| Trading Metrics calculated at close of trading on 25-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2007 |
25-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1,965.75 |
1,947.75 |
-18.00 |
-0.9% |
1,969.00 |
| High |
1,966.50 |
1,958.25 |
-8.25 |
-0.4% |
1,975.00 |
| Low |
1,940.25 |
1,927.00 |
-13.25 |
-0.7% |
1,938.25 |
| Close |
1,948.00 |
1,941.00 |
-7.00 |
-0.4% |
1,948.00 |
| Range |
26.25 |
31.25 |
5.00 |
19.0% |
36.75 |
| ATR |
23.53 |
24.08 |
0.55 |
2.3% |
0.00 |
| Volume |
436,866 |
379,807 |
-57,059 |
-13.1% |
1,621,110 |
|
| Daily Pivots for day following 25-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,035.75 |
2,019.75 |
1,958.25 |
|
| R3 |
2,004.50 |
1,988.50 |
1,949.50 |
|
| R2 |
1,973.25 |
1,973.25 |
1,946.75 |
|
| R1 |
1,957.25 |
1,957.25 |
1,943.75 |
1,949.50 |
| PP |
1,942.00 |
1,942.00 |
1,942.00 |
1,938.25 |
| S1 |
1,926.00 |
1,926.00 |
1,938.25 |
1,918.50 |
| S2 |
1,910.75 |
1,910.75 |
1,935.25 |
|
| S3 |
1,879.50 |
1,894.75 |
1,932.50 |
|
| S4 |
1,848.25 |
1,863.50 |
1,923.75 |
|
|
| 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 |
1,927.00 |
48.00 |
2.5% |
26.50 |
1.4% |
29% |
False |
True |
333,341 |
| 10 |
1,975.00 |
1,912.50 |
62.50 |
3.2% |
23.75 |
1.2% |
46% |
False |
False |
356,622 |
| 20 |
1,975.00 |
1,898.00 |
77.00 |
4.0% |
24.00 |
1.2% |
56% |
False |
False |
228,389 |
| 40 |
1,975.00 |
1,892.75 |
82.25 |
4.2% |
23.50 |
1.2% |
59% |
False |
False |
114,264 |
| 60 |
1,975.00 |
1,802.00 |
173.00 |
8.9% |
21.00 |
1.1% |
80% |
False |
False |
76,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,091.00 |
|
2.618 |
2,040.00 |
|
1.618 |
2,008.75 |
|
1.000 |
1,989.50 |
|
0.618 |
1,977.50 |
|
HIGH |
1,958.25 |
|
0.618 |
1,946.25 |
|
0.500 |
1,942.50 |
|
0.382 |
1,939.00 |
|
LOW |
1,927.00 |
|
0.618 |
1,907.75 |
|
1.000 |
1,895.75 |
|
1.618 |
1,876.50 |
|
2.618 |
1,845.25 |
|
4.250 |
1,794.25 |
|
|
| Fisher Pivots for day following 25-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,942.50 |
1,947.50 |
| PP |
1,942.00 |
1,945.25 |
| S1 |
1,941.50 |
1,943.25 |
|