| Trading Metrics calculated at close of trading on 21-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2007 |
21-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1,548.75 |
1,527.25 |
-21.50 |
-1.4% |
1,521.75 |
| High |
1,554.25 |
1,537.00 |
-17.25 |
-1.1% |
1,554.00 |
| Low |
1,525.25 |
1,518.00 |
-7.25 |
-0.5% |
1,503.75 |
| Close |
1,527.00 |
1,535.75 |
8.75 |
0.6% |
1,547.75 |
| Range |
29.00 |
19.00 |
-10.00 |
-34.5% |
50.25 |
| ATR |
16.35 |
16.54 |
0.19 |
1.2% |
0.00 |
| Volume |
1,070,708 |
1,830,597 |
759,889 |
71.0% |
9,805,007 |
|
| Daily Pivots for day following 21-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,587.25 |
1,580.50 |
1,546.25 |
|
| R3 |
1,568.25 |
1,561.50 |
1,541.00 |
|
| R2 |
1,549.25 |
1,549.25 |
1,539.25 |
|
| R1 |
1,542.50 |
1,542.50 |
1,537.50 |
1,546.00 |
| PP |
1,530.25 |
1,530.25 |
1,530.25 |
1,532.00 |
| S1 |
1,523.50 |
1,523.50 |
1,534.00 |
1,527.00 |
| S2 |
1,511.25 |
1,511.25 |
1,532.25 |
|
| S3 |
1,492.25 |
1,504.50 |
1,530.50 |
|
| S4 |
1,473.25 |
1,485.50 |
1,525.25 |
|
|
| 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 |
1,554.25 |
1,518.00 |
36.25 |
2.4% |
16.75 |
1.1% |
49% |
False |
True |
1,366,505 |
| 10 |
1,554.25 |
1,494.25 |
60.00 |
3.9% |
18.75 |
1.2% |
69% |
False |
False |
1,678,496 |
| 20 |
1,557.75 |
1,494.25 |
63.50 |
4.1% |
17.50 |
1.1% |
65% |
False |
False |
863,355 |
| 40 |
1,557.75 |
1,494.25 |
63.50 |
4.1% |
14.25 |
0.9% |
65% |
False |
False |
432,566 |
| 60 |
1,557.75 |
1,431.75 |
126.00 |
8.2% |
13.25 |
0.9% |
83% |
False |
False |
288,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,617.75 |
|
2.618 |
1,586.75 |
|
1.618 |
1,567.75 |
|
1.000 |
1,556.00 |
|
0.618 |
1,548.75 |
|
HIGH |
1,537.00 |
|
0.618 |
1,529.75 |
|
0.500 |
1,527.50 |
|
0.382 |
1,525.25 |
|
LOW |
1,518.00 |
|
0.618 |
1,506.25 |
|
1.000 |
1,499.00 |
|
1.618 |
1,487.25 |
|
2.618 |
1,468.25 |
|
4.250 |
1,437.25 |
|
|
| Fisher Pivots for day following 21-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,533.00 |
1,536.00 |
| PP |
1,530.25 |
1,536.00 |
| S1 |
1,527.50 |
1,536.00 |
|