| Trading Metrics calculated at close of trading on 25-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2007 |
25-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1,535.50 |
1,519.25 |
-16.25 |
-1.1% |
1,547.00 |
| High |
1,536.00 |
1,528.00 |
-8.00 |
-0.5% |
1,554.25 |
| Low |
1,513.50 |
1,505.00 |
-8.50 |
-0.6% |
1,513.50 |
| Close |
1,520.50 |
1,513.50 |
-7.00 |
-0.5% |
1,520.50 |
| Range |
22.50 |
23.00 |
0.50 |
2.2% |
40.75 |
| ATR |
16.97 |
17.40 |
0.43 |
2.5% |
0.00 |
| Volume |
1,919,075 |
1,680,674 |
-238,401 |
-12.4% |
7,039,555 |
|
| Daily Pivots for day following 25-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,584.50 |
1,572.00 |
1,526.25 |
|
| R3 |
1,561.50 |
1,549.00 |
1,519.75 |
|
| R2 |
1,538.50 |
1,538.50 |
1,517.75 |
|
| R1 |
1,526.00 |
1,526.00 |
1,515.50 |
1,520.75 |
| PP |
1,515.50 |
1,515.50 |
1,515.50 |
1,513.00 |
| S1 |
1,503.00 |
1,503.00 |
1,511.50 |
1,497.75 |
| S2 |
1,492.50 |
1,492.50 |
1,509.25 |
|
| S3 |
1,469.50 |
1,480.00 |
1,507.25 |
|
| S4 |
1,446.50 |
1,457.00 |
1,500.75 |
|
|
| Weekly Pivots for week ending 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,651.75 |
1,626.75 |
1,543.00 |
|
| R3 |
1,611.00 |
1,586.00 |
1,531.75 |
|
| R2 |
1,570.25 |
1,570.25 |
1,528.00 |
|
| R1 |
1,545.25 |
1,545.25 |
1,524.25 |
1,537.50 |
| PP |
1,529.50 |
1,529.50 |
1,529.50 |
1,525.50 |
| S1 |
1,504.50 |
1,504.50 |
1,516.75 |
1,496.50 |
| S2 |
1,488.75 |
1,488.75 |
1,513.00 |
|
| S3 |
1,448.00 |
1,463.75 |
1,509.25 |
|
| S4 |
1,407.25 |
1,423.00 |
1,498.00 |
|
|
| 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 |
1,505.00 |
49.25 |
3.3% |
20.75 |
1.4% |
17% |
False |
True |
1,470,721 |
| 10 |
1,554.25 |
1,503.75 |
50.50 |
3.3% |
19.00 |
1.3% |
19% |
False |
False |
1,651,167 |
| 20 |
1,557.75 |
1,494.25 |
63.50 |
4.2% |
18.00 |
1.2% |
30% |
False |
False |
1,042,854 |
| 40 |
1,557.75 |
1,494.25 |
63.50 |
4.2% |
15.00 |
1.0% |
30% |
False |
False |
522,517 |
| 60 |
1,557.75 |
1,439.25 |
118.50 |
7.8% |
13.50 |
0.9% |
63% |
False |
False |
348,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,625.75 |
|
2.618 |
1,588.25 |
|
1.618 |
1,565.25 |
|
1.000 |
1,551.00 |
|
0.618 |
1,542.25 |
|
HIGH |
1,528.00 |
|
0.618 |
1,519.25 |
|
0.500 |
1,516.50 |
|
0.382 |
1,513.75 |
|
LOW |
1,505.00 |
|
0.618 |
1,490.75 |
|
1.000 |
1,482.00 |
|
1.618 |
1,467.75 |
|
2.618 |
1,444.75 |
|
4.250 |
1,407.25 |
|
|
| Fisher Pivots for day following 25-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,516.50 |
1,521.00 |
| PP |
1,515.50 |
1,518.50 |
| S1 |
1,514.50 |
1,516.00 |
|