| Trading Metrics calculated at close of trading on 19-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2007 |
19-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1,547.00 |
1,545.50 |
-1.50 |
-0.1% |
1,521.75 |
| High |
1,553.00 |
1,550.75 |
-2.25 |
-0.1% |
1,554.00 |
| Low |
1,543.75 |
1,540.50 |
-3.25 |
-0.2% |
1,503.75 |
| Close |
1,546.00 |
1,549.00 |
3.00 |
0.2% |
1,547.75 |
| Range |
9.25 |
10.25 |
1.00 |
10.8% |
50.25 |
| ATR |
15.77 |
15.38 |
-0.39 |
-2.5% |
0.00 |
| Volume |
1,366,620 |
852,555 |
-514,065 |
-37.6% |
9,805,007 |
|
| Daily Pivots for day following 19-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,577.50 |
1,573.50 |
1,554.75 |
|
| R3 |
1,567.25 |
1,563.25 |
1,551.75 |
|
| R2 |
1,557.00 |
1,557.00 |
1,551.00 |
|
| R1 |
1,553.00 |
1,553.00 |
1,550.00 |
1,555.00 |
| PP |
1,546.75 |
1,546.75 |
1,546.75 |
1,547.75 |
| S1 |
1,542.75 |
1,542.75 |
1,548.00 |
1,544.75 |
| S2 |
1,536.50 |
1,536.50 |
1,547.00 |
|
| S3 |
1,526.25 |
1,532.50 |
1,546.25 |
|
| S4 |
1,516.00 |
1,522.25 |
1,543.25 |
|
|
| 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% |
15.25 |
1.0% |
90% |
False |
False |
1,697,206 |
| 10 |
1,554.00 |
1,494.25 |
59.75 |
3.9% |
19.50 |
1.3% |
92% |
False |
False |
1,421,648 |
| 20 |
1,557.75 |
1,494.25 |
63.50 |
4.1% |
16.00 |
1.0% |
86% |
False |
False |
718,611 |
| 40 |
1,557.75 |
1,494.25 |
63.50 |
4.1% |
13.75 |
0.9% |
86% |
False |
False |
360,129 |
| 60 |
1,557.75 |
1,431.75 |
126.00 |
8.1% |
13.00 |
0.8% |
93% |
False |
False |
240,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,594.25 |
|
2.618 |
1,577.50 |
|
1.618 |
1,567.25 |
|
1.000 |
1,561.00 |
|
0.618 |
1,557.00 |
|
HIGH |
1,550.75 |
|
0.618 |
1,546.75 |
|
0.500 |
1,545.50 |
|
0.382 |
1,544.50 |
|
LOW |
1,540.50 |
|
0.618 |
1,534.25 |
|
1.000 |
1,530.25 |
|
1.618 |
1,524.00 |
|
2.618 |
1,513.75 |
|
4.250 |
1,497.00 |
|
|
| Fisher Pivots for day following 19-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,548.00 |
1,548.00 |
| PP |
1,546.75 |
1,547.00 |
| S1 |
1,545.50 |
1,546.00 |
|