| Trading Metrics calculated at close of trading on 15-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2007 |
15-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
6,247.0 |
6,303.0 |
56.0 |
0.9% |
6,247.0 |
| High |
6,268.0 |
6,306.0 |
38.0 |
0.6% |
6,307.0 |
| Low |
6,229.0 |
6,264.0 |
35.0 |
0.6% |
6,173.0 |
| Close |
6,268.0 |
6,287.0 |
19.0 |
0.3% |
6,287.0 |
| Range |
39.0 |
42.0 |
3.0 |
7.7% |
134.0 |
| ATR |
75.5 |
73.1 |
-2.4 |
-3.2% |
0.0 |
| Volume |
28,686 |
32,064 |
3,378 |
11.8% |
114,722 |
|
| Daily Pivots for day following 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,411.7 |
6,391.3 |
6,310.1 |
|
| R3 |
6,369.7 |
6,349.3 |
6,298.6 |
|
| R2 |
6,327.7 |
6,327.7 |
6,294.7 |
|
| R1 |
6,307.3 |
6,307.3 |
6,290.9 |
6,296.5 |
| PP |
6,285.7 |
6,285.7 |
6,285.7 |
6,280.3 |
| S1 |
6,265.3 |
6,265.3 |
6,283.2 |
6,254.5 |
| S2 |
6,243.7 |
6,243.7 |
6,279.3 |
|
| S3 |
6,201.7 |
6,223.3 |
6,275.5 |
|
| S4 |
6,159.7 |
6,181.3 |
6,263.9 |
|
|
| Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,657.7 |
6,606.3 |
6,360.7 |
|
| R3 |
6,523.7 |
6,472.3 |
6,323.9 |
|
| R2 |
6,389.7 |
6,389.7 |
6,311.6 |
|
| R1 |
6,338.3 |
6,338.3 |
6,299.3 |
6,364.0 |
| PP |
6,255.7 |
6,255.7 |
6,255.7 |
6,268.5 |
| S1 |
6,204.3 |
6,204.3 |
6,274.7 |
6,230.0 |
| S2 |
6,121.7 |
6,121.7 |
6,262.4 |
|
| S3 |
5,987.7 |
6,070.3 |
6,250.2 |
|
| S4 |
5,853.7 |
5,936.3 |
6,213.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,307.0 |
6,173.0 |
134.0 |
2.1% |
47.4 |
0.8% |
85% |
False |
False |
28,500 |
| 10 |
6,428.0 |
6,173.0 |
255.0 |
4.1% |
47.7 |
0.8% |
45% |
False |
False |
24,609 |
| 20 |
6,428.0 |
6,173.0 |
255.0 |
4.1% |
55.3 |
0.9% |
45% |
False |
False |
22,134 |
| 40 |
6,428.0 |
6,152.0 |
276.0 |
4.4% |
56.7 |
0.9% |
49% |
False |
False |
20,071 |
| 60 |
6,428.0 |
5,895.0 |
533.0 |
8.5% |
57.0 |
0.9% |
74% |
False |
False |
19,013 |
| 80 |
6,428.0 |
5,665.0 |
763.0 |
12.1% |
57.5 |
0.9% |
82% |
False |
False |
17,715 |
| 100 |
6,428.0 |
5,665.0 |
763.0 |
12.1% |
51.1 |
0.8% |
82% |
False |
False |
14,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,484.5 |
|
2.618 |
6,416.0 |
|
1.618 |
6,374.0 |
|
1.000 |
6,348.0 |
|
0.618 |
6,332.0 |
|
HIGH |
6,306.0 |
|
0.618 |
6,290.0 |
|
0.500 |
6,285.0 |
|
0.382 |
6,280.0 |
|
LOW |
6,264.0 |
|
0.618 |
6,238.0 |
|
1.000 |
6,222.0 |
|
1.618 |
6,196.0 |
|
2.618 |
6,154.0 |
|
4.250 |
6,085.5 |
|
|
| Fisher Pivots for day following 15-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,286.3 |
6,271.2 |
| PP |
6,285.7 |
6,255.3 |
| S1 |
6,285.0 |
6,239.5 |
|