| Trading Metrics calculated at close of trading on 10-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2007 |
10-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
6,395.0 |
6,415.0 |
20.0 |
0.3% |
6,287.0 |
| High |
6,421.0 |
6,417.0 |
-4.0 |
-0.1% |
6,393.0 |
| Low |
6,383.0 |
6,362.0 |
-21.0 |
-0.3% |
6,277.0 |
| Close |
6,405.0 |
6,375.0 |
-30.0 |
-0.5% |
6,361.0 |
| Range |
38.0 |
55.0 |
17.0 |
44.7% |
116.0 |
| ATR |
65.3 |
64.6 |
-0.7 |
-1.1% |
0.0 |
| Volume |
13,083 |
18,194 |
5,111 |
39.1% |
87,141 |
|
| Daily Pivots for day following 10-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,549.7 |
6,517.3 |
6,405.3 |
|
| R3 |
6,494.7 |
6,462.3 |
6,390.1 |
|
| R2 |
6,439.7 |
6,439.7 |
6,385.1 |
|
| R1 |
6,407.3 |
6,407.3 |
6,380.0 |
6,396.0 |
| PP |
6,384.7 |
6,384.7 |
6,384.7 |
6,379.0 |
| S1 |
6,352.3 |
6,352.3 |
6,370.0 |
6,341.0 |
| S2 |
6,329.7 |
6,329.7 |
6,364.9 |
|
| S3 |
6,274.7 |
6,297.3 |
6,359.9 |
|
| S4 |
6,219.7 |
6,242.3 |
6,344.8 |
|
|
| 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 |
6,297.0 |
124.0 |
1.9% |
54.0 |
0.8% |
63% |
False |
False |
15,610 |
| 10 |
6,421.0 |
6,184.0 |
237.0 |
3.7% |
59.1 |
0.9% |
81% |
False |
False |
20,001 |
| 20 |
6,426.0 |
6,182.0 |
244.0 |
3.8% |
53.4 |
0.8% |
79% |
False |
False |
29,943 |
| 40 |
6,434.0 |
6,182.0 |
252.0 |
4.0% |
47.4 |
0.7% |
77% |
False |
False |
15,213 |
| 60 |
6,434.0 |
6,150.0 |
284.0 |
4.5% |
36.9 |
0.6% |
79% |
False |
False |
10,169 |
| 80 |
6,434.0 |
5,840.0 |
594.0 |
9.3% |
33.4 |
0.5% |
90% |
False |
False |
7,646 |
| 100 |
6,434.0 |
5,667.0 |
767.0 |
12.0% |
28.9 |
0.5% |
92% |
False |
False |
6,141 |
| 120 |
6,434.0 |
5,667.0 |
767.0 |
12.0% |
25.0 |
0.4% |
92% |
False |
False |
5,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,650.8 |
|
2.618 |
6,561.0 |
|
1.618 |
6,506.0 |
|
1.000 |
6,472.0 |
|
0.618 |
6,451.0 |
|
HIGH |
6,417.0 |
|
0.618 |
6,396.0 |
|
0.500 |
6,389.5 |
|
0.382 |
6,383.0 |
|
LOW |
6,362.0 |
|
0.618 |
6,328.0 |
|
1.000 |
6,307.0 |
|
1.618 |
6,273.0 |
|
2.618 |
6,218.0 |
|
4.250 |
6,128.3 |
|
|
| Fisher Pivots for day following 10-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,389.5 |
6,374.0 |
| PP |
6,384.7 |
6,373.0 |
| S1 |
6,379.8 |
6,372.0 |
|