| Trading Metrics calculated at close of trading on 07-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2007 |
07-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
8,019.0 |
7,825.0 |
-194.0 |
-2.4% |
7,866.5 |
| High |
8,025.0 |
7,874.5 |
-150.5 |
-1.9% |
8,100.5 |
| Low |
7,780.0 |
7,640.0 |
-140.0 |
-1.8% |
7,775.0 |
| Close |
7,841.0 |
7,700.0 |
-141.0 |
-1.8% |
8,085.5 |
| Range |
245.0 |
234.5 |
-10.5 |
-4.3% |
325.5 |
| ATR |
109.4 |
118.3 |
8.9 |
8.2% |
0.0 |
| Volume |
0 |
7,905 |
7,905 |
|
25,101 |
|
| Daily Pivots for day following 07-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,441.7 |
8,305.3 |
7,829.0 |
|
| R3 |
8,207.2 |
8,070.8 |
7,764.5 |
|
| R2 |
7,972.7 |
7,972.7 |
7,743.0 |
|
| R1 |
7,836.3 |
7,836.3 |
7,721.5 |
7,787.3 |
| PP |
7,738.2 |
7,738.2 |
7,738.2 |
7,713.6 |
| S1 |
7,601.8 |
7,601.8 |
7,678.5 |
7,552.8 |
| S2 |
7,503.7 |
7,503.7 |
7,657.0 |
|
| S3 |
7,269.2 |
7,367.3 |
7,635.5 |
|
| S4 |
7,034.7 |
7,132.8 |
7,571.0 |
|
|
| 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 |
7,640.0 |
469.0 |
6.1% |
163.2 |
2.1% |
13% |
False |
True |
7,172 |
| 10 |
8,109.0 |
7,640.0 |
469.0 |
6.1% |
128.5 |
1.7% |
13% |
False |
True |
4,746 |
| 20 |
8,109.0 |
7,426.0 |
683.0 |
8.9% |
113.4 |
1.5% |
40% |
False |
False |
2,713 |
| 40 |
8,109.0 |
7,213.5 |
895.5 |
11.6% |
94.9 |
1.2% |
54% |
False |
False |
1,625 |
| 60 |
8,109.0 |
6,554.0 |
1,555.0 |
20.2% |
90.6 |
1.2% |
74% |
False |
False |
2,136 |
| 80 |
8,109.0 |
6,554.0 |
1,555.0 |
20.2% |
88.9 |
1.2% |
74% |
False |
False |
1,782 |
| 100 |
8,109.0 |
6,554.0 |
1,555.0 |
20.2% |
82.4 |
1.1% |
74% |
False |
False |
1,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,871.1 |
|
2.618 |
8,488.4 |
|
1.618 |
8,253.9 |
|
1.000 |
8,109.0 |
|
0.618 |
8,019.4 |
|
HIGH |
7,874.5 |
|
0.618 |
7,784.9 |
|
0.500 |
7,757.3 |
|
0.382 |
7,729.6 |
|
LOW |
7,640.0 |
|
0.618 |
7,495.1 |
|
1.000 |
7,405.5 |
|
1.618 |
7,260.6 |
|
2.618 |
7,026.1 |
|
4.250 |
6,643.4 |
|
|
| Fisher Pivots for day following 07-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
7,757.3 |
7,870.5 |
| PP |
7,738.2 |
7,813.7 |
| S1 |
7,719.1 |
7,756.8 |
|