| Trading Metrics calculated at close of trading on 02-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2007 |
02-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
6,295.0 |
6,287.0 |
-8.0 |
-0.1% |
6,348.0 |
| High |
6,310.0 |
6,324.0 |
14.0 |
0.2% |
6,371.0 |
| Low |
6,241.0 |
6,277.0 |
36.0 |
0.6% |
6,184.0 |
| Close |
6,278.0 |
6,294.0 |
16.0 |
0.3% |
6,278.0 |
| Range |
69.0 |
47.0 |
-22.0 |
-31.9% |
187.0 |
| ATR |
68.8 |
67.2 |
-1.6 |
-2.3% |
0.0 |
| Volume |
26,418 |
22,633 |
-3,785 |
-14.3% |
120,788 |
|
| Daily Pivots for day following 02-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,439.3 |
6,413.7 |
6,319.9 |
|
| R3 |
6,392.3 |
6,366.7 |
6,306.9 |
|
| R2 |
6,345.3 |
6,345.3 |
6,302.6 |
|
| R1 |
6,319.7 |
6,319.7 |
6,298.3 |
6,332.5 |
| PP |
6,298.3 |
6,298.3 |
6,298.3 |
6,304.8 |
| S1 |
6,272.7 |
6,272.7 |
6,289.7 |
6,285.5 |
| S2 |
6,251.3 |
6,251.3 |
6,285.4 |
|
| S3 |
6,204.3 |
6,225.7 |
6,281.1 |
|
| S4 |
6,157.3 |
6,178.7 |
6,268.2 |
|
|
| Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,838.7 |
6,745.3 |
6,380.9 |
|
| R3 |
6,651.7 |
6,558.3 |
6,329.4 |
|
| R2 |
6,464.7 |
6,464.7 |
6,312.3 |
|
| R1 |
6,371.3 |
6,371.3 |
6,295.1 |
6,324.5 |
| PP |
6,277.7 |
6,277.7 |
6,277.7 |
6,254.3 |
| S1 |
6,184.3 |
6,184.3 |
6,260.9 |
6,137.5 |
| S2 |
6,090.7 |
6,090.7 |
6,243.7 |
|
| S3 |
5,903.7 |
5,997.3 |
6,226.6 |
|
| S4 |
5,716.7 |
5,810.3 |
6,175.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,370.0 |
6,184.0 |
186.0 |
3.0% |
64.6 |
1.0% |
59% |
False |
False |
24,786 |
| 10 |
6,426.0 |
6,184.0 |
242.0 |
3.8% |
60.1 |
1.0% |
45% |
False |
False |
41,453 |
| 20 |
6,434.0 |
6,182.0 |
252.0 |
4.0% |
51.2 |
0.8% |
44% |
False |
False |
25,490 |
| 40 |
6,434.0 |
6,182.0 |
252.0 |
4.0% |
42.3 |
0.7% |
44% |
False |
False |
12,843 |
| 60 |
6,434.0 |
6,112.0 |
322.0 |
5.1% |
32.0 |
0.5% |
57% |
False |
False |
8,591 |
| 80 |
6,434.0 |
5,784.0 |
650.0 |
10.3% |
29.6 |
0.5% |
78% |
False |
False |
6,452 |
| 100 |
6,434.0 |
5,667.0 |
767.0 |
12.2% |
26.4 |
0.4% |
82% |
False |
False |
5,184 |
| 120 |
6,434.0 |
5,533.0 |
901.0 |
14.3% |
22.6 |
0.4% |
84% |
False |
False |
4,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,523.8 |
|
2.618 |
6,447.0 |
|
1.618 |
6,400.0 |
|
1.000 |
6,371.0 |
|
0.618 |
6,353.0 |
|
HIGH |
6,324.0 |
|
0.618 |
6,306.0 |
|
0.500 |
6,300.5 |
|
0.382 |
6,295.0 |
|
LOW |
6,277.0 |
|
0.618 |
6,248.0 |
|
1.000 |
6,230.0 |
|
1.618 |
6,201.0 |
|
2.618 |
6,154.0 |
|
4.250 |
6,077.3 |
|
|
| Fisher Pivots for day following 02-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,300.5 |
6,290.2 |
| PP |
6,298.3 |
6,286.3 |
| S1 |
6,296.2 |
6,282.5 |
|