| Trading Metrics calculated at close of trading on 09-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2007 |
09-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
6,369.0 |
6,395.0 |
26.0 |
0.4% |
6,287.0 |
| High |
6,374.0 |
6,421.0 |
47.0 |
0.7% |
6,393.0 |
| Low |
6,323.0 |
6,383.0 |
60.0 |
0.9% |
6,277.0 |
| Close |
6,361.0 |
6,405.0 |
44.0 |
0.7% |
6,361.0 |
| Range |
51.0 |
38.0 |
-13.0 |
-25.5% |
116.0 |
| ATR |
65.7 |
65.3 |
-0.4 |
-0.6% |
0.0 |
| Volume |
13,819 |
13,083 |
-736 |
-5.3% |
87,141 |
|
| Daily Pivots for day following 09-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,517.0 |
6,499.0 |
6,425.9 |
|
| R3 |
6,479.0 |
6,461.0 |
6,415.5 |
|
| R2 |
6,441.0 |
6,441.0 |
6,412.0 |
|
| R1 |
6,423.0 |
6,423.0 |
6,408.5 |
6,432.0 |
| PP |
6,403.0 |
6,403.0 |
6,403.0 |
6,407.5 |
| S1 |
6,385.0 |
6,385.0 |
6,401.5 |
6,394.0 |
| S2 |
6,365.0 |
6,365.0 |
6,398.0 |
|
| S3 |
6,327.0 |
6,347.0 |
6,394.6 |
|
| S4 |
6,289.0 |
6,309.0 |
6,384.1 |
|
|
| Weekly Pivots for week ending 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,691.7 |
6,642.3 |
6,424.8 |
|
| R3 |
6,575.7 |
6,526.3 |
6,392.9 |
|
| R2 |
6,459.7 |
6,459.7 |
6,382.3 |
|
| R1 |
6,410.3 |
6,410.3 |
6,371.6 |
6,435.0 |
| PP |
6,343.7 |
6,343.7 |
6,343.7 |
6,356.0 |
| S1 |
6,294.3 |
6,294.3 |
6,350.4 |
6,319.0 |
| S2 |
6,227.7 |
6,227.7 |
6,339.7 |
|
| S3 |
6,111.7 |
6,178.3 |
6,329.1 |
|
| S4 |
5,995.7 |
6,062.3 |
6,297.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,421.0 |
6,296.0 |
125.0 |
2.0% |
52.2 |
0.8% |
87% |
True |
False |
15,518 |
| 10 |
6,421.0 |
6,184.0 |
237.0 |
3.7% |
58.4 |
0.9% |
93% |
True |
False |
20,152 |
| 20 |
6,426.0 |
6,182.0 |
244.0 |
3.8% |
54.0 |
0.8% |
91% |
False |
False |
29,263 |
| 40 |
6,434.0 |
6,182.0 |
252.0 |
3.9% |
46.5 |
0.7% |
88% |
False |
False |
14,759 |
| 60 |
6,434.0 |
6,150.0 |
284.0 |
4.4% |
36.0 |
0.6% |
90% |
False |
False |
9,877 |
| 80 |
6,434.0 |
5,784.0 |
650.0 |
10.1% |
32.8 |
0.5% |
96% |
False |
False |
7,419 |
| 100 |
6,434.0 |
5,667.0 |
767.0 |
12.0% |
28.7 |
0.4% |
96% |
False |
False |
5,960 |
| 120 |
6,434.0 |
5,667.0 |
767.0 |
12.0% |
24.5 |
0.4% |
96% |
False |
False |
4,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,582.5 |
|
2.618 |
6,520.5 |
|
1.618 |
6,482.5 |
|
1.000 |
6,459.0 |
|
0.618 |
6,444.5 |
|
HIGH |
6,421.0 |
|
0.618 |
6,406.5 |
|
0.500 |
6,402.0 |
|
0.382 |
6,397.5 |
|
LOW |
6,383.0 |
|
0.618 |
6,359.5 |
|
1.000 |
6,345.0 |
|
1.618 |
6,321.5 |
|
2.618 |
6,283.5 |
|
4.250 |
6,221.5 |
|
|
| Fisher Pivots for day following 09-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,404.0 |
6,392.5 |
| PP |
6,403.0 |
6,380.0 |
| S1 |
6,402.0 |
6,367.5 |
|