| Trading Metrics calculated at close of trading on 14-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2007 |
14-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1,918.25 |
1,937.00 |
18.75 |
1.0% |
1,966.75 |
| High |
1,939.75 |
1,955.75 |
16.00 |
0.8% |
1,966.75 |
| Low |
1,912.50 |
1,936.00 |
23.50 |
1.2% |
1,898.00 |
| Close |
1,937.25 |
1,951.25 |
14.00 |
0.7% |
1,934.00 |
| Range |
27.25 |
19.75 |
-7.50 |
-27.5% |
68.75 |
| ATR |
24.16 |
23.85 |
-0.32 |
-1.3% |
0.00 |
| Volume |
450,910 |
413,865 |
-37,045 |
-8.2% |
562,962 |
|
| Daily Pivots for day following 14-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,007.00 |
1,998.75 |
1,962.00 |
|
| R3 |
1,987.25 |
1,979.00 |
1,956.75 |
|
| R2 |
1,967.50 |
1,967.50 |
1,954.75 |
|
| R1 |
1,959.25 |
1,959.25 |
1,953.00 |
1,963.50 |
| PP |
1,947.75 |
1,947.75 |
1,947.75 |
1,949.75 |
| S1 |
1,939.50 |
1,939.50 |
1,949.50 |
1,943.50 |
| S2 |
1,928.00 |
1,928.00 |
1,947.75 |
|
| S3 |
1,908.25 |
1,919.75 |
1,945.75 |
|
| S4 |
1,888.50 |
1,900.00 |
1,940.50 |
|
|
| 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 |
1,955.75 |
1,898.00 |
57.75 |
3.0% |
25.25 |
1.3% |
92% |
True |
False |
434,846 |
| 10 |
1,970.25 |
1,898.00 |
72.25 |
3.7% |
25.00 |
1.3% |
74% |
False |
False |
219,879 |
| 20 |
1,970.25 |
1,898.00 |
72.25 |
3.7% |
23.25 |
1.2% |
74% |
False |
False |
110,121 |
| 40 |
1,970.25 |
1,855.50 |
114.75 |
5.9% |
22.50 |
1.2% |
83% |
False |
False |
55,094 |
| 60 |
1,970.25 |
1,794.00 |
176.25 |
9.0% |
20.75 |
1.1% |
89% |
False |
False |
36,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,039.75 |
|
2.618 |
2,007.50 |
|
1.618 |
1,987.75 |
|
1.000 |
1,975.50 |
|
0.618 |
1,968.00 |
|
HIGH |
1,955.75 |
|
0.618 |
1,948.25 |
|
0.500 |
1,946.00 |
|
0.382 |
1,943.50 |
|
LOW |
1,936.00 |
|
0.618 |
1,923.75 |
|
1.000 |
1,916.25 |
|
1.618 |
1,904.00 |
|
2.618 |
1,884.25 |
|
4.250 |
1,852.00 |
|
|
| Fisher Pivots for day following 14-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,949.50 |
1,945.50 |
| PP |
1,947.75 |
1,939.75 |
| S1 |
1,946.00 |
1,934.00 |
|