| Trading Metrics calculated at close of trading on 05-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2007 |
05-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
6,407.0 |
6,408.0 |
1.0 |
0.0% |
6,300.0 |
| High |
6,428.0 |
6,413.0 |
-15.0 |
-0.2% |
6,369.0 |
| Low |
6,389.0 |
6,381.0 |
-8.0 |
-0.1% |
6,234.0 |
| Close |
6,407.0 |
6,402.0 |
-5.0 |
-0.1% |
6,359.0 |
| Range |
39.0 |
32.0 |
-7.0 |
-17.9% |
135.0 |
| ATR |
71.4 |
68.6 |
-2.8 |
-3.9% |
0.0 |
| Volume |
23,834 |
17,351 |
-6,483 |
-27.2% |
100,410 |
|
| Daily Pivots for day following 05-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,494.7 |
6,480.3 |
6,419.6 |
|
| R3 |
6,462.7 |
6,448.3 |
6,410.8 |
|
| R2 |
6,430.7 |
6,430.7 |
6,407.9 |
|
| R1 |
6,416.3 |
6,416.3 |
6,404.9 |
6,407.5 |
| PP |
6,398.7 |
6,398.7 |
6,398.7 |
6,394.3 |
| S1 |
6,384.3 |
6,384.3 |
6,399.1 |
6,375.5 |
| S2 |
6,366.7 |
6,366.7 |
6,396.1 |
|
| S3 |
6,334.7 |
6,352.3 |
6,393.2 |
|
| S4 |
6,302.7 |
6,320.3 |
6,384.4 |
|
|
| 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% |
47.6 |
0.7% |
87% |
False |
False |
21,941 |
| 10 |
6,428.0 |
6,232.0 |
196.0 |
3.1% |
57.1 |
0.9% |
87% |
False |
False |
20,517 |
| 20 |
6,428.0 |
6,232.0 |
196.0 |
3.1% |
57.4 |
0.9% |
87% |
False |
False |
18,820 |
| 40 |
6,428.0 |
6,122.0 |
306.0 |
4.8% |
58.0 |
0.9% |
92% |
False |
False |
18,268 |
| 60 |
6,428.0 |
5,775.0 |
653.0 |
10.2% |
58.5 |
0.9% |
96% |
False |
False |
19,767 |
| 80 |
6,428.0 |
5,665.0 |
763.0 |
11.9% |
55.3 |
0.9% |
97% |
False |
False |
15,375 |
| 100 |
6,428.0 |
5,580.0 |
848.0 |
13.2% |
48.9 |
0.8% |
97% |
False |
False |
12,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,549.0 |
|
2.618 |
6,496.8 |
|
1.618 |
6,464.8 |
|
1.000 |
6,445.0 |
|
0.618 |
6,432.8 |
|
HIGH |
6,413.0 |
|
0.618 |
6,400.8 |
|
0.500 |
6,397.0 |
|
0.382 |
6,393.2 |
|
LOW |
6,381.0 |
|
0.618 |
6,361.2 |
|
1.000 |
6,349.0 |
|
1.618 |
6,329.2 |
|
2.618 |
6,297.2 |
|
4.250 |
6,245.0 |
|
|
| Fisher Pivots for day following 05-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,400.3 |
6,395.7 |
| PP |
6,398.7 |
6,389.3 |
| S1 |
6,397.0 |
6,383.0 |
|