| Trading Metrics calculated at close of trading on 12-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2007 |
12-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1,933.75 |
1,931.00 |
-2.75 |
-0.1% |
1,966.75 |
| High |
1,944.75 |
1,938.25 |
-6.50 |
-0.3% |
1,966.75 |
| Low |
1,927.25 |
1,913.75 |
-13.50 |
-0.7% |
1,898.00 |
| Close |
1,930.50 |
1,918.00 |
-12.50 |
-0.6% |
1,934.00 |
| Range |
17.50 |
24.50 |
7.00 |
40.0% |
68.75 |
| ATR |
23.88 |
23.93 |
0.04 |
0.2% |
0.00 |
| Volume |
436,499 |
334,199 |
-102,300 |
-23.4% |
562,962 |
|
| Daily Pivots for day following 12-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,996.75 |
1,982.00 |
1,931.50 |
|
| R3 |
1,972.25 |
1,957.50 |
1,924.75 |
|
| R2 |
1,947.75 |
1,947.75 |
1,922.50 |
|
| R1 |
1,933.00 |
1,933.00 |
1,920.25 |
1,928.00 |
| PP |
1,923.25 |
1,923.25 |
1,923.25 |
1,921.00 |
| S1 |
1,908.50 |
1,908.50 |
1,915.75 |
1,903.50 |
| S2 |
1,898.75 |
1,898.75 |
1,913.50 |
|
| S3 |
1,874.25 |
1,884.00 |
1,911.25 |
|
| S4 |
1,849.75 |
1,859.50 |
1,904.50 |
|
|
| Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,139.25 |
2,105.25 |
1,971.75 |
|
| R3 |
2,070.50 |
2,036.50 |
1,953.00 |
|
| R2 |
2,001.75 |
2,001.75 |
1,946.50 |
|
| R1 |
1,967.75 |
1,967.75 |
1,940.25 |
1,950.50 |
| PP |
1,933.00 |
1,933.00 |
1,933.00 |
1,924.25 |
| S1 |
1,899.00 |
1,899.00 |
1,927.75 |
1,881.50 |
| S2 |
1,864.25 |
1,864.25 |
1,921.50 |
|
| S3 |
1,795.50 |
1,830.25 |
1,915.00 |
|
| S4 |
1,726.75 |
1,761.50 |
1,896.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,963.50 |
1,898.00 |
65.50 |
3.4% |
29.75 |
1.6% |
31% |
False |
False |
266,304 |
| 10 |
1,970.25 |
1,898.00 |
72.25 |
3.8% |
25.25 |
1.3% |
28% |
False |
False |
133,549 |
| 20 |
1,970.25 |
1,898.00 |
72.25 |
3.8% |
23.75 |
1.2% |
28% |
False |
False |
66,894 |
| 40 |
1,970.25 |
1,855.50 |
114.75 |
6.0% |
22.00 |
1.1% |
54% |
False |
False |
33,476 |
| 60 |
1,970.25 |
1,794.00 |
176.25 |
9.2% |
21.00 |
1.1% |
70% |
False |
False |
22,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,042.50 |
|
2.618 |
2,002.50 |
|
1.618 |
1,978.00 |
|
1.000 |
1,962.75 |
|
0.618 |
1,953.50 |
|
HIGH |
1,938.25 |
|
0.618 |
1,929.00 |
|
0.500 |
1,926.00 |
|
0.382 |
1,923.00 |
|
LOW |
1,913.75 |
|
0.618 |
1,898.50 |
|
1.000 |
1,889.25 |
|
1.618 |
1,874.00 |
|
2.618 |
1,849.50 |
|
4.250 |
1,809.50 |
|
|
| Fisher Pivots for day following 12-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,926.00 |
1,921.50 |
| PP |
1,923.25 |
1,920.25 |
| S1 |
1,920.75 |
1,919.00 |
|