| Trading Metrics calculated at close of trading on 06-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2007 |
06-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
6,322.0 |
6,369.0 |
47.0 |
0.7% |
6,287.0 |
| High |
6,393.0 |
6,374.0 |
-19.0 |
-0.3% |
6,393.0 |
| Low |
6,314.0 |
6,323.0 |
9.0 |
0.1% |
6,277.0 |
| Close |
6,389.0 |
6,361.0 |
-28.0 |
-0.4% |
6,361.0 |
| Range |
79.0 |
51.0 |
-28.0 |
-35.4% |
116.0 |
| ATR |
65.7 |
65.7 |
0.0 |
0.0% |
0.0 |
| Volume |
15,597 |
13,819 |
-1,778 |
-11.4% |
87,141 |
|
| Daily Pivots for day following 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,505.7 |
6,484.3 |
6,389.1 |
|
| R3 |
6,454.7 |
6,433.3 |
6,375.0 |
|
| R2 |
6,403.7 |
6,403.7 |
6,370.4 |
|
| R1 |
6,382.3 |
6,382.3 |
6,365.7 |
6,367.5 |
| PP |
6,352.7 |
6,352.7 |
6,352.7 |
6,345.3 |
| S1 |
6,331.3 |
6,331.3 |
6,356.3 |
6,316.5 |
| S2 |
6,301.7 |
6,301.7 |
6,351.7 |
|
| S3 |
6,250.7 |
6,280.3 |
6,347.0 |
|
| S4 |
6,199.7 |
6,229.3 |
6,333.0 |
|
|
| 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 |
6,393.0 |
6,277.0 |
116.0 |
1.8% |
54.0 |
0.8% |
72% |
False |
False |
17,428 |
| 10 |
6,393.0 |
6,184.0 |
209.0 |
3.3% |
59.1 |
0.9% |
85% |
False |
False |
20,792 |
| 20 |
6,426.0 |
6,182.0 |
244.0 |
3.8% |
54.4 |
0.9% |
73% |
False |
False |
28,646 |
| 40 |
6,434.0 |
6,182.0 |
252.0 |
4.0% |
45.6 |
0.7% |
71% |
False |
False |
14,432 |
| 60 |
6,434.0 |
6,150.0 |
284.0 |
4.5% |
35.4 |
0.6% |
74% |
False |
False |
9,660 |
| 80 |
6,434.0 |
5,784.0 |
650.0 |
10.2% |
32.4 |
0.5% |
89% |
False |
False |
7,256 |
| 100 |
6,434.0 |
5,667.0 |
767.0 |
12.1% |
28.4 |
0.4% |
90% |
False |
False |
5,829 |
| 120 |
6,434.0 |
5,667.0 |
767.0 |
12.1% |
24.3 |
0.4% |
90% |
False |
False |
4,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,590.8 |
|
2.618 |
6,507.5 |
|
1.618 |
6,456.5 |
|
1.000 |
6,425.0 |
|
0.618 |
6,405.5 |
|
HIGH |
6,374.0 |
|
0.618 |
6,354.5 |
|
0.500 |
6,348.5 |
|
0.382 |
6,342.5 |
|
LOW |
6,323.0 |
|
0.618 |
6,291.5 |
|
1.000 |
6,272.0 |
|
1.618 |
6,240.5 |
|
2.618 |
6,189.5 |
|
4.250 |
6,106.3 |
|
|
| Fisher Pivots for day following 06-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,356.8 |
6,355.7 |
| PP |
6,352.7 |
6,350.3 |
| S1 |
6,348.5 |
6,345.0 |
|