| Trading Metrics calculated at close of trading on 10-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2007 |
10-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
6,731.5 |
6,738.0 |
6.5 |
0.1% |
6,614.5 |
| High |
6,752.0 |
6,759.0 |
7.0 |
0.1% |
6,724.0 |
| Low |
6,724.5 |
6,643.0 |
-81.5 |
-1.2% |
6,601.0 |
| Close |
6,740.0 |
6,660.5 |
-79.5 |
-1.2% |
6,721.5 |
| Range |
27.5 |
116.0 |
88.5 |
321.8% |
123.0 |
| ATR |
65.2 |
68.9 |
3.6 |
5.6% |
0.0 |
| Volume |
76,450 |
49,949 |
-26,501 |
-34.7% |
395,661 |
|
| Daily Pivots for day following 10-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,035.5 |
6,964.0 |
6,724.5 |
|
| R3 |
6,919.5 |
6,848.0 |
6,692.5 |
|
| R2 |
6,803.5 |
6,803.5 |
6,682.0 |
|
| R1 |
6,732.0 |
6,732.0 |
6,671.0 |
6,710.0 |
| PP |
6,687.5 |
6,687.5 |
6,687.5 |
6,676.5 |
| S1 |
6,616.0 |
6,616.0 |
6,650.0 |
6,594.0 |
| S2 |
6,571.5 |
6,571.5 |
6,639.0 |
|
| S3 |
6,455.5 |
6,500.0 |
6,628.5 |
|
| S4 |
6,339.5 |
6,384.0 |
6,596.5 |
|
|
| 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 |
6,759.0 |
6,643.0 |
116.0 |
1.7% |
63.5 |
1.0% |
15% |
True |
True |
63,249 |
| 10 |
6,759.0 |
6,530.0 |
229.0 |
3.4% |
58.0 |
0.9% |
57% |
True |
False |
79,916 |
| 20 |
6,796.0 |
6,525.0 |
271.0 |
4.1% |
66.0 |
1.0% |
50% |
False |
False |
99,235 |
| 40 |
6,796.0 |
6,494.5 |
301.5 |
4.5% |
60.0 |
0.9% |
55% |
False |
False |
56,006 |
| 60 |
6,796.0 |
6,451.5 |
344.5 |
5.2% |
52.0 |
0.8% |
61% |
False |
False |
37,374 |
| 80 |
6,796.0 |
6,189.5 |
606.5 |
9.1% |
49.5 |
0.7% |
78% |
False |
False |
28,119 |
| 100 |
6,796.0 |
6,062.5 |
733.5 |
11.0% |
43.5 |
0.7% |
82% |
False |
False |
22,521 |
| 120 |
6,796.0 |
6,062.5 |
733.5 |
11.0% |
37.0 |
0.6% |
82% |
False |
False |
18,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,252.0 |
|
2.618 |
7,062.5 |
|
1.618 |
6,946.5 |
|
1.000 |
6,875.0 |
|
0.618 |
6,830.5 |
|
HIGH |
6,759.0 |
|
0.618 |
6,714.5 |
|
0.500 |
6,701.0 |
|
0.382 |
6,687.5 |
|
LOW |
6,643.0 |
|
0.618 |
6,571.5 |
|
1.000 |
6,527.0 |
|
1.618 |
6,455.5 |
|
2.618 |
6,339.5 |
|
4.250 |
6,150.0 |
|
|
| Fisher Pivots for day following 10-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,701.0 |
6,701.0 |
| PP |
6,687.5 |
6,687.5 |
| S1 |
6,674.0 |
6,674.0 |
|