| Trading Metrics calculated at close of trading on 18-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2007 |
18-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1,539.50 |
1,547.00 |
7.50 |
0.5% |
1,521.75 |
| High |
1,554.00 |
1,553.00 |
-1.00 |
-0.1% |
1,554.00 |
| Low |
1,538.25 |
1,543.75 |
5.50 |
0.4% |
1,503.75 |
| Close |
1,547.75 |
1,546.00 |
-1.75 |
-0.1% |
1,547.75 |
| Range |
15.75 |
9.25 |
-6.50 |
-41.3% |
50.25 |
| ATR |
16.28 |
15.77 |
-0.50 |
-3.1% |
0.00 |
| Volume |
1,712,047 |
1,366,620 |
-345,427 |
-20.2% |
9,805,007 |
|
| Daily Pivots for day following 18-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,575.25 |
1,570.00 |
1,551.00 |
|
| R3 |
1,566.00 |
1,560.75 |
1,548.50 |
|
| R2 |
1,556.75 |
1,556.75 |
1,547.75 |
|
| R1 |
1,551.50 |
1,551.50 |
1,546.75 |
1,549.50 |
| PP |
1,547.50 |
1,547.50 |
1,547.50 |
1,546.50 |
| S1 |
1,542.25 |
1,542.25 |
1,545.25 |
1,540.25 |
| S2 |
1,538.25 |
1,538.25 |
1,544.25 |
|
| S3 |
1,529.00 |
1,533.00 |
1,543.50 |
|
| S4 |
1,519.75 |
1,523.75 |
1,541.00 |
|
|
| 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 |
3.3% |
17.50 |
1.1% |
84% |
False |
False |
1,831,613 |
| 10 |
1,556.25 |
1,494.25 |
62.00 |
4.0% |
20.00 |
1.3% |
83% |
False |
False |
1,343,351 |
| 20 |
1,557.75 |
1,494.25 |
63.50 |
4.1% |
16.00 |
1.0% |
81% |
False |
False |
676,082 |
| 40 |
1,557.75 |
1,494.25 |
63.50 |
4.1% |
13.75 |
0.9% |
81% |
False |
False |
338,835 |
| 60 |
1,557.75 |
1,431.75 |
126.00 |
8.2% |
13.00 |
0.8% |
91% |
False |
False |
226,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,592.25 |
|
2.618 |
1,577.25 |
|
1.618 |
1,568.00 |
|
1.000 |
1,562.25 |
|
0.618 |
1,558.75 |
|
HIGH |
1,553.00 |
|
0.618 |
1,549.50 |
|
0.500 |
1,548.50 |
|
0.382 |
1,547.25 |
|
LOW |
1,543.75 |
|
0.618 |
1,538.00 |
|
1.000 |
1,534.50 |
|
1.618 |
1,528.75 |
|
2.618 |
1,519.50 |
|
4.250 |
1,504.50 |
|
|
| Fisher Pivots for day following 18-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,548.50 |
1,544.50 |
| PP |
1,547.50 |
1,542.75 |
| S1 |
1,546.75 |
1,541.25 |
|