| Trading Metrics calculated at close of trading on 09-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2007 |
09-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
6,667.0 |
6,731.5 |
64.5 |
1.0% |
6,614.5 |
| High |
6,723.0 |
6,752.0 |
29.0 |
0.4% |
6,724.0 |
| Low |
6,662.5 |
6,724.5 |
62.0 |
0.9% |
6,601.0 |
| Close |
6,721.5 |
6,740.0 |
18.5 |
0.3% |
6,721.5 |
| Range |
60.5 |
27.5 |
-33.0 |
-54.5% |
123.0 |
| ATR |
67.9 |
65.2 |
-2.7 |
-3.9% |
0.0 |
| Volume |
85,850 |
76,450 |
-9,400 |
-10.9% |
395,661 |
|
| Daily Pivots for day following 09-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,821.5 |
6,808.0 |
6,755.0 |
|
| R3 |
6,794.0 |
6,780.5 |
6,747.5 |
|
| R2 |
6,766.5 |
6,766.5 |
6,745.0 |
|
| R1 |
6,753.0 |
6,753.0 |
6,742.5 |
6,760.0 |
| PP |
6,739.0 |
6,739.0 |
6,739.0 |
6,742.0 |
| S1 |
6,725.5 |
6,725.5 |
6,737.5 |
6,732.0 |
| S2 |
6,711.5 |
6,711.5 |
6,735.0 |
|
| S3 |
6,684.0 |
6,698.0 |
6,732.5 |
|
| S4 |
6,656.5 |
6,670.5 |
6,725.0 |
|
|
| 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 |
6,752.0 |
6,646.0 |
106.0 |
1.6% |
47.0 |
0.7% |
89% |
True |
False |
70,647 |
| 10 |
6,752.0 |
6,530.0 |
222.0 |
3.3% |
51.5 |
0.8% |
95% |
True |
False |
83,801 |
| 20 |
6,796.0 |
6,525.0 |
271.0 |
4.0% |
64.0 |
0.9% |
79% |
False |
False |
103,778 |
| 40 |
6,796.0 |
6,494.5 |
301.5 |
4.5% |
58.5 |
0.9% |
81% |
False |
False |
54,760 |
| 60 |
6,796.0 |
6,451.5 |
344.5 |
5.1% |
51.0 |
0.8% |
84% |
False |
False |
36,542 |
| 80 |
6,796.0 |
6,159.5 |
636.5 |
9.4% |
48.5 |
0.7% |
91% |
False |
False |
27,494 |
| 100 |
6,796.0 |
6,062.5 |
733.5 |
10.9% |
42.0 |
0.6% |
92% |
False |
False |
22,021 |
| 120 |
6,796.0 |
6,062.5 |
733.5 |
10.9% |
36.0 |
0.5% |
92% |
False |
False |
18,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,869.0 |
|
2.618 |
6,824.0 |
|
1.618 |
6,796.5 |
|
1.000 |
6,779.5 |
|
0.618 |
6,769.0 |
|
HIGH |
6,752.0 |
|
0.618 |
6,741.5 |
|
0.500 |
6,738.0 |
|
0.382 |
6,735.0 |
|
LOW |
6,724.5 |
|
0.618 |
6,707.5 |
|
1.000 |
6,697.0 |
|
1.618 |
6,680.0 |
|
2.618 |
6,652.5 |
|
4.250 |
6,607.5 |
|
|
| Fisher Pivots for day following 09-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,739.5 |
6,727.0 |
| PP |
6,739.0 |
6,714.0 |
| S1 |
6,738.0 |
6,701.0 |
|