| Trading Metrics calculated at close of trading on 04-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2007 |
04-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
6,650.0 |
6,678.5 |
28.5 |
0.4% |
6,579.0 |
| High |
6,679.0 |
6,713.5 |
34.5 |
0.5% |
6,651.0 |
| Low |
6,646.0 |
6,673.5 |
27.5 |
0.4% |
6,530.0 |
| Close |
6,666.0 |
6,695.5 |
29.5 |
0.4% |
6,638.0 |
| Range |
33.0 |
40.0 |
7.0 |
21.2% |
121.0 |
| ATR |
69.6 |
68.0 |
-1.6 |
-2.3% |
0.0 |
| Volume |
86,936 |
66,538 |
-20,398 |
-23.5% |
437,971 |
|
| Daily Pivots for day following 04-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,814.0 |
6,795.0 |
6,717.5 |
|
| R3 |
6,774.0 |
6,755.0 |
6,706.5 |
|
| R2 |
6,734.0 |
6,734.0 |
6,703.0 |
|
| R1 |
6,715.0 |
6,715.0 |
6,699.0 |
6,724.5 |
| PP |
6,694.0 |
6,694.0 |
6,694.0 |
6,699.0 |
| S1 |
6,675.0 |
6,675.0 |
6,692.0 |
6,684.5 |
| S2 |
6,654.0 |
6,654.0 |
6,688.0 |
|
| S3 |
6,614.0 |
6,635.0 |
6,684.5 |
|
| S4 |
6,574.0 |
6,595.0 |
6,673.5 |
|
|
| 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 |
6,713.5 |
6,551.0 |
162.5 |
2.4% |
51.0 |
0.8% |
89% |
True |
False |
89,276 |
| 10 |
6,713.5 |
6,530.0 |
183.5 |
2.7% |
61.0 |
0.9% |
90% |
True |
False |
91,562 |
| 20 |
6,796.0 |
6,494.5 |
301.5 |
4.5% |
67.5 |
1.0% |
67% |
False |
False |
97,837 |
| 40 |
6,796.0 |
6,494.5 |
301.5 |
4.5% |
60.5 |
0.9% |
67% |
False |
False |
49,770 |
| 60 |
6,796.0 |
6,432.5 |
363.5 |
5.4% |
50.0 |
0.7% |
72% |
False |
False |
33,224 |
| 80 |
6,796.0 |
6,062.5 |
733.5 |
11.0% |
47.5 |
0.7% |
86% |
False |
False |
25,001 |
| 100 |
6,796.0 |
6,062.5 |
733.5 |
11.0% |
40.5 |
0.6% |
86% |
False |
False |
20,024 |
| 120 |
6,796.0 |
6,062.5 |
733.5 |
11.0% |
35.0 |
0.5% |
86% |
False |
False |
16,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,883.5 |
|
2.618 |
6,818.0 |
|
1.618 |
6,778.0 |
|
1.000 |
6,753.5 |
|
0.618 |
6,738.0 |
|
HIGH |
6,713.5 |
|
0.618 |
6,698.0 |
|
0.500 |
6,693.5 |
|
0.382 |
6,689.0 |
|
LOW |
6,673.5 |
|
0.618 |
6,649.0 |
|
1.000 |
6,633.5 |
|
1.618 |
6,609.0 |
|
2.618 |
6,569.0 |
|
4.250 |
6,503.5 |
|
|
| Fisher Pivots for day following 04-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,695.0 |
6,683.0 |
| PP |
6,694.0 |
6,670.0 |
| S1 |
6,693.5 |
6,657.0 |
|