| Trading Metrics calculated at close of trading on 12-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2007 |
12-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1,506.5 |
1,503.8 |
-2.7 |
-0.2% |
1,539.3 |
| High |
1,516.2 |
1,511.5 |
-4.7 |
-0.3% |
1,542.5 |
| Low |
1,504.0 |
1,492.5 |
-11.5 |
-0.8% |
1,488.0 |
| Close |
1,510.5 |
1,493.1 |
-17.4 |
-1.2% |
1,507.9 |
| Range |
12.2 |
19.0 |
6.8 |
55.7% |
54.5 |
| ATR |
14.8 |
15.1 |
0.3 |
2.0% |
0.0 |
| Volume |
92,692 |
100,851 |
8,159 |
8.8% |
491,701 |
|
| Daily Pivots for day following 12-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,556.0 |
1,543.6 |
1,503.6 |
|
| R3 |
1,537.0 |
1,524.6 |
1,498.3 |
|
| R2 |
1,518.0 |
1,518.0 |
1,496.6 |
|
| R1 |
1,505.6 |
1,505.6 |
1,494.8 |
1,502.3 |
| PP |
1,499.0 |
1,499.0 |
1,499.0 |
1,497.4 |
| S1 |
1,486.6 |
1,486.6 |
1,491.4 |
1,483.3 |
| S2 |
1,480.0 |
1,480.0 |
1,489.6 |
|
| S3 |
1,461.0 |
1,467.6 |
1,487.9 |
|
| S4 |
1,442.0 |
1,448.6 |
1,482.7 |
|
|
| 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 |
1,536.0 |
1,488.0 |
48.0 |
3.2% |
21.7 |
1.5% |
11% |
False |
False |
111,571 |
| 10 |
1,542.8 |
1,488.0 |
54.8 |
3.7% |
17.1 |
1.1% |
9% |
False |
False |
84,961 |
| 20 |
1,542.8 |
1,488.0 |
54.8 |
3.7% |
14.7 |
1.0% |
9% |
False |
False |
60,736 |
| 40 |
1,542.8 |
1,468.2 |
74.6 |
5.0% |
13.2 |
0.9% |
33% |
False |
False |
46,866 |
| 60 |
1,542.8 |
1,412.5 |
130.3 |
8.7% |
13.0 |
0.9% |
62% |
False |
False |
41,208 |
| 80 |
1,542.8 |
1,375.9 |
166.9 |
11.2% |
14.2 |
0.9% |
70% |
False |
False |
43,781 |
| 100 |
1,542.8 |
1,375.9 |
166.9 |
11.2% |
12.7 |
0.9% |
70% |
False |
False |
35,438 |
| 120 |
1,542.8 |
1,375.9 |
166.9 |
11.2% |
11.9 |
0.8% |
70% |
False |
False |
29,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,592.3 |
|
2.618 |
1,561.2 |
|
1.618 |
1,542.2 |
|
1.000 |
1,530.5 |
|
0.618 |
1,523.2 |
|
HIGH |
1,511.5 |
|
0.618 |
1,504.2 |
|
0.500 |
1,502.0 |
|
0.382 |
1,499.8 |
|
LOW |
1,492.5 |
|
0.618 |
1,480.8 |
|
1.000 |
1,473.5 |
|
1.618 |
1,461.8 |
|
2.618 |
1,442.8 |
|
4.250 |
1,411.8 |
|
|
| Fisher Pivots for day following 12-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,502.0 |
1,502.1 |
| PP |
1,499.0 |
1,499.1 |
| S1 |
1,496.1 |
1,496.1 |
|