| Trading Metrics calculated at close of trading on 21-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2007 |
21-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1,967.00 |
1,948.75 |
-18.25 |
-0.9% |
1,933.75 |
| High |
1,975.00 |
1,968.00 |
-7.00 |
-0.4% |
1,973.00 |
| Low |
1,945.25 |
1,938.25 |
-7.00 |
-0.4% |
1,912.50 |
| Close |
1,947.75 |
1,965.75 |
18.00 |
0.9% |
1,969.75 |
| Range |
29.75 |
29.75 |
0.00 |
0.0% |
60.50 |
| ATR |
22.83 |
23.32 |
0.49 |
2.2% |
0.00 |
| Volume |
283,938 |
353,972 |
70,034 |
24.7% |
2,001,808 |
|
| Daily Pivots for day following 21-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,046.50 |
2,036.00 |
1,982.00 |
|
| R3 |
2,016.75 |
2,006.25 |
1,974.00 |
|
| R2 |
1,987.00 |
1,987.00 |
1,971.25 |
|
| R1 |
1,976.50 |
1,976.50 |
1,968.50 |
1,981.75 |
| PP |
1,957.25 |
1,957.25 |
1,957.25 |
1,960.00 |
| S1 |
1,946.75 |
1,946.75 |
1,963.00 |
1,952.00 |
| S2 |
1,927.50 |
1,927.50 |
1,960.25 |
|
| S3 |
1,897.75 |
1,917.00 |
1,957.50 |
|
| S4 |
1,868.00 |
1,887.25 |
1,949.50 |
|
|
| 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 |
1,938.25 |
36.75 |
1.9% |
21.75 |
1.1% |
75% |
False |
True |
310,115 |
| 10 |
1,975.00 |
1,898.00 |
77.00 |
3.9% |
23.50 |
1.2% |
88% |
False |
False |
372,481 |
| 20 |
1,975.00 |
1,898.00 |
77.00 |
3.9% |
24.25 |
1.2% |
88% |
False |
False |
187,605 |
| 40 |
1,975.00 |
1,892.75 |
82.25 |
4.2% |
22.75 |
1.2% |
89% |
False |
False |
93,853 |
| 60 |
1,975.00 |
1,794.00 |
181.00 |
9.2% |
21.00 |
1.1% |
95% |
False |
False |
62,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,094.50 |
|
2.618 |
2,046.00 |
|
1.618 |
2,016.25 |
|
1.000 |
1,997.75 |
|
0.618 |
1,986.50 |
|
HIGH |
1,968.00 |
|
0.618 |
1,956.75 |
|
0.500 |
1,953.00 |
|
0.382 |
1,949.50 |
|
LOW |
1,938.25 |
|
0.618 |
1,919.75 |
|
1.000 |
1,908.50 |
|
1.618 |
1,890.00 |
|
2.618 |
1,860.25 |
|
4.250 |
1,811.75 |
|
|
| Fisher Pivots for day following 21-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,961.50 |
1,962.75 |
| PP |
1,957.25 |
1,959.75 |
| S1 |
1,953.00 |
1,956.50 |
|