| Trading Metrics calculated at close of trading on 04-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2007 |
04-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
6,620.0 |
6,654.0 |
34.0 |
0.5% |
6,602.0 |
| High |
6,680.0 |
6,672.0 |
-8.0 |
-0.1% |
6,680.0 |
| Low |
6,620.0 |
6,640.5 |
20.5 |
0.3% |
6,535.0 |
| Close |
6,677.5 |
6,664.0 |
-13.5 |
-0.2% |
6,677.5 |
| Range |
60.0 |
31.5 |
-28.5 |
-47.5% |
145.0 |
| ATR |
61.8 |
60.0 |
-1.8 |
-2.9% |
0.0 |
| Volume |
105,943 |
102,321 |
-3,622 |
-3.4% |
349,392 |
|
| Daily Pivots for day following 04-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,753.5 |
6,740.0 |
6,681.5 |
|
| R3 |
6,722.0 |
6,708.5 |
6,672.5 |
|
| R2 |
6,690.5 |
6,690.5 |
6,670.0 |
|
| R1 |
6,677.0 |
6,677.0 |
6,667.0 |
6,684.0 |
| PP |
6,659.0 |
6,659.0 |
6,659.0 |
6,662.0 |
| S1 |
6,645.5 |
6,645.5 |
6,661.0 |
6,652.0 |
| S2 |
6,627.5 |
6,627.5 |
6,658.0 |
|
| S3 |
6,596.0 |
6,614.0 |
6,655.5 |
|
| S4 |
6,564.5 |
6,582.5 |
6,646.5 |
|
|
| 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% |
53.0 |
0.8% |
89% |
False |
False |
90,342 |
| 10 |
6,683.5 |
6,535.0 |
148.5 |
2.2% |
51.5 |
0.8% |
87% |
False |
False |
87,758 |
| 20 |
6,683.5 |
6,460.0 |
223.5 |
3.4% |
60.5 |
0.9% |
91% |
False |
False |
84,577 |
| 40 |
6,683.5 |
6,364.0 |
319.5 |
4.8% |
59.0 |
0.9% |
94% |
False |
False |
81,058 |
| 60 |
6,683.5 |
5,987.0 |
696.5 |
10.5% |
61.0 |
0.9% |
97% |
False |
False |
85,661 |
| 80 |
6,683.5 |
5,981.5 |
702.0 |
10.5% |
61.0 |
0.9% |
97% |
False |
False |
64,868 |
| 100 |
6,683.5 |
5,981.5 |
702.0 |
10.5% |
58.0 |
0.9% |
97% |
False |
False |
51,934 |
| 120 |
6,683.5 |
5,981.5 |
702.0 |
10.5% |
51.5 |
0.8% |
97% |
False |
False |
43,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,806.0 |
|
2.618 |
6,754.5 |
|
1.618 |
6,723.0 |
|
1.000 |
6,703.5 |
|
0.618 |
6,691.5 |
|
HIGH |
6,672.0 |
|
0.618 |
6,660.0 |
|
0.500 |
6,656.0 |
|
0.382 |
6,652.5 |
|
LOW |
6,640.5 |
|
0.618 |
6,621.0 |
|
1.000 |
6,609.0 |
|
1.618 |
6,589.5 |
|
2.618 |
6,558.0 |
|
4.250 |
6,506.5 |
|
|
| Fisher Pivots for day following 04-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,661.5 |
6,657.0 |
| PP |
6,659.0 |
6,650.0 |
| S1 |
6,656.0 |
6,643.0 |
|