| Trading Metrics calculated at close of trading on 05-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jul-2007 |
05-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
6,339.0 |
6,322.0 |
-17.0 |
-0.3% |
6,348.0 |
| High |
6,344.0 |
6,393.0 |
49.0 |
0.8% |
6,371.0 |
| Low |
6,297.0 |
6,314.0 |
17.0 |
0.3% |
6,184.0 |
| Close |
6,312.0 |
6,389.0 |
77.0 |
1.2% |
6,278.0 |
| Range |
47.0 |
79.0 |
32.0 |
68.1% |
187.0 |
| ATR |
64.5 |
65.7 |
1.2 |
1.8% |
0.0 |
| Volume |
17,357 |
15,597 |
-1,760 |
-10.1% |
120,788 |
|
| Daily Pivots for day following 05-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,602.3 |
6,574.7 |
6,432.5 |
|
| R3 |
6,523.3 |
6,495.7 |
6,410.7 |
|
| R2 |
6,444.3 |
6,444.3 |
6,403.5 |
|
| R1 |
6,416.7 |
6,416.7 |
6,396.2 |
6,430.5 |
| PP |
6,365.3 |
6,365.3 |
6,365.3 |
6,372.3 |
| S1 |
6,337.7 |
6,337.7 |
6,381.8 |
6,351.5 |
| S2 |
6,286.3 |
6,286.3 |
6,374.5 |
|
| S3 |
6,207.3 |
6,258.7 |
6,367.3 |
|
| S4 |
6,128.3 |
6,179.7 |
6,345.6 |
|
|
| 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 |
6,393.0 |
6,241.0 |
152.0 |
2.4% |
57.6 |
0.9% |
97% |
True |
False |
19,948 |
| 10 |
6,399.0 |
6,184.0 |
215.0 |
3.4% |
58.7 |
0.9% |
95% |
False |
False |
21,069 |
| 20 |
6,426.0 |
6,182.0 |
244.0 |
3.8% |
54.9 |
0.9% |
85% |
False |
False |
27,979 |
| 40 |
6,434.0 |
6,182.0 |
252.0 |
3.9% |
45.1 |
0.7% |
82% |
False |
False |
14,099 |
| 60 |
6,434.0 |
6,150.0 |
284.0 |
4.4% |
34.5 |
0.5% |
84% |
False |
False |
9,430 |
| 80 |
6,434.0 |
5,784.0 |
650.0 |
10.2% |
31.7 |
0.5% |
93% |
False |
False |
7,083 |
| 100 |
6,434.0 |
5,667.0 |
767.0 |
12.0% |
28.1 |
0.4% |
94% |
False |
False |
5,691 |
| 120 |
6,434.0 |
5,648.0 |
786.0 |
12.3% |
23.9 |
0.4% |
94% |
False |
False |
4,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,728.8 |
|
2.618 |
6,599.8 |
|
1.618 |
6,520.8 |
|
1.000 |
6,472.0 |
|
0.618 |
6,441.8 |
|
HIGH |
6,393.0 |
|
0.618 |
6,362.8 |
|
0.500 |
6,353.5 |
|
0.382 |
6,344.2 |
|
LOW |
6,314.0 |
|
0.618 |
6,265.2 |
|
1.000 |
6,235.0 |
|
1.618 |
6,186.2 |
|
2.618 |
6,107.2 |
|
4.250 |
5,978.3 |
|
|
| Fisher Pivots for day following 05-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,377.2 |
6,374.2 |
| PP |
6,365.3 |
6,359.3 |
| S1 |
6,353.5 |
6,344.5 |
|