| Trading Metrics calculated at close of trading on 27-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2007 |
27-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1,941.50 |
1,926.50 |
-15.00 |
-0.8% |
1,969.00 |
| High |
1,948.50 |
1,956.75 |
8.25 |
0.4% |
1,975.00 |
| Low |
1,923.50 |
1,918.00 |
-5.50 |
-0.3% |
1,938.25 |
| Close |
1,925.50 |
1,955.50 |
30.00 |
1.6% |
1,948.00 |
| Range |
25.00 |
38.75 |
13.75 |
55.0% |
36.75 |
| ATR |
24.15 |
25.19 |
1.04 |
4.3% |
0.00 |
| Volume |
391,852 |
376,613 |
-15,239 |
-3.9% |
1,621,110 |
|
| Daily Pivots for day following 27-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,059.75 |
2,046.25 |
1,976.75 |
|
| R3 |
2,021.00 |
2,007.50 |
1,966.25 |
|
| R2 |
1,982.25 |
1,982.25 |
1,962.50 |
|
| R1 |
1,968.75 |
1,968.75 |
1,959.00 |
1,975.50 |
| PP |
1,943.50 |
1,943.50 |
1,943.50 |
1,946.75 |
| S1 |
1,930.00 |
1,930.00 |
1,952.00 |
1,936.75 |
| S2 |
1,904.75 |
1,904.75 |
1,948.50 |
|
| S3 |
1,866.00 |
1,891.25 |
1,944.75 |
|
| S4 |
1,827.25 |
1,852.50 |
1,934.25 |
|
|
| 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 |
1,968.00 |
1,918.00 |
50.00 |
2.6% |
30.25 |
1.5% |
75% |
False |
True |
387,822 |
| 10 |
1,975.00 |
1,918.00 |
57.00 |
2.9% |
25.00 |
1.3% |
66% |
False |
True |
354,958 |
| 20 |
1,975.00 |
1,898.00 |
77.00 |
3.9% |
24.50 |
1.3% |
75% |
False |
False |
266,746 |
| 40 |
1,975.00 |
1,898.00 |
77.00 |
3.9% |
24.00 |
1.2% |
75% |
False |
False |
133,474 |
| 60 |
1,975.00 |
1,826.00 |
149.00 |
7.6% |
21.50 |
1.1% |
87% |
False |
False |
88,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,121.50 |
|
2.618 |
2,058.25 |
|
1.618 |
2,019.50 |
|
1.000 |
1,995.50 |
|
0.618 |
1,980.75 |
|
HIGH |
1,956.75 |
|
0.618 |
1,942.00 |
|
0.500 |
1,937.50 |
|
0.382 |
1,932.75 |
|
LOW |
1,918.00 |
|
0.618 |
1,894.00 |
|
1.000 |
1,879.25 |
|
1.618 |
1,855.25 |
|
2.618 |
1,816.50 |
|
4.250 |
1,753.25 |
|
|
| Fisher Pivots for day following 27-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,949.50 |
1,949.75 |
| PP |
1,943.50 |
1,944.00 |
| S1 |
1,937.50 |
1,938.00 |
|