| Trading Metrics calculated at close of trading on 20-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2007 |
20-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
8,124.0 |
8,152.5 |
28.5 |
0.4% |
7,752.5 |
| High |
8,161.5 |
8,217.0 |
55.5 |
0.7% |
8,121.0 |
| Low |
8,096.5 |
8,062.0 |
-34.5 |
-0.4% |
7,680.5 |
| Close |
8,126.0 |
8,180.5 |
54.5 |
0.7% |
8,108.0 |
| Range |
65.0 |
155.0 |
90.0 |
138.5% |
440.5 |
| ATR |
127.0 |
129.0 |
2.0 |
1.6% |
0.0 |
| Volume |
154,144 |
202,445 |
48,301 |
31.3% |
746,085 |
|
| Daily Pivots for day following 20-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,618.2 |
8,554.3 |
8,265.8 |
|
| R3 |
8,463.2 |
8,399.3 |
8,223.1 |
|
| R2 |
8,308.2 |
8,308.2 |
8,208.9 |
|
| R1 |
8,244.3 |
8,244.3 |
8,194.7 |
8,276.3 |
| PP |
8,153.2 |
8,153.2 |
8,153.2 |
8,169.1 |
| S1 |
8,089.3 |
8,089.3 |
8,166.3 |
8,121.3 |
| S2 |
7,998.2 |
7,998.2 |
8,152.1 |
|
| S3 |
7,843.2 |
7,934.3 |
8,137.9 |
|
| S4 |
7,688.2 |
7,779.3 |
8,095.3 |
|
|
| 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 |
8,217.0 |
7,830.0 |
387.0 |
4.7% |
121.4 |
1.5% |
91% |
True |
False |
181,986 |
| 10 |
8,217.0 |
7,585.0 |
632.0 |
7.7% |
139.5 |
1.7% |
94% |
True |
False |
129,414 |
| 20 |
8,217.0 |
7,585.0 |
632.0 |
7.7% |
127.1 |
1.6% |
94% |
True |
False |
66,753 |
| 40 |
8,217.0 |
7,350.0 |
867.0 |
10.6% |
105.0 |
1.3% |
96% |
True |
False |
33,630 |
| 60 |
8,217.0 |
6,920.0 |
1,297.0 |
15.9% |
95.2 |
1.2% |
97% |
True |
False |
22,601 |
| 80 |
8,217.0 |
6,554.0 |
1,663.0 |
20.3% |
99.0 |
1.2% |
98% |
True |
False |
17,842 |
| 100 |
8,217.0 |
6,554.0 |
1,663.0 |
20.3% |
88.0 |
1.1% |
98% |
True |
False |
14,307 |
| 120 |
8,217.0 |
6,554.0 |
1,663.0 |
20.3% |
83.9 |
1.0% |
98% |
True |
False |
11,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,875.8 |
|
2.618 |
8,622.8 |
|
1.618 |
8,467.8 |
|
1.000 |
8,372.0 |
|
0.618 |
8,312.8 |
|
HIGH |
8,217.0 |
|
0.618 |
8,157.8 |
|
0.500 |
8,139.5 |
|
0.382 |
8,121.2 |
|
LOW |
8,062.0 |
|
0.618 |
7,966.2 |
|
1.000 |
7,907.0 |
|
1.618 |
7,811.2 |
|
2.618 |
7,656.2 |
|
4.250 |
7,403.3 |
|
|
| Fisher Pivots for day following 20-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8,166.8 |
8,166.8 |
| PP |
8,153.2 |
8,153.2 |
| S1 |
8,139.5 |
8,139.5 |
|