| Trading Metrics calculated at close of trading on 29-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2007 |
29-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1,954.75 |
1,957.00 |
2.25 |
0.1% |
1,947.75 |
| High |
1,967.75 |
1,969.25 |
1.50 |
0.1% |
1,969.25 |
| Low |
1,951.50 |
1,941.50 |
-10.00 |
-0.5% |
1,918.00 |
| Close |
1,955.25 |
1,956.00 |
0.75 |
0.0% |
1,956.00 |
| Range |
16.25 |
27.75 |
11.50 |
70.8% |
51.25 |
| ATR |
24.55 |
24.78 |
0.23 |
0.9% |
0.00 |
| Volume |
391,632 |
295,135 |
-96,497 |
-24.6% |
1,835,039 |
|
| Daily Pivots for day following 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,038.75 |
2,025.25 |
1,971.25 |
|
| R3 |
2,011.00 |
1,997.50 |
1,963.75 |
|
| R2 |
1,983.25 |
1,983.25 |
1,961.00 |
|
| R1 |
1,969.75 |
1,969.75 |
1,958.50 |
1,962.50 |
| PP |
1,955.50 |
1,955.50 |
1,955.50 |
1,952.00 |
| S1 |
1,942.00 |
1,942.00 |
1,953.50 |
1,935.00 |
| S2 |
1,927.75 |
1,927.75 |
1,951.00 |
|
| S3 |
1,900.00 |
1,914.25 |
1,948.25 |
|
| S4 |
1,872.25 |
1,886.50 |
1,940.75 |
|
|
| Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,101.50 |
2,080.00 |
1,984.25 |
|
| R3 |
2,050.25 |
2,028.75 |
1,970.00 |
|
| R2 |
1,999.00 |
1,999.00 |
1,965.50 |
|
| R1 |
1,977.50 |
1,977.50 |
1,960.75 |
1,988.25 |
| PP |
1,947.75 |
1,947.75 |
1,947.75 |
1,953.00 |
| S1 |
1,926.25 |
1,926.25 |
1,951.25 |
1,937.00 |
| S2 |
1,896.50 |
1,896.50 |
1,946.50 |
|
| S3 |
1,845.25 |
1,875.00 |
1,942.00 |
|
| S4 |
1,794.00 |
1,823.75 |
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 |
1,969.25 |
1,918.00 |
51.25 |
2.6% |
27.75 |
1.4% |
74% |
True |
False |
367,007 |
| 10 |
1,975.00 |
1,918.00 |
57.00 |
2.9% |
25.00 |
1.3% |
67% |
False |
False |
345,614 |
| 20 |
1,975.00 |
1,898.00 |
77.00 |
3.9% |
25.25 |
1.3% |
75% |
False |
False |
301,045 |
| 40 |
1,975.00 |
1,898.00 |
77.00 |
3.9% |
24.25 |
1.2% |
75% |
False |
False |
150,642 |
| 60 |
1,975.00 |
1,826.00 |
149.00 |
7.6% |
21.75 |
1.1% |
87% |
False |
False |
100,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,087.25 |
|
2.618 |
2,042.00 |
|
1.618 |
2,014.25 |
|
1.000 |
1,997.00 |
|
0.618 |
1,986.50 |
|
HIGH |
1,969.25 |
|
0.618 |
1,958.75 |
|
0.500 |
1,955.50 |
|
0.382 |
1,952.00 |
|
LOW |
1,941.50 |
|
0.618 |
1,924.25 |
|
1.000 |
1,913.75 |
|
1.618 |
1,896.50 |
|
2.618 |
1,868.75 |
|
4.250 |
1,823.50 |
|
|
| Fisher Pivots for day following 29-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,955.75 |
1,952.00 |
| PP |
1,955.50 |
1,947.75 |
| S1 |
1,955.50 |
1,943.50 |
|