| Trading Metrics calculated at close of trading on 04-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2007 |
04-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
7,999.0 |
8,065.5 |
66.5 |
0.8% |
7,866.5 |
| High |
8,100.5 |
8,109.0 |
8.5 |
0.1% |
8,100.5 |
| Low |
7,989.5 |
8,034.5 |
45.0 |
0.6% |
7,775.0 |
| Close |
8,085.5 |
8,079.0 |
-6.5 |
-0.1% |
8,085.5 |
| Range |
111.0 |
74.5 |
-36.5 |
-32.9% |
325.5 |
| ATR |
96.5 |
94.9 |
-1.6 |
-1.6% |
0.0 |
| Volume |
14,657 |
6,058 |
-8,599 |
-58.7% |
25,101 |
|
| Daily Pivots for day following 04-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,297.7 |
8,262.8 |
8,120.0 |
|
| R3 |
8,223.2 |
8,188.3 |
8,099.5 |
|
| R2 |
8,148.7 |
8,148.7 |
8,092.7 |
|
| R1 |
8,113.8 |
8,113.8 |
8,085.8 |
8,131.3 |
| PP |
8,074.2 |
8,074.2 |
8,074.2 |
8,082.9 |
| S1 |
8,039.3 |
8,039.3 |
8,072.2 |
8,056.8 |
| S2 |
7,999.7 |
7,999.7 |
8,065.3 |
|
| S3 |
7,925.2 |
7,964.8 |
8,058.5 |
|
| S4 |
7,850.7 |
7,890.3 |
8,038.0 |
|
|
| Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,963.5 |
8,850.0 |
8,264.5 |
|
| R3 |
8,638.0 |
8,524.5 |
8,175.0 |
|
| R2 |
8,312.5 |
8,312.5 |
8,145.2 |
|
| R1 |
8,199.0 |
8,199.0 |
8,115.3 |
8,255.8 |
| PP |
7,987.0 |
7,987.0 |
7,987.0 |
8,015.4 |
| S1 |
7,873.5 |
7,873.5 |
8,055.7 |
7,930.3 |
| S2 |
7,661.5 |
7,661.5 |
8,025.8 |
|
| S3 |
7,336.0 |
7,548.0 |
7,996.0 |
|
| S4 |
7,010.5 |
7,222.5 |
7,906.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,109.0 |
7,775.0 |
334.0 |
4.1% |
88.4 |
1.1% |
91% |
True |
False |
6,231 |
| 10 |
8,109.0 |
7,708.5 |
400.5 |
5.0% |
85.7 |
1.1% |
93% |
True |
False |
3,438 |
| 20 |
8,109.0 |
7,426.0 |
683.0 |
8.5% |
92.7 |
1.1% |
96% |
True |
False |
2,010 |
| 40 |
8,109.0 |
7,170.0 |
939.0 |
11.6% |
83.3 |
1.0% |
97% |
True |
False |
1,284 |
| 60 |
8,109.0 |
6,554.0 |
1,555.0 |
19.2% |
83.6 |
1.0% |
98% |
True |
False |
1,999 |
| 80 |
8,109.0 |
6,554.0 |
1,555.0 |
19.2% |
82.9 |
1.0% |
98% |
True |
False |
1,598 |
| 100 |
8,109.0 |
6,554.0 |
1,555.0 |
19.2% |
78.3 |
1.0% |
98% |
True |
False |
1,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,425.6 |
|
2.618 |
8,304.0 |
|
1.618 |
8,229.5 |
|
1.000 |
8,183.5 |
|
0.618 |
8,155.0 |
|
HIGH |
8,109.0 |
|
0.618 |
8,080.5 |
|
0.500 |
8,071.8 |
|
0.382 |
8,063.0 |
|
LOW |
8,034.5 |
|
0.618 |
7,988.5 |
|
1.000 |
7,960.0 |
|
1.618 |
7,914.0 |
|
2.618 |
7,839.5 |
|
4.250 |
7,717.9 |
|
|
| Fisher Pivots for day following 04-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8,076.6 |
8,059.1 |
| PP |
8,074.2 |
8,039.2 |
| S1 |
8,071.8 |
8,019.3 |
|