| 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 |
6,620.5 |
6,614.5 |
-6.0 |
-0.1% |
6,579.0 |
| High |
6,648.0 |
6,646.0 |
-2.0 |
0.0% |
6,651.0 |
| Low |
6,551.0 |
6,601.0 |
50.0 |
0.8% |
6,530.0 |
| Close |
6,638.0 |
6,634.5 |
-3.5 |
-0.1% |
6,638.0 |
| Range |
97.0 |
45.0 |
-52.0 |
-53.6% |
121.0 |
| ATR |
73.6 |
71.6 |
-2.0 |
-2.8% |
0.0 |
| Volume |
69,140 |
118,875 |
49,735 |
71.9% |
437,971 |
|
| Daily Pivots for day following 02-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,762.0 |
6,743.5 |
6,659.0 |
|
| R3 |
6,717.0 |
6,698.5 |
6,647.0 |
|
| R2 |
6,672.0 |
6,672.0 |
6,643.0 |
|
| R1 |
6,653.5 |
6,653.5 |
6,638.5 |
6,663.0 |
| PP |
6,627.0 |
6,627.0 |
6,627.0 |
6,632.0 |
| S1 |
6,608.5 |
6,608.5 |
6,630.5 |
6,618.0 |
| S2 |
6,582.0 |
6,582.0 |
6,626.0 |
|
| S3 |
6,537.0 |
6,563.5 |
6,622.0 |
|
| S4 |
6,492.0 |
6,518.5 |
6,610.0 |
|
|
| 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 |
6,648.0 |
6,530.0 |
118.0 |
1.8% |
56.0 |
0.8% |
89% |
False |
False |
96,955 |
| 10 |
6,763.5 |
6,530.0 |
233.5 |
3.5% |
67.5 |
1.0% |
45% |
False |
False |
93,278 |
| 20 |
6,796.0 |
6,494.5 |
301.5 |
4.5% |
75.0 |
1.1% |
46% |
False |
False |
90,634 |
| 40 |
6,796.0 |
6,494.5 |
301.5 |
4.5% |
60.0 |
0.9% |
46% |
False |
False |
45,936 |
| 60 |
6,796.0 |
6,413.5 |
382.5 |
5.8% |
49.5 |
0.7% |
58% |
False |
False |
30,683 |
| 80 |
6,796.0 |
6,062.5 |
733.5 |
11.1% |
47.5 |
0.7% |
78% |
False |
False |
23,084 |
| 100 |
6,796.0 |
6,062.5 |
733.5 |
11.1% |
40.0 |
0.6% |
78% |
False |
False |
18,489 |
| 120 |
6,796.0 |
6,062.5 |
733.5 |
11.1% |
34.5 |
0.5% |
78% |
False |
False |
15,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,837.0 |
|
2.618 |
6,764.0 |
|
1.618 |
6,719.0 |
|
1.000 |
6,691.0 |
|
0.618 |
6,674.0 |
|
HIGH |
6,646.0 |
|
0.618 |
6,629.0 |
|
0.500 |
6,623.5 |
|
0.382 |
6,618.0 |
|
LOW |
6,601.0 |
|
0.618 |
6,573.0 |
|
1.000 |
6,556.0 |
|
1.618 |
6,528.0 |
|
2.618 |
6,483.0 |
|
4.250 |
6,410.0 |
|
|
| Fisher Pivots for day following 02-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,631.0 |
6,623.0 |
| PP |
6,627.0 |
6,611.0 |
| S1 |
6,623.5 |
6,599.5 |
|