| Trading Metrics calculated at close of trading on 15-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2007 |
15-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1,937.00 |
1,951.25 |
14.25 |
0.7% |
1,933.75 |
| High |
1,955.75 |
1,973.00 |
17.25 |
0.9% |
1,973.00 |
| Low |
1,936.00 |
1,949.75 |
13.75 |
0.7% |
1,912.50 |
| Close |
1,951.25 |
1,969.75 |
18.50 |
0.9% |
1,969.75 |
| Range |
19.75 |
23.25 |
3.50 |
17.7% |
60.50 |
| ATR |
23.85 |
23.81 |
-0.04 |
-0.2% |
0.00 |
| Volume |
413,865 |
366,335 |
-47,530 |
-11.5% |
2,001,808 |
|
| Daily Pivots for day following 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,034.00 |
2,025.00 |
1,982.50 |
|
| R3 |
2,010.75 |
2,001.75 |
1,976.25 |
|
| R2 |
1,987.50 |
1,987.50 |
1,974.00 |
|
| R1 |
1,978.50 |
1,978.50 |
1,972.00 |
1,983.00 |
| PP |
1,964.25 |
1,964.25 |
1,964.25 |
1,966.50 |
| S1 |
1,955.25 |
1,955.25 |
1,967.50 |
1,959.75 |
| S2 |
1,941.00 |
1,941.00 |
1,965.50 |
|
| S3 |
1,917.75 |
1,932.00 |
1,963.25 |
|
| S4 |
1,894.50 |
1,908.75 |
1,957.00 |
|
|
| Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,133.25 |
2,112.00 |
2,003.00 |
|
| R3 |
2,072.75 |
2,051.50 |
1,986.50 |
|
| R2 |
2,012.25 |
2,012.25 |
1,980.75 |
|
| R1 |
1,991.00 |
1,991.00 |
1,975.25 |
2,001.50 |
| PP |
1,951.75 |
1,951.75 |
1,951.75 |
1,957.00 |
| S1 |
1,930.50 |
1,930.50 |
1,964.25 |
1,941.00 |
| S2 |
1,891.25 |
1,891.25 |
1,958.75 |
|
| S3 |
1,830.75 |
1,870.00 |
1,953.00 |
|
| S4 |
1,770.25 |
1,809.50 |
1,936.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,973.00 |
1,912.50 |
60.50 |
3.1% |
22.50 |
1.1% |
95% |
True |
False |
400,361 |
| 10 |
1,973.00 |
1,898.00 |
75.00 |
3.8% |
25.75 |
1.3% |
96% |
True |
False |
256,477 |
| 20 |
1,973.00 |
1,898.00 |
75.00 |
3.8% |
23.75 |
1.2% |
96% |
True |
False |
128,436 |
| 40 |
1,973.00 |
1,875.75 |
97.25 |
4.9% |
22.50 |
1.1% |
97% |
True |
False |
64,252 |
| 60 |
1,973.00 |
1,794.00 |
179.00 |
9.1% |
21.00 |
1.1% |
98% |
True |
False |
42,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,071.75 |
|
2.618 |
2,033.75 |
|
1.618 |
2,010.50 |
|
1.000 |
1,996.25 |
|
0.618 |
1,987.25 |
|
HIGH |
1,973.00 |
|
0.618 |
1,964.00 |
|
0.500 |
1,961.50 |
|
0.382 |
1,958.75 |
|
LOW |
1,949.75 |
|
0.618 |
1,935.50 |
|
1.000 |
1,926.50 |
|
1.618 |
1,912.25 |
|
2.618 |
1,889.00 |
|
4.250 |
1,851.00 |
|
|
| Fisher Pivots for day following 15-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,967.00 |
1,960.75 |
| PP |
1,964.25 |
1,951.75 |
| S1 |
1,961.50 |
1,942.75 |
|