| Trading Metrics calculated at close of trading on 21-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2007 |
21-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
6,402.0 |
6,374.0 |
-28.0 |
-0.4% |
6,247.0 |
| High |
6,421.0 |
6,400.0 |
-21.0 |
-0.3% |
6,307.0 |
| Low |
6,346.0 |
6,362.0 |
16.0 |
0.3% |
6,173.0 |
| Close |
6,409.0 |
6,398.0 |
-11.0 |
-0.2% |
6,287.0 |
| Range |
75.0 |
38.0 |
-37.0 |
-49.3% |
134.0 |
| ATR |
73.6 |
71.7 |
-1.9 |
-2.6% |
0.0 |
| Volume |
120,713 |
4,775 |
-115,938 |
-96.0% |
114,722 |
|
| Daily Pivots for day following 21-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,500.7 |
6,487.3 |
6,418.9 |
|
| R3 |
6,462.7 |
6,449.3 |
6,408.5 |
|
| R2 |
6,424.7 |
6,424.7 |
6,405.0 |
|
| R1 |
6,411.3 |
6,411.3 |
6,401.5 |
6,418.0 |
| PP |
6,386.7 |
6,386.7 |
6,386.7 |
6,390.0 |
| S1 |
6,373.3 |
6,373.3 |
6,394.5 |
6,380.0 |
| S2 |
6,348.7 |
6,348.7 |
6,391.0 |
|
| S3 |
6,310.7 |
6,335.3 |
6,387.6 |
|
| S4 |
6,272.7 |
6,297.3 |
6,377.1 |
|
|
| 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 |
6,264.0 |
157.0 |
2.5% |
53.0 |
0.8% |
85% |
False |
False |
69,486 |
| 10 |
6,421.0 |
6,173.0 |
248.0 |
3.9% |
53.1 |
0.8% |
91% |
False |
False |
48,132 |
| 20 |
6,428.0 |
6,173.0 |
255.0 |
4.0% |
55.4 |
0.9% |
88% |
False |
False |
34,668 |
| 40 |
6,428.0 |
6,152.0 |
276.0 |
4.3% |
54.9 |
0.9% |
89% |
False |
False |
26,014 |
| 60 |
6,428.0 |
5,941.0 |
487.0 |
7.6% |
56.9 |
0.9% |
94% |
False |
False |
23,176 |
| 80 |
6,428.0 |
5,665.0 |
763.0 |
11.9% |
59.3 |
0.9% |
96% |
False |
False |
21,642 |
| 100 |
6,428.0 |
5,665.0 |
763.0 |
11.9% |
52.5 |
0.8% |
96% |
False |
False |
17,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,561.5 |
|
2.618 |
6,499.5 |
|
1.618 |
6,461.5 |
|
1.000 |
6,438.0 |
|
0.618 |
6,423.5 |
|
HIGH |
6,400.0 |
|
0.618 |
6,385.5 |
|
0.500 |
6,381.0 |
|
0.382 |
6,376.5 |
|
LOW |
6,362.0 |
|
0.618 |
6,338.5 |
|
1.000 |
6,324.0 |
|
1.618 |
6,300.5 |
|
2.618 |
6,262.5 |
|
4.250 |
6,200.5 |
|
|
| Fisher Pivots for day following 21-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,392.3 |
6,388.2 |
| PP |
6,386.7 |
6,378.3 |
| S1 |
6,381.0 |
6,368.5 |
|