| Trading Metrics calculated at close of trading on 22-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2007 |
22-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1,948.75 |
1,965.75 |
17.00 |
0.9% |
1,969.00 |
| High |
1,968.00 |
1,966.50 |
-1.50 |
-0.1% |
1,975.00 |
| Low |
1,938.25 |
1,940.25 |
2.00 |
0.1% |
1,938.25 |
| Close |
1,965.75 |
1,948.00 |
-17.75 |
-0.9% |
1,948.00 |
| Range |
29.75 |
26.25 |
-3.50 |
-11.8% |
36.75 |
| ATR |
23.32 |
23.53 |
0.21 |
0.9% |
0.00 |
| Volume |
353,972 |
436,866 |
82,894 |
23.4% |
1,621,110 |
|
| Daily Pivots for day following 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,030.25 |
2,015.50 |
1,962.50 |
|
| R3 |
2,004.00 |
1,989.25 |
1,955.25 |
|
| R2 |
1,977.75 |
1,977.75 |
1,952.75 |
|
| R1 |
1,963.00 |
1,963.00 |
1,950.50 |
1,957.25 |
| PP |
1,951.50 |
1,951.50 |
1,951.50 |
1,948.75 |
| S1 |
1,936.75 |
1,936.75 |
1,945.50 |
1,931.00 |
| S2 |
1,925.25 |
1,925.25 |
1,943.25 |
|
| S3 |
1,899.00 |
1,910.50 |
1,940.75 |
|
| S4 |
1,872.75 |
1,884.25 |
1,933.50 |
|
|
| Weekly Pivots for week ending 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,064.00 |
2,042.75 |
1,968.25 |
|
| R3 |
2,027.25 |
2,006.00 |
1,958.00 |
|
| R2 |
1,990.50 |
1,990.50 |
1,954.75 |
|
| R1 |
1,969.25 |
1,969.25 |
1,951.25 |
1,961.50 |
| PP |
1,953.75 |
1,953.75 |
1,953.75 |
1,950.00 |
| S1 |
1,932.50 |
1,932.50 |
1,944.75 |
1,924.75 |
| S2 |
1,917.00 |
1,917.00 |
1,941.25 |
|
| S3 |
1,880.25 |
1,895.75 |
1,938.00 |
|
| S4 |
1,843.50 |
1,859.00 |
1,927.75 |
|
|
| 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% |
22.25 |
1.1% |
27% |
False |
False |
324,222 |
| 10 |
1,975.00 |
1,912.50 |
62.50 |
3.2% |
22.25 |
1.1% |
57% |
False |
False |
362,291 |
| 20 |
1,975.00 |
1,898.00 |
77.00 |
4.0% |
23.25 |
1.2% |
65% |
False |
False |
209,432 |
| 40 |
1,975.00 |
1,892.75 |
82.25 |
4.2% |
23.25 |
1.2% |
67% |
False |
False |
104,771 |
| 60 |
1,975.00 |
1,799.00 |
176.00 |
9.0% |
21.00 |
1.1% |
85% |
False |
False |
69,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,078.00 |
|
2.618 |
2,035.25 |
|
1.618 |
2,009.00 |
|
1.000 |
1,992.75 |
|
0.618 |
1,982.75 |
|
HIGH |
1,966.50 |
|
0.618 |
1,956.50 |
|
0.500 |
1,953.50 |
|
0.382 |
1,950.25 |
|
LOW |
1,940.25 |
|
0.618 |
1,924.00 |
|
1.000 |
1,914.00 |
|
1.618 |
1,897.75 |
|
2.618 |
1,871.50 |
|
4.250 |
1,828.75 |
|
|
| Fisher Pivots for day following 22-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,953.50 |
1,956.50 |
| PP |
1,951.50 |
1,953.75 |
| S1 |
1,949.75 |
1,951.00 |
|