| Trading Metrics calculated at close of trading on 19-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2007 |
19-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
6,330.0 |
6,349.0 |
19.0 |
0.3% |
6,247.0 |
| High |
6,364.0 |
6,391.0 |
27.0 |
0.4% |
6,307.0 |
| Low |
6,329.0 |
6,316.0 |
-13.0 |
-0.2% |
6,173.0 |
| Close |
6,347.0 |
6,386.0 |
39.0 |
0.6% |
6,287.0 |
| Range |
35.0 |
75.0 |
40.0 |
114.3% |
134.0 |
| ATR |
73.4 |
73.5 |
0.1 |
0.2% |
0.0 |
| Volume |
61,514 |
128,364 |
66,850 |
108.7% |
114,722 |
|
| Daily Pivots for day following 19-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,589.3 |
6,562.7 |
6,427.3 |
|
| R3 |
6,514.3 |
6,487.7 |
6,406.6 |
|
| R2 |
6,439.3 |
6,439.3 |
6,399.8 |
|
| R1 |
6,412.7 |
6,412.7 |
6,392.9 |
6,426.0 |
| PP |
6,364.3 |
6,364.3 |
6,364.3 |
6,371.0 |
| S1 |
6,337.7 |
6,337.7 |
6,379.1 |
6,351.0 |
| S2 |
6,289.3 |
6,289.3 |
6,372.3 |
|
| S3 |
6,214.3 |
6,262.7 |
6,365.4 |
|
| S4 |
6,139.3 |
6,187.7 |
6,344.8 |
|
|
| 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 |
6,391.0 |
6,173.0 |
218.0 |
3.4% |
45.4 |
0.7% |
98% |
True |
False |
55,228 |
| 10 |
6,413.0 |
6,173.0 |
240.0 |
3.8% |
51.7 |
0.8% |
89% |
False |
False |
39,695 |
| 20 |
6,428.0 |
6,173.0 |
255.0 |
4.0% |
55.9 |
0.9% |
84% |
False |
False |
29,990 |
| 40 |
6,428.0 |
6,152.0 |
276.0 |
4.3% |
56.2 |
0.9% |
85% |
False |
False |
23,835 |
| 60 |
6,428.0 |
5,941.0 |
487.0 |
7.6% |
56.6 |
0.9% |
91% |
False |
False |
21,650 |
| 80 |
6,428.0 |
5,665.0 |
763.0 |
11.9% |
58.5 |
0.9% |
94% |
False |
False |
20,082 |
| 100 |
6,428.0 |
5,665.0 |
763.0 |
11.9% |
51.8 |
0.8% |
94% |
False |
False |
16,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,709.8 |
|
2.618 |
6,587.4 |
|
1.618 |
6,512.4 |
|
1.000 |
6,466.0 |
|
0.618 |
6,437.4 |
|
HIGH |
6,391.0 |
|
0.618 |
6,362.4 |
|
0.500 |
6,353.5 |
|
0.382 |
6,344.7 |
|
LOW |
6,316.0 |
|
0.618 |
6,269.7 |
|
1.000 |
6,241.0 |
|
1.618 |
6,194.7 |
|
2.618 |
6,119.7 |
|
4.250 |
5,997.3 |
|
|
| Fisher Pivots for day following 19-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,375.2 |
6,366.5 |
| PP |
6,364.3 |
6,347.0 |
| S1 |
6,353.5 |
6,327.5 |
|