| Trading Metrics calculated at close of trading on 20-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2007 |
20-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1,968.00 |
1,967.00 |
-1.00 |
-0.1% |
1,933.75 |
| High |
1,972.00 |
1,975.00 |
3.00 |
0.2% |
1,973.00 |
| Low |
1,957.00 |
1,945.25 |
-11.75 |
-0.6% |
1,912.50 |
| Close |
1,967.00 |
1,947.75 |
-19.25 |
-1.0% |
1,969.75 |
| Range |
15.00 |
29.75 |
14.75 |
98.3% |
60.50 |
| ATR |
22.29 |
22.83 |
0.53 |
2.4% |
0.00 |
| Volume |
212,123 |
283,938 |
71,815 |
33.9% |
2,001,808 |
|
| Daily Pivots for day following 20-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,045.25 |
2,026.25 |
1,964.00 |
|
| R3 |
2,015.50 |
1,996.50 |
1,956.00 |
|
| R2 |
1,985.75 |
1,985.75 |
1,953.25 |
|
| R1 |
1,966.75 |
1,966.75 |
1,950.50 |
1,961.50 |
| PP |
1,956.00 |
1,956.00 |
1,956.00 |
1,953.25 |
| S1 |
1,937.00 |
1,937.00 |
1,945.00 |
1,931.50 |
| S2 |
1,926.25 |
1,926.25 |
1,942.25 |
|
| S3 |
1,896.50 |
1,907.25 |
1,939.50 |
|
| S4 |
1,866.75 |
1,877.50 |
1,931.50 |
|
|
| 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 |
1,975.00 |
1,936.00 |
39.00 |
2.0% |
19.75 |
1.0% |
30% |
True |
False |
322,094 |
| 10 |
1,975.00 |
1,898.00 |
77.00 |
4.0% |
24.75 |
1.3% |
65% |
True |
False |
338,875 |
| 20 |
1,975.00 |
1,898.00 |
77.00 |
4.0% |
23.75 |
1.2% |
65% |
True |
False |
169,916 |
| 40 |
1,975.00 |
1,892.75 |
82.25 |
4.2% |
22.75 |
1.2% |
67% |
True |
False |
85,005 |
| 60 |
1,975.00 |
1,794.00 |
181.00 |
9.3% |
21.00 |
1.1% |
85% |
True |
False |
56,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,101.50 |
|
2.618 |
2,053.00 |
|
1.618 |
2,023.25 |
|
1.000 |
2,004.75 |
|
0.618 |
1,993.50 |
|
HIGH |
1,975.00 |
|
0.618 |
1,963.75 |
|
0.500 |
1,960.00 |
|
0.382 |
1,956.50 |
|
LOW |
1,945.25 |
|
0.618 |
1,926.75 |
|
1.000 |
1,915.50 |
|
1.618 |
1,897.00 |
|
2.618 |
1,867.25 |
|
4.250 |
1,818.75 |
|
|
| Fisher Pivots for day following 20-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,960.00 |
1,960.00 |
| PP |
1,956.00 |
1,956.00 |
| S1 |
1,952.00 |
1,952.00 |
|