618 |
6,902.0 |
|
1.618 |
6,805.0 |
|
1.000 |
6,745.0 |
|
0.618 |
6,708.0 |
|
HIGH |
6,648.0 |
|
0.618 |
6,611.0 |
|
0.500 |
6,599.5 |
|
0.382 |
6,588.0 |
|
LOW |
6,551.0 |
|
0.618 |
6,491.0 |
|
1.000 |
6,454.0 |
|
1.618 |
6,394.0 |
|
2.618 |
6,297.0 |
|
4.250 |
6,139.0 |
|
|
| Fisher Pivots for day following 29-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,625.0 |
6,621.5 |
| PP |
6,612.5 |
6,605.5 |
| S1 |
6,599.5 |
6,589.0 |
|