| Trading Metrics calculated at close of trading on 15-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2007 |
15-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
7,830.0 |
7,940.5 |
110.5 |
1.4% |
7,752.5 |
| High |
7,951.0 |
8,121.0 |
170.0 |
2.1% |
8,121.0 |
| Low |
7,830.0 |
7,938.0 |
108.0 |
1.4% |
7,680.5 |
| Close |
7,920.0 |
8,108.0 |
188.0 |
2.4% |
8,108.0 |
| Range |
121.0 |
183.0 |
62.0 |
51.2% |
440.5 |
| ATR |
130.5 |
135.5 |
5.0 |
3.9% |
0.0 |
| Volume |
152,894 |
233,923 |
81,029 |
53.0% |
746,085 |
|
| Daily Pivots for day following 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,604.7 |
8,539.3 |
8,208.7 |
|
| R3 |
8,421.7 |
8,356.3 |
8,158.3 |
|
| R2 |
8,238.7 |
8,238.7 |
8,141.6 |
|
| R1 |
8,173.3 |
8,173.3 |
8,124.8 |
8,206.0 |
| PP |
8,055.7 |
8,055.7 |
8,055.7 |
8,072.0 |
| S1 |
7,990.3 |
7,990.3 |
8,091.2 |
8,023.0 |
| S2 |
7,872.7 |
7,872.7 |
8,074.5 |
|
| S3 |
7,689.7 |
7,807.3 |
8,057.7 |
|
| S4 |
7,506.7 |
7,624.3 |
8,007.4 |
|
|
| Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,291.3 |
9,140.2 |
8,350.3 |
|
| R3 |
8,850.8 |
8,699.7 |
8,229.1 |
|
| R2 |
8,410.3 |
8,410.3 |
8,188.8 |
|
| R1 |
8,259.2 |
8,259.2 |
8,148.4 |
8,334.8 |
| PP |
7,969.8 |
7,969.8 |
7,969.8 |
8,007.6 |
| S1 |
7,818.7 |
7,818.7 |
8,067.6 |
7,894.3 |
| S2 |
7,529.3 |
7,529.3 |
8,027.2 |
|
| S3 |
7,088.8 |
7,378.2 |
7,986.9 |
|
| S4 |
6,648.3 |
6,937.7 |
7,865.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,121.0 |
7,680.5 |
440.5 |
5.4% |
136.9 |
1.7% |
97% |
True |
False |
149,217 |
| 10 |
8,121.0 |
7,585.0 |
536.0 |
6.6% |
156.2 |
1.9% |
98% |
True |
False |
78,433 |
| 20 |
8,121.0 |
7,585.0 |
536.0 |
6.6% |
123.9 |
1.5% |
98% |
True |
False |
40,685 |
| 40 |
8,121.0 |
7,284.0 |
837.0 |
10.3% |
104.0 |
1.3% |
98% |
True |
False |
20,580 |
| 60 |
8,121.0 |
6,766.0 |
1,355.0 |
16.7% |
94.6 |
1.2% |
99% |
True |
False |
13,908 |
| 80 |
8,121.0 |
6,554.0 |
1,567.0 |
19.3% |
97.3 |
1.2% |
99% |
True |
False |
11,315 |
| 100 |
8,121.0 |
6,554.0 |
1,567.0 |
19.3% |
87.1 |
1.1% |
99% |
True |
False |
9,083 |
| 120 |
8,121.0 |
6,554.0 |
1,567.0 |
19.3% |
83.0 |
1.0% |
99% |
True |
False |
7,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,898.8 |
|
2.618 |
8,600.1 |
|
1.618 |
8,417.1 |
|
1.000 |
8,304.0 |
|
0.618 |
8,234.1 |
|
HIGH |
8,121.0 |
|
0.618 |
8,051.1 |
|
0.500 |
8,029.5 |
|
0.382 |
8,007.9 |
|
LOW |
7,938.0 |
|
0.618 |
7,824.9 |
|
1.000 |
7,755.0 |
|
1.618 |
7,641.9 |
|
2.618 |
7,458.9 |
|
4.250 |
7,160.3 |
|
|
| Fisher Pivots for day following 15-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8,081.8 |
8,038.9 |
| PP |
8,055.7 |
7,969.8 |
| S1 |
8,029.5 |
7,900.8 |
|