| Trading Metrics calculated at close of trading on 28-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2007 |
28-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1,926.50 |
1,954.75 |
28.25 |
1.5% |
1,969.00 |
| High |
1,956.75 |
1,967.75 |
11.00 |
0.6% |
1,975.00 |
| Low |
1,918.00 |
1,951.50 |
33.50 |
1.7% |
1,938.25 |
| Close |
1,955.50 |
1,955.25 |
-0.25 |
0.0% |
1,948.00 |
| Range |
38.75 |
16.25 |
-22.50 |
-58.1% |
36.75 |
| ATR |
25.19 |
24.55 |
-0.64 |
-2.5% |
0.00 |
| Volume |
376,613 |
391,632 |
15,019 |
4.0% |
1,621,110 |
|
| Daily Pivots for day following 28-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,007.00 |
1,997.25 |
1,964.25 |
|
| R3 |
1,990.75 |
1,981.00 |
1,959.75 |
|
| R2 |
1,974.50 |
1,974.50 |
1,958.25 |
|
| R1 |
1,964.75 |
1,964.75 |
1,956.75 |
1,969.50 |
| PP |
1,958.25 |
1,958.25 |
1,958.25 |
1,960.50 |
| S1 |
1,948.50 |
1,948.50 |
1,953.75 |
1,953.50 |
| S2 |
1,942.00 |
1,942.00 |
1,952.25 |
|
| S3 |
1,925.75 |
1,932.25 |
1,950.75 |
|
| S4 |
1,909.50 |
1,916.00 |
1,946.25 |
|
|
| 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 |
1,967.75 |
1,918.00 |
49.75 |
2.5% |
27.50 |
1.4% |
75% |
True |
False |
395,354 |
| 10 |
1,975.00 |
1,918.00 |
57.00 |
2.9% |
24.50 |
1.3% |
65% |
False |
False |
352,734 |
| 20 |
1,975.00 |
1,898.00 |
77.00 |
3.9% |
24.75 |
1.3% |
74% |
False |
False |
286,307 |
| 40 |
1,975.00 |
1,898.00 |
77.00 |
3.9% |
23.75 |
1.2% |
74% |
False |
False |
143,265 |
| 60 |
1,975.00 |
1,826.00 |
149.00 |
7.6% |
21.50 |
1.1% |
87% |
False |
False |
95,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,036.75 |
|
2.618 |
2,010.25 |
|
1.618 |
1,994.00 |
|
1.000 |
1,984.00 |
|
0.618 |
1,977.75 |
|
HIGH |
1,967.75 |
|
0.618 |
1,961.50 |
|
0.500 |
1,959.50 |
|
0.382 |
1,957.75 |
|
LOW |
1,951.50 |
|
0.618 |
1,941.50 |
|
1.000 |
1,935.25 |
|
1.618 |
1,925.25 |
|
2.618 |
1,909.00 |
|
4.250 |
1,882.50 |
|
|
| Fisher Pivots for day following 28-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,959.50 |
1,951.00 |
| PP |
1,958.25 |
1,947.00 |
| S1 |
1,956.75 |
1,943.00 |
|