| 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 |
6,365.0 |
6,407.0 |
42.0 |
0.7% |
6,300.0 |
| High |
6,369.0 |
6,428.0 |
59.0 |
0.9% |
6,369.0 |
| Low |
6,338.0 |
6,389.0 |
51.0 |
0.8% |
6,234.0 |
| Close |
6,359.0 |
6,407.0 |
48.0 |
0.8% |
6,359.0 |
| Range |
31.0 |
39.0 |
8.0 |
25.8% |
135.0 |
| ATR |
71.6 |
71.4 |
-0.2 |
-0.3% |
0.0 |
| Volume |
15,181 |
23,834 |
8,653 |
57.0% |
100,410 |
|
| Daily Pivots for day following 04-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,525.0 |
6,505.0 |
6,428.5 |
|
| R3 |
6,486.0 |
6,466.0 |
6,417.7 |
|
| R2 |
6,447.0 |
6,447.0 |
6,414.2 |
|
| R1 |
6,427.0 |
6,427.0 |
6,410.6 |
6,426.5 |
| PP |
6,408.0 |
6,408.0 |
6,408.0 |
6,407.8 |
| S1 |
6,388.0 |
6,388.0 |
6,403.4 |
6,387.5 |
| S2 |
6,369.0 |
6,369.0 |
6,399.9 |
|
| S3 |
6,330.0 |
6,349.0 |
6,396.3 |
|
| S4 |
6,291.0 |
6,310.0 |
6,385.6 |
|
|
| 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 |
6,428.0 |
6,234.0 |
194.0 |
3.0% |
58.4 |
0.9% |
89% |
True |
False |
22,037 |
| 10 |
6,428.0 |
6,232.0 |
196.0 |
3.1% |
60.0 |
0.9% |
89% |
True |
False |
20,285 |
| 20 |
6,428.0 |
6,232.0 |
196.0 |
3.1% |
58.4 |
0.9% |
89% |
True |
False |
18,850 |
| 40 |
6,428.0 |
6,100.0 |
328.0 |
5.1% |
57.9 |
0.9% |
94% |
True |
False |
18,082 |
| 60 |
6,428.0 |
5,775.0 |
653.0 |
10.2% |
58.8 |
0.9% |
97% |
True |
False |
19,830 |
| 80 |
6,428.0 |
5,665.0 |
763.0 |
11.9% |
55.0 |
0.9% |
97% |
True |
False |
15,161 |
| 100 |
6,428.0 |
5,560.0 |
868.0 |
13.5% |
48.8 |
0.8% |
98% |
True |
False |
12,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,593.8 |
|
2.618 |
6,530.1 |
|
1.618 |
6,491.1 |
|
1.000 |
6,467.0 |
|
0.618 |
6,452.1 |
|
HIGH |
6,428.0 |
|
0.618 |
6,413.1 |
|
0.500 |
6,408.5 |
|
0.382 |
6,403.9 |
|
LOW |
6,389.0 |
|
0.618 |
6,364.9 |
|
1.000 |
6,350.0 |
|
1.618 |
6,325.9 |
|
2.618 |
6,286.9 |
|
4.250 |
6,223.3 |
|
|
| Fisher Pivots for day following 04-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,408.5 |
6,394.0 |
| PP |
6,408.0 |
6,381.0 |
| S1 |
6,407.5 |
6,368.0 |
|