| Trading Metrics calculated at close of trading on 12-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2007 |
12-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
6,521.0 |
6,558.0 |
37.0 |
0.6% |
6,654.0 |
| High |
6,596.0 |
6,591.0 |
-5.0 |
-0.1% |
6,684.0 |
| Low |
6,521.0 |
6,516.5 |
-4.5 |
-0.1% |
6,455.0 |
| Close |
6,564.5 |
6,529.5 |
-35.0 |
-0.5% |
6,500.5 |
| Range |
75.0 |
74.5 |
-0.5 |
-0.7% |
229.0 |
| ATR |
71.3 |
71.6 |
0.2 |
0.3% |
0.0 |
| Volume |
170,617 |
216,163 |
45,546 |
26.7% |
571,321 |
|
| Daily Pivots for day following 12-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,769.0 |
6,724.0 |
6,570.5 |
|
| R3 |
6,694.5 |
6,649.5 |
6,550.0 |
|
| R2 |
6,620.0 |
6,620.0 |
6,543.0 |
|
| R1 |
6,575.0 |
6,575.0 |
6,536.5 |
6,560.0 |
| PP |
6,545.5 |
6,545.5 |
6,545.5 |
6,538.5 |
| S1 |
6,500.5 |
6,500.5 |
6,522.5 |
6,486.0 |
| S2 |
6,471.0 |
6,471.0 |
6,516.0 |
|
| S3 |
6,396.5 |
6,426.0 |
6,509.0 |
|
| S4 |
6,322.0 |
6,351.5 |
6,488.5 |
|
|
| Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,233.5 |
7,096.0 |
6,626.5 |
|
| R3 |
7,004.5 |
6,867.0 |
6,563.5 |
|
| R2 |
6,775.5 |
6,775.5 |
6,542.5 |
|
| R1 |
6,638.0 |
6,638.0 |
6,521.5 |
6,592.0 |
| PP |
6,546.5 |
6,546.5 |
6,546.5 |
6,523.5 |
| S1 |
6,409.0 |
6,409.0 |
6,479.5 |
6,363.0 |
| S2 |
6,317.5 |
6,317.5 |
6,458.5 |
|
| S3 |
6,088.5 |
6,180.0 |
6,437.5 |
|
| S4 |
5,859.5 |
5,951.0 |
6,374.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,643.5 |
6,455.0 |
188.5 |
2.9% |
88.5 |
1.4% |
40% |
False |
False |
162,209 |
| 10 |
6,684.0 |
6,455.0 |
229.0 |
3.5% |
76.0 |
1.2% |
33% |
False |
False |
123,167 |
| 20 |
6,684.0 |
6,455.0 |
229.0 |
3.5% |
63.5 |
1.0% |
33% |
False |
False |
102,384 |
| 40 |
6,684.0 |
6,397.5 |
286.5 |
4.4% |
65.0 |
1.0% |
46% |
False |
False |
92,552 |
| 60 |
6,684.0 |
6,107.0 |
577.0 |
8.8% |
62.0 |
1.0% |
73% |
False |
False |
89,055 |
| 80 |
6,684.0 |
5,981.5 |
702.5 |
10.8% |
65.5 |
1.0% |
78% |
False |
False |
75,555 |
| 100 |
6,684.0 |
5,981.5 |
702.5 |
10.8% |
60.5 |
0.9% |
78% |
False |
False |
60,483 |
| 120 |
6,684.0 |
5,981.5 |
702.5 |
10.8% |
55.5 |
0.9% |
78% |
False |
False |
50,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,907.5 |
|
2.618 |
6,786.0 |
|
1.618 |
6,711.5 |
|
1.000 |
6,665.5 |
|
0.618 |
6,637.0 |
|
HIGH |
6,591.0 |
|
0.618 |
6,562.5 |
|
0.500 |
6,554.0 |
|
0.382 |
6,545.0 |
|
LOW |
6,516.5 |
|
0.618 |
6,470.5 |
|
1.000 |
6,442.0 |
|
1.618 |
6,396.0 |
|
2.618 |
6,321.5 |
|
4.250 |
6,200.0 |
|
|
| Fisher Pivots for day following 12-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,554.0 |
6,528.0 |
| PP |
6,545.5 |
6,527.0 |
| S1 |
6,537.5 |
6,525.5 |
|