| Trading Metrics calculated at close of trading on 18-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2007 |
18-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1,951.25 |
1,969.00 |
17.75 |
0.9% |
1,933.75 |
| High |
1,973.00 |
1,974.75 |
1.75 |
0.1% |
1,973.00 |
| Low |
1,949.75 |
1,964.25 |
14.50 |
0.7% |
1,912.50 |
| Close |
1,969.75 |
1,967.50 |
-2.25 |
-0.1% |
1,969.75 |
| Range |
23.25 |
10.50 |
-12.75 |
-54.8% |
60.50 |
| ATR |
23.81 |
22.86 |
-0.95 |
-4.0% |
0.00 |
| Volume |
366,335 |
334,211 |
-32,124 |
-8.8% |
2,001,808 |
|
| Daily Pivots for day following 18-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,000.25 |
1,994.50 |
1,973.25 |
|
| R3 |
1,989.75 |
1,984.00 |
1,970.50 |
|
| R2 |
1,979.25 |
1,979.25 |
1,969.50 |
|
| R1 |
1,973.50 |
1,973.50 |
1,968.50 |
1,971.00 |
| PP |
1,968.75 |
1,968.75 |
1,968.75 |
1,967.75 |
| S1 |
1,963.00 |
1,963.00 |
1,966.50 |
1,960.50 |
| S2 |
1,958.25 |
1,958.25 |
1,965.50 |
|
| S3 |
1,947.75 |
1,952.50 |
1,964.50 |
|
| S4 |
1,937.25 |
1,942.00 |
1,961.75 |
|
|
| 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 |
1,974.75 |
1,912.50 |
62.25 |
3.2% |
21.00 |
1.1% |
88% |
True |
False |
379,904 |
| 10 |
1,974.75 |
1,898.00 |
76.75 |
3.9% |
24.75 |
1.3% |
91% |
True |
False |
289,797 |
| 20 |
1,974.75 |
1,898.00 |
76.75 |
3.9% |
23.50 |
1.2% |
91% |
True |
False |
145,136 |
| 40 |
1,974.75 |
1,880.00 |
94.75 |
4.8% |
22.25 |
1.1% |
92% |
True |
False |
72,606 |
| 60 |
1,974.75 |
1,794.00 |
180.75 |
9.2% |
21.00 |
1.1% |
96% |
True |
False |
48,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,019.50 |
|
2.618 |
2,002.25 |
|
1.618 |
1,991.75 |
|
1.000 |
1,985.25 |
|
0.618 |
1,981.25 |
|
HIGH |
1,974.75 |
|
0.618 |
1,970.75 |
|
0.500 |
1,969.50 |
|
0.382 |
1,968.25 |
|
LOW |
1,964.25 |
|
0.618 |
1,957.75 |
|
1.000 |
1,953.75 |
|
1.618 |
1,947.25 |
|
2.618 |
1,936.75 |
|
4.250 |
1,919.50 |
|
|
| Fisher Pivots for day following 18-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,969.50 |
1,963.50 |
| PP |
1,968.75 |
1,959.50 |
| S1 |
1,968.25 |
1,955.50 |
|