| Trading Metrics calculated at close of trading on 13-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2007 |
13-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
6,558.0 |
6,506.5 |
-51.5 |
-0.8% |
6,654.0 |
| High |
6,591.0 |
6,570.5 |
-20.5 |
-0.3% |
6,684.0 |
| Low |
6,516.5 |
6,485.5 |
-31.0 |
-0.5% |
6,455.0 |
| Close |
6,529.5 |
6,559.0 |
29.5 |
0.5% |
6,500.5 |
| Range |
74.5 |
85.0 |
10.5 |
14.1% |
229.0 |
| ATR |
71.6 |
72.5 |
1.0 |
1.3% |
0.0 |
| Volume |
216,163 |
280,697 |
64,534 |
29.9% |
571,321 |
|
| Daily Pivots for day following 13-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,793.5 |
6,761.0 |
6,606.0 |
|
| R3 |
6,708.5 |
6,676.0 |
6,582.5 |
|
| R2 |
6,623.5 |
6,623.5 |
6,574.5 |
|
| R1 |
6,591.0 |
6,591.0 |
6,567.0 |
6,607.0 |
| PP |
6,538.5 |
6,538.5 |
6,538.5 |
6,546.5 |
| S1 |
6,506.0 |
6,506.0 |
6,551.0 |
6,522.0 |
| S2 |
6,453.5 |
6,453.5 |
6,543.5 |
|
| S3 |
6,368.5 |
6,421.0 |
6,535.5 |
|
| S4 |
6,283.5 |
6,336.0 |
6,512.0 |
|
|
| 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 |
6,596.0 |
6,455.0 |
141.0 |
2.1% |
80.0 |
1.2% |
74% |
False |
False |
198,681 |
| 10 |
6,684.0 |
6,455.0 |
229.0 |
3.5% |
76.0 |
1.2% |
45% |
False |
False |
144,111 |
| 20 |
6,684.0 |
6,455.0 |
229.0 |
3.5% |
65.5 |
1.0% |
45% |
False |
False |
112,887 |
| 40 |
6,684.0 |
6,397.5 |
286.5 |
4.4% |
65.5 |
1.0% |
56% |
False |
False |
97,741 |
| 60 |
6,684.0 |
6,155.0 |
529.0 |
8.1% |
62.5 |
1.0% |
76% |
False |
False |
91,603 |
| 80 |
6,684.0 |
5,981.5 |
702.5 |
10.7% |
66.0 |
1.0% |
82% |
False |
False |
79,062 |
| 100 |
6,684.0 |
5,981.5 |
702.5 |
10.7% |
60.5 |
0.9% |
82% |
False |
False |
63,288 |
| 120 |
6,684.0 |
5,981.5 |
702.5 |
10.7% |
56.0 |
0.9% |
82% |
False |
False |
52,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,932.0 |
|
2.618 |
6,793.0 |
|
1.618 |
6,708.0 |
|
1.000 |
6,655.5 |
|
0.618 |
6,623.0 |
|
HIGH |
6,570.5 |
|
0.618 |
6,538.0 |
|
0.500 |
6,528.0 |
|
0.382 |
6,518.0 |
|
LOW |
6,485.5 |
|
0.618 |
6,433.0 |
|
1.000 |
6,400.5 |
|
1.618 |
6,348.0 |
|
2.618 |
6,263.0 |
|
4.250 |
6,124.0 |
|
|
| Fisher Pivots for day following 13-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,548.5 |
6,553.0 |
| PP |
6,538.5 |
6,547.0 |
| S1 |
6,528.0 |
6,541.0 |
|