| 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 |
6,309.0 |
6,365.0 |
56.0 |
0.9% |
6,300.0 |
| High |
6,354.0 |
6,369.0 |
15.0 |
0.2% |
6,369.0 |
| Low |
6,308.0 |
6,338.0 |
30.0 |
0.5% |
6,234.0 |
| Close |
6,332.0 |
6,359.0 |
27.0 |
0.4% |
6,359.0 |
| Range |
46.0 |
31.0 |
-15.0 |
-32.6% |
135.0 |
| ATR |
74.3 |
71.6 |
-2.7 |
-3.6% |
0.0 |
| Volume |
27,279 |
15,181 |
-12,098 |
-44.3% |
100,410 |
|
| Daily Pivots for day following 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,448.3 |
6,434.7 |
6,376.1 |
|
| R3 |
6,417.3 |
6,403.7 |
6,367.5 |
|
| R2 |
6,386.3 |
6,386.3 |
6,364.7 |
|
| R1 |
6,372.7 |
6,372.7 |
6,361.8 |
6,364.0 |
| PP |
6,355.3 |
6,355.3 |
6,355.3 |
6,351.0 |
| S1 |
6,341.7 |
6,341.7 |
6,356.2 |
6,333.0 |
| S2 |
6,324.3 |
6,324.3 |
6,353.3 |
|
| S3 |
6,293.3 |
6,310.7 |
6,350.5 |
|
| S4 |
6,262.3 |
6,279.7 |
6,342.0 |
|
|
| Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,725.7 |
6,677.3 |
6,433.3 |
|
| R3 |
6,590.7 |
6,542.3 |
6,396.1 |
|
| R2 |
6,455.7 |
6,455.7 |
6,383.8 |
|
| R1 |
6,407.3 |
6,407.3 |
6,371.4 |
6,431.5 |
| PP |
6,320.7 |
6,320.7 |
6,320.7 |
6,332.8 |
| S1 |
6,272.3 |
6,272.3 |
6,346.6 |
6,296.5 |
| S2 |
6,185.7 |
6,185.7 |
6,334.3 |
|
| S3 |
6,050.7 |
6,137.3 |
6,321.9 |
|
| S4 |
5,915.7 |
6,002.3 |
6,284.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,369.0 |
6,234.0 |
135.0 |
2.1% |
63.2 |
1.0% |
93% |
True |
False |
20,082 |
| 10 |
6,407.0 |
6,232.0 |
175.0 |
2.8% |
59.8 |
0.9% |
73% |
False |
False |
19,562 |
| 20 |
6,407.0 |
6,232.0 |
175.0 |
2.8% |
58.9 |
0.9% |
73% |
False |
False |
18,458 |
| 40 |
6,407.0 |
6,100.0 |
307.0 |
4.8% |
58.0 |
0.9% |
84% |
False |
False |
17,999 |
| 60 |
6,407.0 |
5,775.0 |
632.0 |
9.9% |
58.8 |
0.9% |
92% |
False |
False |
19,615 |
| 80 |
6,407.0 |
5,665.0 |
742.0 |
11.7% |
54.7 |
0.9% |
94% |
False |
False |
14,866 |
| 100 |
6,407.0 |
5,541.0 |
866.0 |
13.6% |
49.3 |
0.8% |
94% |
False |
False |
11,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,500.8 |
|
2.618 |
6,450.2 |
|
1.618 |
6,419.2 |
|
1.000 |
6,400.0 |
|
0.618 |
6,388.2 |
|
HIGH |
6,369.0 |
|
0.618 |
6,357.2 |
|
0.500 |
6,353.5 |
|
0.382 |
6,349.8 |
|
LOW |
6,338.0 |
|
0.618 |
6,318.8 |
|
1.000 |
6,307.0 |
|
1.618 |
6,287.8 |
|
2.618 |
6,256.8 |
|
4.250 |
6,206.3 |
|
|
| Fisher Pivots for day following 01-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,357.2 |
6,339.8 |
| PP |
6,355.3 |
6,320.7 |
| S1 |
6,353.5 |
6,301.5 |
|