| Trading Metrics calculated at close of trading on 14-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2007 |
14-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1,501.0 |
1,517.0 |
16.0 |
1.1% |
1,539.3 |
| High |
1,516.8 |
1,526.8 |
10.0 |
0.7% |
1,542.5 |
| Low |
1,498.5 |
1,516.5 |
18.0 |
1.2% |
1,488.0 |
| Close |
1,515.5 |
1,524.8 |
9.3 |
0.6% |
1,507.9 |
| Range |
18.3 |
10.3 |
-8.0 |
-43.7% |
54.5 |
| ATR |
15.7 |
15.4 |
-0.3 |
-2.0% |
0.0 |
| Volume |
105,830 |
72,178 |
-33,652 |
-31.8% |
491,701 |
|
| Daily Pivots for day following 14-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,553.6 |
1,549.5 |
1,530.5 |
|
| R3 |
1,543.3 |
1,539.2 |
1,527.6 |
|
| R2 |
1,533.0 |
1,533.0 |
1,526.7 |
|
| R1 |
1,528.9 |
1,528.9 |
1,525.7 |
1,531.0 |
| PP |
1,522.7 |
1,522.7 |
1,522.7 |
1,523.7 |
| S1 |
1,518.6 |
1,518.6 |
1,523.9 |
1,520.7 |
| S2 |
1,512.4 |
1,512.4 |
1,522.9 |
|
| S3 |
1,502.1 |
1,508.3 |
1,522.0 |
|
| S4 |
1,491.8 |
1,498.0 |
1,519.1 |
|
|
| 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 |
1,526.8 |
1,488.0 |
38.8 |
2.5% |
16.2 |
1.1% |
95% |
True |
False |
98,093 |
| 10 |
1,542.8 |
1,488.0 |
54.8 |
3.6% |
17.1 |
1.1% |
67% |
False |
False |
92,528 |
| 20 |
1,542.8 |
1,488.0 |
54.8 |
3.6% |
14.7 |
1.0% |
67% |
False |
False |
65,755 |
| 40 |
1,542.8 |
1,468.2 |
74.6 |
4.9% |
13.4 |
0.9% |
76% |
False |
False |
49,712 |
| 60 |
1,542.8 |
1,418.5 |
124.3 |
8.2% |
12.8 |
0.8% |
86% |
False |
False |
43,045 |
| 80 |
1,542.8 |
1,375.9 |
166.9 |
10.9% |
14.3 |
0.9% |
89% |
False |
False |
45,985 |
| 100 |
1,542.8 |
1,375.9 |
166.9 |
10.9% |
12.9 |
0.8% |
89% |
False |
False |
37,166 |
| 120 |
1,542.8 |
1,375.9 |
166.9 |
10.9% |
12.1 |
0.8% |
89% |
False |
False |
31,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,570.6 |
|
2.618 |
1,553.8 |
|
1.618 |
1,543.5 |
|
1.000 |
1,537.1 |
|
0.618 |
1,533.2 |
|
HIGH |
1,526.8 |
|
0.618 |
1,522.9 |
|
0.500 |
1,521.7 |
|
0.382 |
1,520.4 |
|
LOW |
1,516.5 |
|
0.618 |
1,510.1 |
|
1.000 |
1,506.2 |
|
1.618 |
1,499.8 |
|
2.618 |
1,489.5 |
|
4.250 |
1,472.7 |
|
|
| Fisher Pivots for day following 14-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,523.8 |
1,519.8 |
| PP |
1,522.7 |
1,514.7 |
| S1 |
1,521.7 |
1,509.7 |
|