| 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 |
7,745.0 |
7,578.0 |
-167.0 |
-2.2% |
7,975.0 |
| High |
7,790.5 |
7,675.0 |
-115.5 |
-1.5% |
8,021.0 |
| Low |
7,555.5 |
7,502.0 |
-53.5 |
-0.7% |
7,502.0 |
| Close |
7,616.0 |
7,583.5 |
-32.5 |
-0.4% |
7,583.5 |
| Range |
235.0 |
173.0 |
-62.0 |
-26.4% |
519.0 |
| ATR |
123.5 |
127.0 |
3.5 |
2.9% |
0.0 |
| Volume |
334,315 |
347,332 |
13,017 |
3.9% |
1,163,066 |
|
| Daily Pivots for day following 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,105.8 |
8,017.7 |
7,678.7 |
|
| R3 |
7,932.8 |
7,844.7 |
7,631.1 |
|
| R2 |
7,759.8 |
7,759.8 |
7,615.2 |
|
| R1 |
7,671.7 |
7,671.7 |
7,599.4 |
7,715.8 |
| PP |
7,586.8 |
7,586.8 |
7,586.8 |
7,608.9 |
| S1 |
7,498.7 |
7,498.7 |
7,567.6 |
7,542.8 |
| S2 |
7,413.8 |
7,413.8 |
7,551.8 |
|
| S3 |
7,240.8 |
7,325.7 |
7,535.9 |
|
| S4 |
7,067.8 |
7,152.7 |
7,488.4 |
|
|
| Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,259.2 |
8,940.3 |
7,869.0 |
|
| R3 |
8,740.2 |
8,421.3 |
7,726.2 |
|
| R2 |
8,221.2 |
8,221.2 |
7,678.7 |
|
| R1 |
7,902.3 |
7,902.3 |
7,631.1 |
7,802.3 |
| PP |
7,702.2 |
7,702.2 |
7,702.2 |
7,652.1 |
| S1 |
7,383.3 |
7,383.3 |
7,535.9 |
7,283.3 |
| S2 |
7,183.2 |
7,183.2 |
7,488.4 |
|
| S3 |
6,664.2 |
6,864.3 |
7,440.8 |
|
| S4 |
6,145.2 |
6,345.3 |
7,298.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,021.0 |
7,502.0 |
519.0 |
6.8% |
175.9 |
2.3% |
16% |
False |
True |
232,613 |
| 10 |
8,021.0 |
7,502.0 |
519.0 |
6.8% |
141.6 |
1.9% |
16% |
False |
True |
194,314 |
| 20 |
8,021.0 |
7,333.0 |
688.0 |
9.1% |
121.4 |
1.6% |
36% |
False |
False |
190,971 |
| 40 |
8,021.0 |
7,196.5 |
824.5 |
10.9% |
103.1 |
1.4% |
47% |
False |
False |
177,563 |
| 60 |
8,021.0 |
6,483.0 |
1,538.0 |
20.3% |
95.8 |
1.3% |
72% |
False |
False |
175,276 |
| 80 |
8,021.0 |
6,483.0 |
1,538.0 |
20.3% |
96.3 |
1.3% |
72% |
False |
False |
135,033 |
| 100 |
8,021.0 |
6,483.0 |
1,538.0 |
20.3% |
89.8 |
1.2% |
72% |
False |
False |
108,166 |
| 120 |
8,021.0 |
6,483.0 |
1,538.0 |
20.3% |
84.7 |
1.1% |
72% |
False |
False |
90,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,410.3 |
|
2.618 |
8,127.9 |
|
1.618 |
7,954.9 |
|
1.000 |
7,848.0 |
|
0.618 |
7,781.9 |
|
HIGH |
7,675.0 |
|
0.618 |
7,608.9 |
|
0.500 |
7,588.5 |
|
0.382 |
7,568.1 |
|
LOW |
7,502.0 |
|
0.618 |
7,395.1 |
|
1.000 |
7,329.0 |
|
1.618 |
7,222.1 |
|
2.618 |
7,049.1 |
|
4.250 |
6,766.8 |
|
|
| Fisher Pivots for day following 08-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
7,588.5 |
7,720.0 |
| PP |
7,586.8 |
7,674.5 |
| S1 |
7,585.2 |
7,629.0 |
|