| Trading Metrics calculated at close of trading on 13-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2007 |
13-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1,503.8 |
1,501.0 |
-2.8 |
-0.2% |
1,539.3 |
| High |
1,511.5 |
1,516.8 |
5.3 |
0.4% |
1,542.5 |
| Low |
1,492.5 |
1,498.5 |
6.0 |
0.4% |
1,488.0 |
| Close |
1,493.1 |
1,515.5 |
22.4 |
1.5% |
1,507.9 |
| Range |
19.0 |
18.3 |
-0.7 |
-3.7% |
54.5 |
| ATR |
15.1 |
15.7 |
0.6 |
4.1% |
0.0 |
| Volume |
100,851 |
105,830 |
4,979 |
4.9% |
491,701 |
|
| Daily Pivots for day following 13-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,565.2 |
1,558.6 |
1,525.6 |
|
| R3 |
1,546.9 |
1,540.3 |
1,520.5 |
|
| R2 |
1,528.6 |
1,528.6 |
1,518.9 |
|
| R1 |
1,522.0 |
1,522.0 |
1,517.2 |
1,525.3 |
| PP |
1,510.3 |
1,510.3 |
1,510.3 |
1,511.9 |
| S1 |
1,503.7 |
1,503.7 |
1,513.8 |
1,507.0 |
| S2 |
1,492.0 |
1,492.0 |
1,512.1 |
|
| S3 |
1,473.7 |
1,485.4 |
1,510.5 |
|
| S4 |
1,455.4 |
1,467.1 |
1,505.4 |
|
|
| 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 |
1,523.7 |
1,488.0 |
35.7 |
2.4% |
21.2 |
1.4% |
77% |
False |
False |
107,769 |
| 10 |
1,542.8 |
1,488.0 |
54.8 |
3.6% |
16.8 |
1.1% |
50% |
False |
False |
90,579 |
| 20 |
1,542.8 |
1,488.0 |
54.8 |
3.6% |
14.8 |
1.0% |
50% |
False |
False |
64,273 |
| 40 |
1,542.8 |
1,468.2 |
74.6 |
4.9% |
13.4 |
0.9% |
63% |
False |
False |
48,717 |
| 60 |
1,542.8 |
1,418.5 |
124.3 |
8.2% |
13.1 |
0.9% |
78% |
False |
False |
42,379 |
| 80 |
1,542.8 |
1,375.9 |
166.9 |
11.0% |
14.3 |
0.9% |
84% |
False |
False |
45,098 |
| 100 |
1,542.8 |
1,375.9 |
166.9 |
11.0% |
12.8 |
0.8% |
84% |
False |
False |
36,446 |
| 120 |
1,542.8 |
1,375.9 |
166.9 |
11.0% |
12.1 |
0.8% |
84% |
False |
False |
30,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,594.6 |
|
2.618 |
1,564.7 |
|
1.618 |
1,546.4 |
|
1.000 |
1,535.1 |
|
0.618 |
1,528.1 |
|
HIGH |
1,516.8 |
|
0.618 |
1,509.8 |
|
0.500 |
1,507.7 |
|
0.382 |
1,505.5 |
|
LOW |
1,498.5 |
|
0.618 |
1,487.2 |
|
1.000 |
1,480.2 |
|
1.618 |
1,468.9 |
|
2.618 |
1,450.6 |
|
4.250 |
1,420.7 |
|
|
| Fisher Pivots for day following 13-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,512.9 |
1,511.9 |
| PP |
1,510.3 |
1,508.3 |
| S1 |
1,507.7 |
1,504.7 |
|