| 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 |
1,529.50 |
1,539.50 |
10.00 |
0.7% |
1,521.75 |
| High |
1,542.00 |
1,554.00 |
12.00 |
0.8% |
1,554.00 |
| Low |
1,528.50 |
1,538.25 |
9.75 |
0.6% |
1,503.75 |
| Close |
1,539.50 |
1,547.75 |
8.25 |
0.5% |
1,547.75 |
| Range |
13.50 |
15.75 |
2.25 |
16.7% |
50.25 |
| ATR |
16.32 |
16.28 |
-0.04 |
-0.2% |
0.00 |
| Volume |
2,122,247 |
1,712,047 |
-410,200 |
-19.3% |
9,805,007 |
|
| Daily Pivots for day following 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,594.00 |
1,586.50 |
1,556.50 |
|
| R3 |
1,578.25 |
1,570.75 |
1,552.00 |
|
| R2 |
1,562.50 |
1,562.50 |
1,550.75 |
|
| R1 |
1,555.00 |
1,555.00 |
1,549.25 |
1,558.75 |
| PP |
1,546.75 |
1,546.75 |
1,546.75 |
1,548.50 |
| S1 |
1,539.25 |
1,539.25 |
1,546.25 |
1,543.00 |
| S2 |
1,531.00 |
1,531.00 |
1,544.75 |
|
| S3 |
1,515.25 |
1,523.50 |
1,543.50 |
|
| S4 |
1,499.50 |
1,507.75 |
1,539.00 |
|
|
| Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,686.00 |
1,667.00 |
1,575.50 |
|
| R3 |
1,635.75 |
1,616.75 |
1,561.50 |
|
| R2 |
1,585.50 |
1,585.50 |
1,557.00 |
|
| R1 |
1,566.50 |
1,566.50 |
1,552.25 |
1,576.00 |
| PP |
1,535.25 |
1,535.25 |
1,535.25 |
1,540.00 |
| S1 |
1,516.25 |
1,516.25 |
1,543.25 |
1,525.75 |
| S2 |
1,485.00 |
1,485.00 |
1,538.50 |
|
| S3 |
1,434.75 |
1,466.00 |
1,534.00 |
|
| S4 |
1,384.50 |
1,415.75 |
1,520.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,554.00 |
1,503.75 |
50.25 |
3.2% |
18.00 |
1.2% |
88% |
True |
False |
1,961,001 |
| 10 |
1,557.50 |
1,494.25 |
63.25 |
4.1% |
20.00 |
1.3% |
85% |
False |
False |
1,208,317 |
| 20 |
1,557.75 |
1,494.25 |
63.50 |
4.1% |
16.25 |
1.0% |
84% |
False |
False |
607,801 |
| 40 |
1,557.75 |
1,493.25 |
64.50 |
4.2% |
13.75 |
0.9% |
84% |
False |
False |
304,680 |
| 60 |
1,557.75 |
1,431.75 |
126.00 |
8.1% |
13.00 |
0.8% |
92% |
False |
False |
203,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,621.00 |
|
2.618 |
1,595.25 |
|
1.618 |
1,579.50 |
|
1.000 |
1,569.75 |
|
0.618 |
1,563.75 |
|
HIGH |
1,554.00 |
|
0.618 |
1,548.00 |
|
0.500 |
1,546.00 |
|
0.382 |
1,544.25 |
|
LOW |
1,538.25 |
|
0.618 |
1,528.50 |
|
1.000 |
1,522.50 |
|
1.618 |
1,512.75 |
|
2.618 |
1,497.00 |
|
4.250 |
1,471.25 |
|
|
| Fisher Pivots for day following 15-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,547.25 |
1,541.50 |
| PP |
1,546.75 |
1,535.25 |
| S1 |
1,546.00 |
1,529.00 |
|