| Trading Metrics calculated at close of trading on 20-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2007 |
20-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1,545.50 |
1,548.75 |
3.25 |
0.2% |
1,521.75 |
| High |
1,550.75 |
1,554.25 |
3.50 |
0.2% |
1,554.00 |
| Low |
1,540.50 |
1,525.25 |
-15.25 |
-1.0% |
1,503.75 |
| Close |
1,549.00 |
1,527.00 |
-22.00 |
-1.4% |
1,547.75 |
| Range |
10.25 |
29.00 |
18.75 |
182.9% |
50.25 |
| ATR |
15.38 |
16.35 |
0.97 |
6.3% |
0.00 |
| Volume |
852,555 |
1,070,708 |
218,153 |
25.6% |
9,805,007 |
|
| Daily Pivots for day following 20-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,622.50 |
1,603.75 |
1,543.00 |
|
| R3 |
1,593.50 |
1,574.75 |
1,535.00 |
|
| R2 |
1,564.50 |
1,564.50 |
1,532.25 |
|
| R1 |
1,545.75 |
1,545.75 |
1,529.75 |
1,540.50 |
| PP |
1,535.50 |
1,535.50 |
1,535.50 |
1,533.00 |
| S1 |
1,516.75 |
1,516.75 |
1,524.25 |
1,511.50 |
| S2 |
1,506.50 |
1,506.50 |
1,521.75 |
|
| S3 |
1,477.50 |
1,487.75 |
1,519.00 |
|
| S4 |
1,448.50 |
1,458.75 |
1,511.00 |
|
|
| 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 |
1,554.25 |
1,525.25 |
29.00 |
1.9% |
15.50 |
1.0% |
6% |
True |
True |
1,424,835 |
| 10 |
1,554.25 |
1,494.25 |
60.00 |
3.9% |
20.50 |
1.3% |
55% |
True |
False |
1,513,402 |
| 20 |
1,557.75 |
1,494.25 |
63.50 |
4.2% |
17.00 |
1.1% |
52% |
False |
False |
772,091 |
| 40 |
1,557.75 |
1,494.25 |
63.50 |
4.2% |
14.25 |
0.9% |
52% |
False |
False |
386,883 |
| 60 |
1,557.75 |
1,431.75 |
126.00 |
8.3% |
13.25 |
0.9% |
76% |
False |
False |
258,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,677.50 |
|
2.618 |
1,630.25 |
|
1.618 |
1,601.25 |
|
1.000 |
1,583.25 |
|
0.618 |
1,572.25 |
|
HIGH |
1,554.25 |
|
0.618 |
1,543.25 |
|
0.500 |
1,539.75 |
|
0.382 |
1,536.25 |
|
LOW |
1,525.25 |
|
0.618 |
1,507.25 |
|
1.000 |
1,496.25 |
|
1.618 |
1,478.25 |
|
2.618 |
1,449.25 |
|
4.250 |
1,402.00 |
|
|
| Fisher Pivots for day following 20-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,539.75 |
1,539.75 |
| PP |
1,535.50 |
1,535.50 |
| S1 |
1,531.25 |
1,531.25 |
|