| Trading Metrics calculated at close of trading on 06-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2007 |
06-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
6,712.5 |
6,667.0 |
-45.5 |
-0.7% |
6,614.5 |
| High |
6,724.0 |
6,723.0 |
-1.0 |
0.0% |
6,724.0 |
| Low |
6,650.0 |
6,662.5 |
12.5 |
0.2% |
6,601.0 |
| Close |
6,665.0 |
6,721.5 |
56.5 |
0.8% |
6,721.5 |
| Range |
74.0 |
60.5 |
-13.5 |
-18.2% |
123.0 |
| ATR |
68.5 |
67.9 |
-0.6 |
-0.8% |
0.0 |
| Volume |
37,462 |
85,850 |
48,388 |
129.2% |
395,661 |
|
| Daily Pivots for day following 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,884.0 |
6,863.0 |
6,755.0 |
|
| R3 |
6,823.5 |
6,802.5 |
6,738.0 |
|
| R2 |
6,763.0 |
6,763.0 |
6,732.5 |
|
| R1 |
6,742.0 |
6,742.0 |
6,727.0 |
6,752.5 |
| PP |
6,702.5 |
6,702.5 |
6,702.5 |
6,707.5 |
| S1 |
6,681.5 |
6,681.5 |
6,716.0 |
6,692.0 |
| S2 |
6,642.0 |
6,642.0 |
6,710.5 |
|
| S3 |
6,581.5 |
6,621.0 |
6,705.0 |
|
| S4 |
6,521.0 |
6,560.5 |
6,688.0 |
|
|
| Weekly Pivots for week ending 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,051.0 |
7,009.5 |
6,789.0 |
|
| R3 |
6,928.0 |
6,886.5 |
6,755.5 |
|
| R2 |
6,805.0 |
6,805.0 |
6,744.0 |
|
| R1 |
6,763.5 |
6,763.5 |
6,733.0 |
6,784.0 |
| PP |
6,682.0 |
6,682.0 |
6,682.0 |
6,692.5 |
| S1 |
6,640.5 |
6,640.5 |
6,710.0 |
6,661.0 |
| S2 |
6,559.0 |
6,559.0 |
6,699.0 |
|
| S3 |
6,436.0 |
6,517.5 |
6,687.5 |
|
| S4 |
6,313.0 |
6,394.5 |
6,654.0 |
|
|
| 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 |
6,601.0 |
123.0 |
1.8% |
50.5 |
0.8% |
98% |
False |
False |
79,132 |
| 10 |
6,724.0 |
6,530.0 |
194.0 |
2.9% |
58.0 |
0.9% |
99% |
False |
False |
83,363 |
| 20 |
6,796.0 |
6,525.0 |
271.0 |
4.0% |
66.0 |
1.0% |
73% |
False |
False |
101,558 |
| 40 |
6,796.0 |
6,494.5 |
301.5 |
4.5% |
61.0 |
0.9% |
75% |
False |
False |
52,850 |
| 60 |
6,796.0 |
6,451.5 |
344.5 |
5.1% |
51.0 |
0.8% |
78% |
False |
False |
35,269 |
| 80 |
6,796.0 |
6,142.0 |
654.0 |
9.7% |
48.5 |
0.7% |
89% |
False |
False |
26,542 |
| 100 |
6,796.0 |
6,062.5 |
733.5 |
10.9% |
42.0 |
0.6% |
90% |
False |
False |
21,257 |
| 120 |
6,796.0 |
6,062.5 |
733.5 |
10.9% |
36.5 |
0.5% |
90% |
False |
False |
17,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,980.0 |
|
2.618 |
6,881.5 |
|
1.618 |
6,821.0 |
|
1.000 |
6,783.5 |
|
0.618 |
6,760.5 |
|
HIGH |
6,723.0 |
|
0.618 |
6,700.0 |
|
0.500 |
6,693.0 |
|
0.382 |
6,685.5 |
|
LOW |
6,662.5 |
|
0.618 |
6,625.0 |
|
1.000 |
6,602.0 |
|
1.618 |
6,564.5 |
|
2.618 |
6,504.0 |
|
4.250 |
6,405.5 |
|
|
| Fisher Pivots for day following 06-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,712.0 |
6,710.0 |
| PP |
6,702.5 |
6,698.5 |
| S1 |
6,693.0 |
6,687.0 |
|