| Trading Metrics calculated at close of trading on 06-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2007 |
06-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
6,408.0 |
6,365.0 |
-43.0 |
-0.7% |
6,300.0 |
| High |
6,413.0 |
6,388.0 |
-25.0 |
-0.4% |
6,369.0 |
| Low |
6,381.0 |
6,321.0 |
-60.0 |
-0.9% |
6,234.0 |
| Close |
6,402.0 |
6,346.0 |
-56.0 |
-0.9% |
6,359.0 |
| Range |
32.0 |
67.0 |
35.0 |
109.4% |
135.0 |
| ATR |
68.6 |
69.5 |
0.9 |
1.3% |
0.0 |
| Volume |
17,351 |
23,767 |
6,416 |
37.0% |
100,410 |
|
| Daily Pivots for day following 06-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,552.7 |
6,516.3 |
6,382.9 |
|
| R3 |
6,485.7 |
6,449.3 |
6,364.4 |
|
| R2 |
6,418.7 |
6,418.7 |
6,358.3 |
|
| R1 |
6,382.3 |
6,382.3 |
6,352.1 |
6,367.0 |
| PP |
6,351.7 |
6,351.7 |
6,351.7 |
6,344.0 |
| S1 |
6,315.3 |
6,315.3 |
6,339.9 |
6,300.0 |
| S2 |
6,284.7 |
6,284.7 |
6,333.7 |
|
| S3 |
6,217.7 |
6,248.3 |
6,327.6 |
|
| S4 |
6,150.7 |
6,181.3 |
6,309.2 |
|
|
| 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 |
6,308.0 |
120.0 |
1.9% |
43.0 |
0.7% |
32% |
False |
False |
21,482 |
| 10 |
6,428.0 |
6,232.0 |
196.0 |
3.1% |
57.6 |
0.9% |
58% |
False |
False |
21,204 |
| 20 |
6,428.0 |
6,232.0 |
196.0 |
3.1% |
55.4 |
0.9% |
58% |
False |
False |
18,747 |
| 40 |
6,428.0 |
6,152.0 |
276.0 |
4.3% |
57.8 |
0.9% |
70% |
False |
False |
18,480 |
| 60 |
6,428.0 |
5,775.0 |
653.0 |
10.3% |
58.8 |
0.9% |
87% |
False |
False |
19,649 |
| 80 |
6,428.0 |
5,665.0 |
763.0 |
12.0% |
55.6 |
0.9% |
89% |
False |
False |
15,667 |
| 100 |
6,428.0 |
5,631.0 |
797.0 |
12.6% |
49.4 |
0.8% |
90% |
False |
False |
12,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,672.8 |
|
2.618 |
6,563.4 |
|
1.618 |
6,496.4 |
|
1.000 |
6,455.0 |
|
0.618 |
6,429.4 |
|
HIGH |
6,388.0 |
|
0.618 |
6,362.4 |
|
0.500 |
6,354.5 |
|
0.382 |
6,346.6 |
|
LOW |
6,321.0 |
|
0.618 |
6,279.6 |
|
1.000 |
6,254.0 |
|
1.618 |
6,212.6 |
|
2.618 |
6,145.6 |
|
4.250 |
6,036.3 |
|
|
| Fisher Pivots for day following 06-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,354.5 |
6,374.5 |
| PP |
6,351.7 |
6,365.0 |
| S1 |
6,348.8 |
6,355.5 |
|