| Trading Metrics calculated at close of trading on 05-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jul-2007 |
05-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
6,678.5 |
6,712.5 |
34.0 |
0.5% |
6,579.0 |
| High |
6,713.5 |
6,724.0 |
10.5 |
0.2% |
6,651.0 |
| Low |
6,673.5 |
6,650.0 |
-23.5 |
-0.4% |
6,530.0 |
| Close |
6,695.5 |
6,665.0 |
-30.5 |
-0.5% |
6,638.0 |
| Range |
40.0 |
74.0 |
34.0 |
85.0% |
121.0 |
| ATR |
68.0 |
68.5 |
0.4 |
0.6% |
0.0 |
| Volume |
66,538 |
37,462 |
-29,076 |
-43.7% |
437,971 |
|
| Daily Pivots for day following 05-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,901.5 |
6,857.5 |
6,705.5 |
|
| R3 |
6,827.5 |
6,783.5 |
6,685.5 |
|
| R2 |
6,753.5 |
6,753.5 |
6,678.5 |
|
| R1 |
6,709.5 |
6,709.5 |
6,672.0 |
6,694.5 |
| PP |
6,679.5 |
6,679.5 |
6,679.5 |
6,672.0 |
| S1 |
6,635.5 |
6,635.5 |
6,658.0 |
6,620.5 |
| S2 |
6,605.5 |
6,605.5 |
6,651.5 |
|
| S3 |
6,531.5 |
6,561.5 |
6,644.5 |
|
| S4 |
6,457.5 |
6,487.5 |
6,624.5 |
|
|
| 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 |
6,724.0 |
6,551.0 |
173.0 |
2.6% |
58.0 |
0.9% |
66% |
True |
False |
75,790 |
| 10 |
6,724.0 |
6,530.0 |
194.0 |
2.9% |
61.5 |
0.9% |
70% |
True |
False |
86,999 |
| 20 |
6,796.0 |
6,494.5 |
301.5 |
4.5% |
66.5 |
1.0% |
57% |
False |
False |
98,544 |
| 40 |
6,796.0 |
6,494.5 |
301.5 |
4.5% |
61.0 |
0.9% |
57% |
False |
False |
50,705 |
| 60 |
6,796.0 |
6,432.5 |
363.5 |
5.5% |
50.5 |
0.8% |
64% |
False |
False |
33,847 |
| 80 |
6,796.0 |
6,062.5 |
733.5 |
11.0% |
48.5 |
0.7% |
82% |
False |
False |
25,469 |
| 100 |
6,796.0 |
6,062.5 |
733.5 |
11.0% |
41.5 |
0.6% |
82% |
False |
False |
20,398 |
| 120 |
6,796.0 |
6,062.5 |
733.5 |
11.0% |
36.0 |
0.5% |
82% |
False |
False |
17,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,038.5 |
|
2.618 |
6,917.5 |
|
1.618 |
6,843.5 |
|
1.000 |
6,798.0 |
|
0.618 |
6,769.5 |
|
HIGH |
6,724.0 |
|
0.618 |
6,695.5 |
|
0.500 |
6,687.0 |
|
0.382 |
6,678.5 |
|
LOW |
6,650.0 |
|
0.618 |
6,604.5 |
|
1.000 |
6,576.0 |
|
1.618 |
6,530.5 |
|
2.618 |
6,456.5 |
|
4.250 |
6,335.5 |
|
|
| Fisher Pivots for day following 05-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,687.0 |
6,685.0 |
| PP |
6,679.5 |
6,678.5 |
| S1 |
6,672.5 |
6,671.5 |
|