| Trading Metrics calculated at close of trading on 26-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2007 |
26-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
7,993.0 |
7,950.0 |
-43.0 |
-0.5% |
8,112.5 |
| High |
8,049.0 |
7,981.0 |
-68.0 |
-0.8% |
8,217.0 |
| Low |
7,906.5 |
7,893.5 |
-13.0 |
-0.2% |
7,949.5 |
| Close |
8,017.0 |
7,939.5 |
-77.5 |
-1.0% |
8,024.5 |
| Range |
142.5 |
87.5 |
-55.0 |
-38.6% |
267.5 |
| ATR |
135.2 |
134.3 |
-0.8 |
-0.6% |
0.0 |
| Volume |
228,108 |
241,186 |
13,078 |
5.7% |
989,212 |
|
| Daily Pivots for day following 26-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,200.5 |
8,157.5 |
7,987.6 |
|
| R3 |
8,113.0 |
8,070.0 |
7,963.6 |
|
| R2 |
8,025.5 |
8,025.5 |
7,955.5 |
|
| R1 |
7,982.5 |
7,982.5 |
7,947.5 |
7,960.3 |
| PP |
7,938.0 |
7,938.0 |
7,938.0 |
7,926.9 |
| S1 |
7,895.0 |
7,895.0 |
7,931.5 |
7,872.8 |
| S2 |
7,850.5 |
7,850.5 |
7,923.5 |
|
| S3 |
7,763.0 |
7,807.5 |
7,915.4 |
|
| S4 |
7,675.5 |
7,720.0 |
7,891.4 |
|
|
| 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 |
7,893.5 |
323.5 |
4.1% |
137.4 |
1.7% |
14% |
False |
True |
227,567 |
| 10 |
8,217.0 |
7,680.5 |
536.5 |
6.8% |
127.7 |
1.6% |
48% |
False |
False |
200,764 |
| 20 |
8,217.0 |
7,585.0 |
632.0 |
8.0% |
136.0 |
1.7% |
56% |
False |
False |
113,377 |
| 40 |
8,217.0 |
7,426.0 |
791.0 |
10.0% |
110.3 |
1.4% |
65% |
False |
False |
56,962 |
| 60 |
8,217.0 |
6,978.0 |
1,239.0 |
15.6% |
99.2 |
1.2% |
78% |
False |
False |
38,167 |
| 80 |
8,217.0 |
6,554.0 |
1,663.0 |
20.9% |
98.8 |
1.2% |
83% |
False |
False |
29,496 |
| 100 |
8,217.0 |
6,554.0 |
1,663.0 |
20.9% |
91.0 |
1.1% |
83% |
False |
False |
23,655 |
| 120 |
8,217.0 |
6,554.0 |
1,663.0 |
20.9% |
86.8 |
1.1% |
83% |
False |
False |
19,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,352.9 |
|
2.618 |
8,210.1 |
|
1.618 |
8,122.6 |
|
1.000 |
8,068.5 |
|
0.618 |
8,035.1 |
|
HIGH |
7,981.0 |
|
0.618 |
7,947.6 |
|
0.500 |
7,937.3 |
|
0.382 |
7,926.9 |
|
LOW |
7,893.5 |
|
0.618 |
7,839.4 |
|
1.000 |
7,806.0 |
|
1.618 |
7,751.9 |
|
2.618 |
7,664.4 |
|
4.250 |
7,521.6 |
|
|
| Fisher Pivots for day following 26-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
7,938.8 |
7,994.3 |
| PP |
7,938.0 |
7,976.0 |
| S1 |
7,937.3 |
7,957.8 |
|