| Trading Metrics calculated at close of trading on 03-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2007 |
03-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
6,287.0 |
6,330.0 |
43.0 |
0.7% |
6,348.0 |
| High |
6,324.0 |
6,342.0 |
18.0 |
0.3% |
6,371.0 |
| Low |
6,277.0 |
6,296.0 |
19.0 |
0.3% |
6,184.0 |
| Close |
6,294.0 |
6,321.0 |
27.0 |
0.4% |
6,278.0 |
| Range |
47.0 |
46.0 |
-1.0 |
-2.1% |
187.0 |
| ATR |
67.2 |
65.8 |
-1.4 |
-2.0% |
0.0 |
| Volume |
22,633 |
17,735 |
-4,898 |
-21.6% |
120,788 |
|
| Daily Pivots for day following 03-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,457.7 |
6,435.3 |
6,346.3 |
|
| R3 |
6,411.7 |
6,389.3 |
6,333.7 |
|
| R2 |
6,365.7 |
6,365.7 |
6,329.4 |
|
| R1 |
6,343.3 |
6,343.3 |
6,325.2 |
6,331.5 |
| PP |
6,319.7 |
6,319.7 |
6,319.7 |
6,313.8 |
| S1 |
6,297.3 |
6,297.3 |
6,316.8 |
6,285.5 |
| S2 |
6,273.7 |
6,273.7 |
6,312.6 |
|
| S3 |
6,227.7 |
6,251.3 |
6,308.4 |
|
| S4 |
6,181.7 |
6,205.3 |
6,295.7 |
|
|
| 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 |
6,342.0 |
6,184.0 |
158.0 |
2.5% |
64.2 |
1.0% |
87% |
True |
False |
24,392 |
| 10 |
6,426.0 |
6,184.0 |
242.0 |
3.8% |
57.2 |
0.9% |
57% |
False |
False |
31,633 |
| 20 |
6,426.0 |
6,182.0 |
244.0 |
3.9% |
51.7 |
0.8% |
57% |
False |
False |
26,372 |
| 40 |
6,434.0 |
6,182.0 |
252.0 |
4.0% |
43.4 |
0.7% |
55% |
False |
False |
13,276 |
| 60 |
6,434.0 |
6,117.0 |
317.0 |
5.0% |
32.4 |
0.5% |
64% |
False |
False |
8,886 |
| 80 |
6,434.0 |
5,784.0 |
650.0 |
10.3% |
30.1 |
0.5% |
83% |
False |
False |
6,671 |
| 100 |
6,434.0 |
5,667.0 |
767.0 |
12.1% |
26.8 |
0.4% |
85% |
False |
False |
5,361 |
| 120 |
6,434.0 |
5,554.0 |
880.0 |
13.9% |
22.9 |
0.4% |
87% |
False |
False |
4,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,537.5 |
|
2.618 |
6,462.4 |
|
1.618 |
6,416.4 |
|
1.000 |
6,388.0 |
|
0.618 |
6,370.4 |
|
HIGH |
6,342.0 |
|
0.618 |
6,324.4 |
|
0.500 |
6,319.0 |
|
0.382 |
6,313.6 |
|
LOW |
6,296.0 |
|
0.618 |
6,267.6 |
|
1.000 |
6,250.0 |
|
1.618 |
6,221.6 |
|
2.618 |
6,175.6 |
|
4.250 |
6,100.5 |
|
|
| Fisher Pivots for day following 03-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,320.3 |
6,311.2 |
| PP |
6,319.7 |
6,301.3 |
| S1 |
6,319.0 |
6,291.5 |
|