| 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 |
6,614.5 |
6,650.0 |
35.5 |
0.5% |
6,579.0 |
| High |
6,646.0 |
6,679.0 |
33.0 |
0.5% |
6,651.0 |
| Low |
6,601.0 |
6,646.0 |
45.0 |
0.7% |
6,530.0 |
| Close |
6,634.5 |
6,666.0 |
31.5 |
0.5% |
6,638.0 |
| Range |
45.0 |
33.0 |
-12.0 |
-26.7% |
121.0 |
| ATR |
71.6 |
69.6 |
-1.9 |
-2.7% |
0.0 |
| Volume |
118,875 |
86,936 |
-31,939 |
-26.9% |
437,971 |
|
| Daily Pivots for day following 03-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,762.5 |
6,747.5 |
6,684.0 |
|
| R3 |
6,729.5 |
6,714.5 |
6,675.0 |
|
| R2 |
6,696.5 |
6,696.5 |
6,672.0 |
|
| R1 |
6,681.5 |
6,681.5 |
6,669.0 |
6,689.0 |
| PP |
6,663.5 |
6,663.5 |
6,663.5 |
6,667.5 |
| S1 |
6,648.5 |
6,648.5 |
6,663.0 |
6,656.0 |
| S2 |
6,630.5 |
6,630.5 |
6,660.0 |
|
| S3 |
6,597.5 |
6,615.5 |
6,657.0 |
|
| S4 |
6,564.5 |
6,582.5 |
6,648.0 |
|
|
| 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 |
6,679.0 |
6,530.0 |
149.0 |
2.2% |
52.0 |
0.8% |
91% |
True |
False |
96,583 |
| 10 |
6,733.0 |
6,530.0 |
203.0 |
3.0% |
63.0 |
0.9% |
67% |
False |
False |
93,798 |
| 20 |
6,796.0 |
6,494.5 |
301.5 |
4.5% |
72.0 |
1.1% |
57% |
False |
False |
94,865 |
| 40 |
6,796.0 |
6,494.5 |
301.5 |
4.5% |
60.5 |
0.9% |
57% |
False |
False |
48,110 |
| 60 |
6,796.0 |
6,432.5 |
363.5 |
5.5% |
49.5 |
0.7% |
64% |
False |
False |
32,124 |
| 80 |
6,796.0 |
6,062.5 |
733.5 |
11.0% |
47.5 |
0.7% |
82% |
False |
False |
24,170 |
| 100 |
6,796.0 |
6,062.5 |
733.5 |
11.0% |
40.0 |
0.6% |
82% |
False |
False |
19,358 |
| 120 |
6,796.0 |
6,062.5 |
733.5 |
11.0% |
35.0 |
0.5% |
82% |
False |
False |
16,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,819.0 |
|
2.618 |
6,765.5 |
|
1.618 |
6,732.5 |
|
1.000 |
6,712.0 |
|
0.618 |
6,699.5 |
|
HIGH |
6,679.0 |
|
0.618 |
6,666.5 |
|
0.500 |
6,662.5 |
|
0.382 |
6,658.5 |
|
LOW |
6,646.0 |
|
0.618 |
6,625.5 |
|
1.000 |
6,613.0 |
|
1.618 |
6,592.5 |
|
2.618 |
6,559.5 |
|
4.250 |
6,506.0 |
|
|
| Fisher Pivots for day following 03-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,665.0 |
6,649.0 |
| PP |
6,663.5 |
6,632.0 |
| S1 |
6,662.5 |
6,615.0 |
|