| Trading Metrics calculated at close of trading on 20-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2007 |
20-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
6,349.0 |
6,402.0 |
53.0 |
0.8% |
6,247.0 |
| High |
6,391.0 |
6,421.0 |
30.0 |
0.5% |
6,307.0 |
| Low |
6,316.0 |
6,346.0 |
30.0 |
0.5% |
6,173.0 |
| Close |
6,386.0 |
6,409.0 |
23.0 |
0.4% |
6,287.0 |
| Range |
75.0 |
75.0 |
0.0 |
0.0% |
134.0 |
| ATR |
73.5 |
73.6 |
0.1 |
0.1% |
0.0 |
| Volume |
128,364 |
120,713 |
-7,651 |
-6.0% |
114,722 |
|
| Daily Pivots for day following 20-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,617.0 |
6,588.0 |
6,450.3 |
|
| R3 |
6,542.0 |
6,513.0 |
6,429.6 |
|
| R2 |
6,467.0 |
6,467.0 |
6,422.8 |
|
| R1 |
6,438.0 |
6,438.0 |
6,415.9 |
6,452.5 |
| PP |
6,392.0 |
6,392.0 |
6,392.0 |
6,399.3 |
| S1 |
6,363.0 |
6,363.0 |
6,402.1 |
6,377.5 |
| S2 |
6,317.0 |
6,317.0 |
6,395.3 |
|
| S3 |
6,242.0 |
6,288.0 |
6,388.4 |
|
| S4 |
6,167.0 |
6,213.0 |
6,367.8 |
|
|
| 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 |
6,421.0 |
6,229.0 |
192.0 |
3.0% |
53.2 |
0.8% |
94% |
True |
False |
74,268 |
| 10 |
6,421.0 |
6,173.0 |
248.0 |
3.9% |
56.0 |
0.9% |
95% |
True |
False |
50,031 |
| 20 |
6,428.0 |
6,173.0 |
255.0 |
4.0% |
56.6 |
0.9% |
93% |
False |
False |
35,274 |
| 40 |
6,428.0 |
6,152.0 |
276.0 |
4.3% |
55.6 |
0.9% |
93% |
False |
False |
26,311 |
| 60 |
6,428.0 |
5,941.0 |
487.0 |
7.6% |
57.0 |
0.9% |
96% |
False |
False |
23,336 |
| 80 |
6,428.0 |
5,665.0 |
763.0 |
11.9% |
59.1 |
0.9% |
98% |
False |
False |
21,588 |
| 100 |
6,428.0 |
5,665.0 |
763.0 |
11.9% |
52.3 |
0.8% |
98% |
False |
False |
17,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,739.8 |
|
2.618 |
6,617.4 |
|
1.618 |
6,542.4 |
|
1.000 |
6,496.0 |
|
0.618 |
6,467.4 |
|
HIGH |
6,421.0 |
|
0.618 |
6,392.4 |
|
0.500 |
6,383.5 |
|
0.382 |
6,374.7 |
|
LOW |
6,346.0 |
|
0.618 |
6,299.7 |
|
1.000 |
6,271.0 |
|
1.618 |
6,224.7 |
|
2.618 |
6,149.7 |
|
4.250 |
6,027.3 |
|
|
| Fisher Pivots for day following 20-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,400.5 |
6,395.5 |
| PP |
6,392.0 |
6,382.0 |
| S1 |
6,383.5 |
6,368.5 |
|