| Trading Metrics calculated at close of trading on 11-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2007 |
11-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
6,415.0 |
6,305.0 |
-110.0 |
-1.7% |
6,287.0 |
| High |
6,417.0 |
6,349.0 |
-68.0 |
-1.1% |
6,393.0 |
| Low |
6,362.0 |
6,298.0 |
-64.0 |
-1.0% |
6,277.0 |
| Close |
6,375.0 |
6,326.0 |
-49.0 |
-0.8% |
6,361.0 |
| Range |
55.0 |
51.0 |
-4.0 |
-7.3% |
116.0 |
| ATR |
64.6 |
65.4 |
0.9 |
1.4% |
0.0 |
| Volume |
18,194 |
20,095 |
1,901 |
10.4% |
87,141 |
|
| Daily Pivots for day following 11-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,477.3 |
6,452.7 |
6,354.1 |
|
| R3 |
6,426.3 |
6,401.7 |
6,340.0 |
|
| R2 |
6,375.3 |
6,375.3 |
6,335.4 |
|
| R1 |
6,350.7 |
6,350.7 |
6,330.7 |
6,363.0 |
| PP |
6,324.3 |
6,324.3 |
6,324.3 |
6,330.5 |
| S1 |
6,299.7 |
6,299.7 |
6,321.3 |
6,312.0 |
| S2 |
6,273.3 |
6,273.3 |
6,316.7 |
|
| S3 |
6,222.3 |
6,248.7 |
6,312.0 |
|
| S4 |
6,171.3 |
6,197.7 |
6,298.0 |
|
|
| 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 |
6,298.0 |
123.0 |
1.9% |
54.8 |
0.9% |
23% |
False |
True |
16,157 |
| 10 |
6,421.0 |
6,241.0 |
180.0 |
2.8% |
52.3 |
0.8% |
47% |
False |
False |
18,795 |
| 20 |
6,426.0 |
6,184.0 |
242.0 |
3.8% |
54.2 |
0.9% |
59% |
False |
False |
30,583 |
| 40 |
6,434.0 |
6,182.0 |
252.0 |
4.0% |
47.9 |
0.8% |
57% |
False |
False |
15,715 |
| 60 |
6,434.0 |
6,150.0 |
284.0 |
4.5% |
37.8 |
0.6% |
62% |
False |
False |
10,503 |
| 80 |
6,434.0 |
5,862.0 |
572.0 |
9.0% |
33.2 |
0.5% |
81% |
False |
False |
7,897 |
| 100 |
6,434.0 |
5,667.0 |
767.0 |
12.1% |
29.3 |
0.5% |
86% |
False |
False |
6,342 |
| 120 |
6,434.0 |
5,667.0 |
767.0 |
12.1% |
25.4 |
0.4% |
86% |
False |
False |
5,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,565.8 |
|
2.618 |
6,482.5 |
|
1.618 |
6,431.5 |
|
1.000 |
6,400.0 |
|
0.618 |
6,380.5 |
|
HIGH |
6,349.0 |
|
0.618 |
6,329.5 |
|
0.500 |
6,323.5 |
|
0.382 |
6,317.5 |
|
LOW |
6,298.0 |
|
0.618 |
6,266.5 |
|
1.000 |
6,247.0 |
|
1.618 |
6,215.5 |
|
2.618 |
6,164.5 |
|
4.250 |
6,081.3 |
|
|
| Fisher Pivots for day following 11-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,325.2 |
6,359.5 |
| PP |
6,324.3 |
6,348.3 |
| S1 |
6,323.5 |
6,337.2 |
|