| Trading Metrics calculated at close of trading on 05-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2007 |
05-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
8,065.5 |
8,076.5 |
11.0 |
0.1% |
7,866.5 |
| High |
8,109.0 |
8,101.0 |
-8.0 |
-0.1% |
8,100.5 |
| Low |
8,034.5 |
7,950.0 |
-84.5 |
-1.1% |
7,775.0 |
| Close |
8,079.0 |
8,019.0 |
-60.0 |
-0.7% |
8,085.5 |
| Range |
74.5 |
151.0 |
76.5 |
102.7% |
325.5 |
| ATR |
94.9 |
98.9 |
4.0 |
4.2% |
0.0 |
| Volume |
6,058 |
7,243 |
1,185 |
19.6% |
25,101 |
|
| Daily Pivots for day following 05-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,476.3 |
8,398.7 |
8,102.1 |
|
| R3 |
8,325.3 |
8,247.7 |
8,060.5 |
|
| R2 |
8,174.3 |
8,174.3 |
8,046.7 |
|
| R1 |
8,096.7 |
8,096.7 |
8,032.8 |
8,060.0 |
| PP |
8,023.3 |
8,023.3 |
8,023.3 |
8,005.0 |
| S1 |
7,945.7 |
7,945.7 |
8,005.2 |
7,909.0 |
| S2 |
7,872.3 |
7,872.3 |
7,991.3 |
|
| S3 |
7,721.3 |
7,794.7 |
7,977.5 |
|
| S4 |
7,570.3 |
7,643.7 |
7,936.0 |
|
|
| 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 |
4.2% |
109.5 |
1.4% |
73% |
False |
False |
7,603 |
| 10 |
8,109.0 |
7,711.0 |
398.0 |
5.0% |
96.9 |
1.2% |
77% |
False |
False |
4,141 |
| 20 |
8,109.0 |
7,426.0 |
683.0 |
8.5% |
98.4 |
1.2% |
87% |
False |
False |
2,364 |
| 40 |
8,109.0 |
7,194.5 |
914.5 |
11.4% |
86.0 |
1.1% |
90% |
False |
False |
1,458 |
| 60 |
8,109.0 |
6,554.0 |
1,555.0 |
19.4% |
85.1 |
1.1% |
94% |
False |
False |
2,103 |
| 80 |
8,109.0 |
6,554.0 |
1,555.0 |
19.4% |
84.4 |
1.1% |
94% |
False |
False |
1,685 |
| 100 |
8,109.0 |
6,554.0 |
1,555.0 |
19.4% |
79.2 |
1.0% |
94% |
False |
False |
1,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,742.8 |
|
2.618 |
8,496.3 |
|
1.618 |
8,345.3 |
|
1.000 |
8,252.0 |
|
0.618 |
8,194.3 |
|
HIGH |
8,101.0 |
|
0.618 |
8,043.3 |
|
0.500 |
8,025.5 |
|
0.382 |
8,007.7 |
|
LOW |
7,950.0 |
|
0.618 |
7,856.7 |
|
1.000 |
7,799.0 |
|
1.618 |
7,705.7 |
|
2.618 |
7,554.7 |
|
4.250 |
7,308.3 |
|
|
| Fisher Pivots for day following 05-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8,025.5 |
8,029.5 |
| PP |
8,023.3 |
8,026.0 |
| S1 |
8,021.2 |
8,022.5 |
|