| Trading Metrics calculated at close of trading on 26-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2007 |
26-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1,947.75 |
1,941.50 |
-6.25 |
-0.3% |
1,969.00 |
| High |
1,958.25 |
1,948.50 |
-9.75 |
-0.5% |
1,975.00 |
| Low |
1,927.00 |
1,923.50 |
-3.50 |
-0.2% |
1,938.25 |
| Close |
1,941.00 |
1,925.50 |
-15.50 |
-0.8% |
1,948.00 |
| Range |
31.25 |
25.00 |
-6.25 |
-20.0% |
36.75 |
| ATR |
24.08 |
24.15 |
0.07 |
0.3% |
0.00 |
| Volume |
379,807 |
391,852 |
12,045 |
3.2% |
1,621,110 |
|
| Daily Pivots for day following 26-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,007.50 |
1,991.50 |
1,939.25 |
|
| R3 |
1,982.50 |
1,966.50 |
1,932.50 |
|
| R2 |
1,957.50 |
1,957.50 |
1,930.00 |
|
| R1 |
1,941.50 |
1,941.50 |
1,927.75 |
1,937.00 |
| PP |
1,932.50 |
1,932.50 |
1,932.50 |
1,930.25 |
| S1 |
1,916.50 |
1,916.50 |
1,923.25 |
1,912.00 |
| S2 |
1,907.50 |
1,907.50 |
1,921.00 |
|
| S3 |
1,882.50 |
1,891.50 |
1,918.50 |
|
| S4 |
1,857.50 |
1,866.50 |
1,911.75 |
|
|
| 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 |
1,923.50 |
51.50 |
2.7% |
28.50 |
1.5% |
4% |
False |
True |
369,287 |
| 10 |
1,975.00 |
1,912.50 |
62.50 |
3.2% |
23.75 |
1.2% |
21% |
False |
False |
362,387 |
| 20 |
1,975.00 |
1,898.00 |
77.00 |
4.0% |
24.50 |
1.3% |
36% |
False |
False |
247,968 |
| 40 |
1,975.00 |
1,892.75 |
82.25 |
4.3% |
23.50 |
1.2% |
40% |
False |
False |
124,059 |
| 60 |
1,975.00 |
1,821.25 |
153.75 |
8.0% |
21.25 |
1.1% |
68% |
False |
False |
82,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,054.75 |
|
2.618 |
2,014.00 |
|
1.618 |
1,989.00 |
|
1.000 |
1,973.50 |
|
0.618 |
1,964.00 |
|
HIGH |
1,948.50 |
|
0.618 |
1,939.00 |
|
0.500 |
1,936.00 |
|
0.382 |
1,933.00 |
|
LOW |
1,923.50 |
|
0.618 |
1,908.00 |
|
1.000 |
1,898.50 |
|
1.618 |
1,883.00 |
|
2.618 |
1,858.00 |
|
4.250 |
1,817.25 |
|
|
| Fisher Pivots for day following 26-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,936.00 |
1,945.00 |
| PP |
1,932.50 |
1,938.50 |
| S1 |
1,929.00 |
1,932.00 |
|