| Trading Metrics calculated at close of trading on 01-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2007 |
01-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
6,641.5 |
6,620.0 |
-21.5 |
-0.3% |
6,602.0 |
| High |
6,650.0 |
6,680.0 |
30.0 |
0.5% |
6,680.0 |
| Low |
6,606.0 |
6,620.0 |
14.0 |
0.2% |
6,535.0 |
| Close |
6,609.0 |
6,677.5 |
68.5 |
1.0% |
6,677.5 |
| Range |
44.0 |
60.0 |
16.0 |
36.4% |
145.0 |
| ATR |
61.0 |
61.8 |
0.7 |
1.2% |
0.0 |
| Volume |
96,377 |
105,943 |
9,566 |
9.9% |
349,392 |
|
| Daily Pivots for day following 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,839.0 |
6,818.5 |
6,710.5 |
|
| R3 |
6,779.0 |
6,758.5 |
6,694.0 |
|
| R2 |
6,719.0 |
6,719.0 |
6,688.5 |
|
| R1 |
6,698.5 |
6,698.5 |
6,683.0 |
6,709.0 |
| PP |
6,659.0 |
6,659.0 |
6,659.0 |
6,664.5 |
| S1 |
6,638.5 |
6,638.5 |
6,672.0 |
6,649.0 |
| S2 |
6,599.0 |
6,599.0 |
6,666.5 |
|
| S3 |
6,539.0 |
6,578.5 |
6,661.0 |
|
| S4 |
6,479.0 |
6,518.5 |
6,644.5 |
|
|
| Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,066.0 |
7,016.5 |
6,757.0 |
|
| R3 |
6,921.0 |
6,871.5 |
6,717.5 |
|
| R2 |
6,776.0 |
6,776.0 |
6,704.0 |
|
| R1 |
6,726.5 |
6,726.5 |
6,691.0 |
6,751.0 |
| PP |
6,631.0 |
6,631.0 |
6,631.0 |
6,643.0 |
| S1 |
6,581.5 |
6,581.5 |
6,664.0 |
6,606.0 |
| S2 |
6,486.0 |
6,486.0 |
6,651.0 |
|
| S3 |
6,341.0 |
6,436.5 |
6,637.5 |
|
| S4 |
6,196.0 |
6,291.5 |
6,598.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,680.0 |
6,535.0 |
145.0 |
2.2% |
56.0 |
0.8% |
98% |
True |
False |
88,864 |
| 10 |
6,683.5 |
6,535.0 |
148.5 |
2.2% |
58.0 |
0.9% |
96% |
False |
False |
83,990 |
| 20 |
6,683.5 |
6,460.0 |
223.5 |
3.3% |
62.5 |
0.9% |
97% |
False |
False |
84,456 |
| 40 |
6,683.5 |
6,363.0 |
320.5 |
4.8% |
59.5 |
0.9% |
98% |
False |
False |
79,983 |
| 60 |
6,683.5 |
5,987.0 |
696.5 |
10.4% |
61.5 |
0.9% |
99% |
False |
False |
84,256 |
| 80 |
6,683.5 |
5,981.5 |
702.0 |
10.5% |
61.0 |
0.9% |
99% |
False |
False |
63,589 |
| 100 |
6,683.5 |
5,981.5 |
702.0 |
10.5% |
58.0 |
0.9% |
99% |
False |
False |
50,913 |
| 120 |
6,683.5 |
5,981.5 |
702.0 |
10.5% |
51.0 |
0.8% |
99% |
False |
False |
42,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,935.0 |
|
2.618 |
6,837.0 |
|
1.618 |
6,777.0 |
|
1.000 |
6,740.0 |
|
0.618 |
6,717.0 |
|
HIGH |
6,680.0 |
|
0.618 |
6,657.0 |
|
0.500 |
6,650.0 |
|
0.382 |
6,643.0 |
|
LOW |
6,620.0 |
|
0.618 |
6,583.0 |
|
1.000 |
6,560.0 |
|
1.618 |
6,523.0 |
|
2.618 |
6,463.0 |
|
4.250 |
6,365.0 |
|
|
| Fisher Pivots for day following 01-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,668.5 |
6,654.0 |
| PP |
6,659.0 |
6,631.0 |
| S1 |
6,650.0 |
6,607.5 |
|