| Trading Metrics calculated at close of trading on 13-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2007 |
13-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1,525.00 |
1,507.50 |
-17.50 |
-1.1% |
1,554.25 |
| High |
1,527.00 |
1,531.75 |
4.75 |
0.3% |
1,557.50 |
| Low |
1,506.50 |
1,503.75 |
-2.75 |
-0.2% |
1,494.25 |
| Close |
1,507.50 |
1,530.25 |
22.75 |
1.5% |
1,522.50 |
| Range |
20.50 |
28.00 |
7.50 |
36.6% |
63.25 |
| ATR |
15.65 |
16.53 |
0.88 |
5.6% |
0.00 |
| Volume |
1,524,589 |
2,432,564 |
907,975 |
59.6% |
2,278,165 |
|
| Daily Pivots for day following 13-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,606.00 |
1,596.00 |
1,545.75 |
|
| R3 |
1,578.00 |
1,568.00 |
1,538.00 |
|
| R2 |
1,550.00 |
1,550.00 |
1,535.50 |
|
| R1 |
1,540.00 |
1,540.00 |
1,532.75 |
1,545.00 |
| PP |
1,522.00 |
1,522.00 |
1,522.00 |
1,524.50 |
| S1 |
1,512.00 |
1,512.00 |
1,527.75 |
1,517.00 |
| S2 |
1,494.00 |
1,494.00 |
1,525.00 |
|
| S3 |
1,466.00 |
1,484.00 |
1,522.50 |
|
| S4 |
1,438.00 |
1,456.00 |
1,514.75 |
|
|
| Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,714.50 |
1,681.75 |
1,557.25 |
|
| R3 |
1,651.25 |
1,618.50 |
1,540.00 |
|
| R2 |
1,588.00 |
1,588.00 |
1,534.00 |
|
| R1 |
1,555.25 |
1,555.25 |
1,528.25 |
1,540.00 |
| PP |
1,524.75 |
1,524.75 |
1,524.75 |
1,517.00 |
| S1 |
1,492.00 |
1,492.00 |
1,516.75 |
1,476.75 |
| S2 |
1,461.50 |
1,461.50 |
1,511.00 |
|
| S3 |
1,398.25 |
1,428.75 |
1,505.00 |
|
| S4 |
1,335.00 |
1,365.50 |
1,487.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,538.25 |
1,494.25 |
44.00 |
2.9% |
25.50 |
1.7% |
82% |
False |
False |
1,601,969 |
| 10 |
1,557.75 |
1,494.25 |
63.50 |
4.1% |
18.75 |
1.2% |
57% |
False |
False |
828,453 |
| 20 |
1,557.75 |
1,494.25 |
63.50 |
4.1% |
15.75 |
1.0% |
57% |
False |
False |
416,436 |
| 40 |
1,557.75 |
1,482.75 |
75.00 |
4.9% |
13.75 |
0.9% |
63% |
False |
False |
208,839 |
| 60 |
1,557.75 |
1,431.75 |
126.00 |
8.2% |
13.00 |
0.9% |
78% |
False |
False |
139,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,650.75 |
|
2.618 |
1,605.00 |
|
1.618 |
1,577.00 |
|
1.000 |
1,559.75 |
|
0.618 |
1,549.00 |
|
HIGH |
1,531.75 |
|
0.618 |
1,521.00 |
|
0.500 |
1,517.75 |
|
0.382 |
1,514.50 |
|
LOW |
1,503.75 |
|
0.618 |
1,486.50 |
|
1.000 |
1,475.75 |
|
1.618 |
1,458.50 |
|
2.618 |
1,430.50 |
|
4.250 |
1,384.75 |
|
|
| Fisher Pivots for day following 13-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,526.00 |
1,526.00 |
| PP |
1,522.00 |
1,522.00 |
| S1 |
1,517.75 |
1,517.75 |
|