| Trading Metrics calculated at close of trading on 04-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2007 |
04-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
6,330.0 |
6,339.0 |
9.0 |
0.1% |
6,348.0 |
| High |
6,342.0 |
6,344.0 |
2.0 |
0.0% |
6,371.0 |
| Low |
6,296.0 |
6,297.0 |
1.0 |
0.0% |
6,184.0 |
| Close |
6,321.0 |
6,312.0 |
-9.0 |
-0.1% |
6,278.0 |
| Range |
46.0 |
47.0 |
1.0 |
2.2% |
187.0 |
| ATR |
65.8 |
64.5 |
-1.3 |
-2.0% |
0.0 |
| Volume |
17,735 |
17,357 |
-378 |
-2.1% |
120,788 |
|
| Daily Pivots for day following 04-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,458.7 |
6,432.3 |
6,337.9 |
|
| R3 |
6,411.7 |
6,385.3 |
6,324.9 |
|
| R2 |
6,364.7 |
6,364.7 |
6,320.6 |
|
| R1 |
6,338.3 |
6,338.3 |
6,316.3 |
6,328.0 |
| PP |
6,317.7 |
6,317.7 |
6,317.7 |
6,312.5 |
| S1 |
6,291.3 |
6,291.3 |
6,307.7 |
6,281.0 |
| S2 |
6,270.7 |
6,270.7 |
6,303.4 |
|
| S3 |
6,223.7 |
6,244.3 |
6,299.1 |
|
| S4 |
6,176.7 |
6,197.3 |
6,286.2 |
|
|
| 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 |
6,344.0 |
6,241.0 |
103.0 |
1.6% |
49.8 |
0.8% |
69% |
True |
False |
21,432 |
| 10 |
6,400.0 |
6,184.0 |
216.0 |
3.4% |
54.5 |
0.9% |
59% |
False |
False |
21,736 |
| 20 |
6,426.0 |
6,182.0 |
244.0 |
3.9% |
52.8 |
0.8% |
53% |
False |
False |
27,224 |
| 40 |
6,434.0 |
6,182.0 |
252.0 |
4.0% |
43.9 |
0.7% |
52% |
False |
False |
13,710 |
| 60 |
6,434.0 |
6,119.0 |
315.0 |
5.0% |
33.2 |
0.5% |
61% |
False |
False |
9,170 |
| 80 |
6,434.0 |
5,784.0 |
650.0 |
10.3% |
30.7 |
0.5% |
81% |
False |
False |
6,888 |
| 100 |
6,434.0 |
5,667.0 |
767.0 |
12.2% |
27.3 |
0.4% |
84% |
False |
False |
5,535 |
| 120 |
6,434.0 |
5,583.0 |
851.0 |
13.5% |
23.3 |
0.4% |
86% |
False |
False |
4,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,543.8 |
|
2.618 |
6,467.0 |
|
1.618 |
6,420.0 |
|
1.000 |
6,391.0 |
|
0.618 |
6,373.0 |
|
HIGH |
6,344.0 |
|
0.618 |
6,326.0 |
|
0.500 |
6,320.5 |
|
0.382 |
6,315.0 |
|
LOW |
6,297.0 |
|
0.618 |
6,268.0 |
|
1.000 |
6,250.0 |
|
1.618 |
6,221.0 |
|
2.618 |
6,174.0 |
|
4.250 |
6,097.3 |
|
|
| Fisher Pivots for day following 04-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,320.5 |
6,311.5 |
| PP |
6,317.7 |
6,311.0 |
| S1 |
6,314.8 |
6,310.5 |
|