| Trading Metrics calculated at close of trading on 22-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2007 |
22-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
8,114.5 |
8,087.0 |
-27.5 |
-0.3% |
8,112.5 |
| High |
8,141.5 |
8,095.0 |
-46.5 |
-0.6% |
8,217.0 |
| Low |
7,985.0 |
7,949.5 |
-35.5 |
-0.4% |
7,949.5 |
| Close |
8,059.0 |
8,024.5 |
-34.5 |
-0.4% |
8,024.5 |
| Range |
156.5 |
145.5 |
-11.0 |
-7.0% |
267.5 |
| ATR |
133.8 |
134.6 |
0.8 |
0.6% |
0.0 |
| Volume |
290,381 |
175,717 |
-114,664 |
-39.5% |
989,212 |
|
| Daily Pivots for day following 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,459.5 |
8,387.5 |
8,104.5 |
|
| R3 |
8,314.0 |
8,242.0 |
8,064.5 |
|
| R2 |
8,168.5 |
8,168.5 |
8,051.2 |
|
| R1 |
8,096.5 |
8,096.5 |
8,037.8 |
8,059.8 |
| PP |
8,023.0 |
8,023.0 |
8,023.0 |
8,004.6 |
| S1 |
7,951.0 |
7,951.0 |
8,011.2 |
7,914.3 |
| S2 |
7,877.5 |
7,877.5 |
7,997.8 |
|
| S3 |
7,732.0 |
7,805.5 |
7,984.5 |
|
| S4 |
7,586.5 |
7,660.0 |
7,944.5 |
|
|
| Weekly Pivots for week ending 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,866.2 |
8,712.8 |
8,171.6 |
|
| R3 |
8,598.7 |
8,445.3 |
8,098.1 |
|
| R2 |
8,331.2 |
8,331.2 |
8,073.5 |
|
| R1 |
8,177.8 |
8,177.8 |
8,049.0 |
8,120.8 |
| PP |
8,063.7 |
8,063.7 |
8,063.7 |
8,035.1 |
| S1 |
7,910.3 |
7,910.3 |
8,000.0 |
7,853.3 |
| S2 |
7,796.2 |
7,796.2 |
7,975.5 |
|
| S3 |
7,528.7 |
7,642.8 |
7,950.9 |
|
| S4 |
7,261.2 |
7,375.3 |
7,877.4 |
|
|
| 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 |
7,949.5 |
267.5 |
3.3% |
121.0 |
1.5% |
28% |
False |
True |
197,842 |
| 10 |
8,217.0 |
7,680.5 |
536.5 |
6.7% |
129.0 |
1.6% |
64% |
False |
False |
173,529 |
| 20 |
8,217.0 |
7,585.0 |
632.0 |
7.9% |
131.5 |
1.6% |
70% |
False |
False |
89,955 |
| 40 |
8,217.0 |
7,426.0 |
791.0 |
9.9% |
107.7 |
1.3% |
76% |
False |
False |
45,254 |
| 60 |
8,217.0 |
6,920.0 |
1,297.0 |
16.2% |
97.3 |
1.2% |
85% |
False |
False |
30,358 |
| 80 |
8,217.0 |
6,554.0 |
1,663.0 |
20.7% |
101.9 |
1.3% |
88% |
False |
False |
23,655 |
| 100 |
8,217.0 |
6,554.0 |
1,663.0 |
20.7% |
90.1 |
1.1% |
88% |
False |
False |
18,965 |
| 120 |
8,217.0 |
6,554.0 |
1,663.0 |
20.7% |
86.0 |
1.1% |
88% |
False |
False |
15,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,713.4 |
|
2.618 |
8,475.9 |
|
1.618 |
8,330.4 |
|
1.000 |
8,240.5 |
|
0.618 |
8,184.9 |
|
HIGH |
8,095.0 |
|
0.618 |
8,039.4 |
|
0.500 |
8,022.3 |
|
0.382 |
8,005.1 |
|
LOW |
7,949.5 |
|
0.618 |
7,859.6 |
|
1.000 |
7,804.0 |
|
1.618 |
7,714.1 |
|
2.618 |
7,568.6 |
|
4.250 |
7,331.1 |
|
|
| Fisher Pivots for day following 22-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8,023.8 |
8,083.3 |
| PP |
8,023.0 |
8,063.7 |
| S1 |
8,022.3 |
8,044.1 |
|