| Trading Metrics calculated at close of trading on 08-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2007 |
08-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1,516.5 |
1,491.3 |
-25.2 |
-1.7% |
1,539.3 |
| High |
1,523.7 |
1,509.0 |
-14.7 |
-1.0% |
1,542.5 |
| Low |
1,488.0 |
1,488.0 |
0.0 |
0.0% |
1,488.0 |
| Close |
1,489.3 |
1,507.9 |
18.6 |
1.2% |
1,507.9 |
| Range |
35.7 |
21.0 |
-14.7 |
-41.2% |
54.5 |
| ATR |
14.5 |
15.0 |
0.5 |
3.2% |
0.0 |
| Volume |
120,557 |
118,915 |
-1,642 |
-1.4% |
491,701 |
|
| Daily Pivots for day following 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,564.6 |
1,557.3 |
1,519.5 |
|
| R3 |
1,543.6 |
1,536.3 |
1,513.7 |
|
| R2 |
1,522.6 |
1,522.6 |
1,511.8 |
|
| R1 |
1,515.3 |
1,515.3 |
1,509.8 |
1,519.0 |
| PP |
1,501.6 |
1,501.6 |
1,501.6 |
1,503.5 |
| S1 |
1,494.3 |
1,494.3 |
1,506.0 |
1,498.0 |
| S2 |
1,480.6 |
1,480.6 |
1,504.1 |
|
| S3 |
1,459.6 |
1,473.3 |
1,502.1 |
|
| S4 |
1,438.6 |
1,452.3 |
1,496.4 |
|
|
| Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,676.3 |
1,646.6 |
1,537.9 |
|
| R3 |
1,621.8 |
1,592.1 |
1,522.9 |
|
| R2 |
1,567.3 |
1,567.3 |
1,517.9 |
|
| R1 |
1,537.6 |
1,537.6 |
1,512.9 |
1,525.2 |
| PP |
1,512.8 |
1,512.8 |
1,512.8 |
1,506.6 |
| S1 |
1,483.1 |
1,483.1 |
1,502.9 |
1,470.7 |
| S2 |
1,458.3 |
1,458.3 |
1,497.9 |
|
| S3 |
1,403.8 |
1,428.6 |
1,492.9 |
|
| S4 |
1,349.3 |
1,374.1 |
1,477.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,542.5 |
1,488.0 |
54.5 |
3.6% |
20.2 |
1.3% |
37% |
False |
True |
98,340 |
| 10 |
1,542.8 |
1,488.0 |
54.8 |
3.6% |
15.9 |
1.1% |
36% |
False |
True |
73,073 |
| 20 |
1,542.8 |
1,488.0 |
54.8 |
3.6% |
14.6 |
1.0% |
36% |
False |
True |
55,042 |
| 40 |
1,542.8 |
1,452.0 |
90.8 |
6.0% |
13.1 |
0.9% |
62% |
False |
False |
43,493 |
| 60 |
1,542.8 |
1,394.8 |
148.0 |
9.8% |
13.1 |
0.9% |
76% |
False |
False |
39,886 |
| 80 |
1,542.8 |
1,375.9 |
166.9 |
11.1% |
13.9 |
0.9% |
79% |
False |
False |
41,388 |
| 100 |
1,542.8 |
1,375.9 |
166.9 |
11.1% |
12.6 |
0.8% |
79% |
False |
False |
33,559 |
| 120 |
1,542.8 |
1,375.9 |
166.9 |
11.1% |
11.9 |
0.8% |
79% |
False |
False |
28,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,598.3 |
|
2.618 |
1,564.0 |
|
1.618 |
1,543.0 |
|
1.000 |
1,530.0 |
|
0.618 |
1,522.0 |
|
HIGH |
1,509.0 |
|
0.618 |
1,501.0 |
|
0.500 |
1,498.5 |
|
0.382 |
1,496.0 |
|
LOW |
1,488.0 |
|
0.618 |
1,475.0 |
|
1.000 |
1,467.0 |
|
1.618 |
1,454.0 |
|
2.618 |
1,433.0 |
|
4.250 |
1,398.8 |
|
|
| Fisher Pivots for day following 08-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,504.8 |
1,512.0 |
| PP |
1,501.6 |
1,510.6 |
| S1 |
1,498.5 |
1,509.3 |
|