| Trading Metrics calculated at close of trading on 29-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2007 |
29-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1,518.50 |
1,517.75 |
-0.75 |
0.0% |
1,519.25 |
| High |
1,528.00 |
1,530.25 |
2.25 |
0.1% |
1,530.25 |
| Low |
1,515.50 |
1,504.50 |
-11.00 |
-0.7% |
1,492.00 |
| Close |
1,517.25 |
1,515.50 |
-1.75 |
-0.1% |
1,515.50 |
| Range |
12.50 |
25.75 |
13.25 |
106.0% |
38.25 |
| ATR |
18.05 |
18.60 |
0.55 |
3.0% |
0.00 |
| Volume |
1,788,626 |
1,376,602 |
-412,024 |
-23.0% |
8,673,201 |
|
| Daily Pivots for day following 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,594.00 |
1,580.50 |
1,529.75 |
|
| R3 |
1,568.25 |
1,554.75 |
1,522.50 |
|
| R2 |
1,542.50 |
1,542.50 |
1,520.25 |
|
| R1 |
1,529.00 |
1,529.00 |
1,517.75 |
1,523.00 |
| PP |
1,516.75 |
1,516.75 |
1,516.75 |
1,513.75 |
| S1 |
1,503.25 |
1,503.25 |
1,513.25 |
1,497.00 |
| S2 |
1,491.00 |
1,491.00 |
1,510.75 |
|
| S3 |
1,465.25 |
1,477.50 |
1,508.50 |
|
| S4 |
1,439.50 |
1,451.75 |
1,501.25 |
|
|
| Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,627.25 |
1,609.75 |
1,536.50 |
|
| R3 |
1,589.00 |
1,571.50 |
1,526.00 |
|
| R2 |
1,550.75 |
1,550.75 |
1,522.50 |
|
| R1 |
1,533.25 |
1,533.25 |
1,519.00 |
1,523.00 |
| PP |
1,512.50 |
1,512.50 |
1,512.50 |
1,507.50 |
| S1 |
1,495.00 |
1,495.00 |
1,512.00 |
1,484.50 |
| S2 |
1,474.25 |
1,474.25 |
1,508.50 |
|
| S3 |
1,436.00 |
1,456.75 |
1,505.00 |
|
| S4 |
1,397.75 |
1,418.50 |
1,494.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,530.25 |
1,492.00 |
38.25 |
2.5% |
22.25 |
1.5% |
61% |
True |
False |
1,734,640 |
| 10 |
1,554.25 |
1,492.00 |
62.25 |
4.1% |
20.25 |
1.3% |
38% |
False |
False |
1,571,275 |
| 20 |
1,557.50 |
1,492.00 |
65.50 |
4.3% |
20.00 |
1.3% |
36% |
False |
False |
1,389,796 |
| 40 |
1,557.75 |
1,492.00 |
65.75 |
4.3% |
16.00 |
1.1% |
36% |
False |
False |
697,268 |
| 60 |
1,557.75 |
1,456.00 |
101.75 |
6.7% |
14.25 |
0.9% |
58% |
False |
False |
465,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,639.75 |
|
2.618 |
1,597.75 |
|
1.618 |
1,572.00 |
|
1.000 |
1,556.00 |
|
0.618 |
1,546.25 |
|
HIGH |
1,530.25 |
|
0.618 |
1,520.50 |
|
0.500 |
1,517.50 |
|
0.382 |
1,514.25 |
|
LOW |
1,504.50 |
|
0.618 |
1,488.50 |
|
1.000 |
1,478.75 |
|
1.618 |
1,462.75 |
|
2.618 |
1,437.00 |
|
4.250 |
1,395.00 |
|
|
| Fisher Pivots for day following 29-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,517.50 |
1,514.00 |
| PP |
1,516.75 |
1,512.50 |
| S1 |
1,516.00 |
1,511.00 |
|