| Trading Metrics calculated at close of trading on 18-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2007 |
18-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1,539.5 |
1,546.9 |
7.4 |
0.5% |
1,521.7 |
| High |
1,553.9 |
1,552.9 |
-1.0 |
-0.1% |
1,553.9 |
| Low |
1,538.3 |
1,543.8 |
5.5 |
0.4% |
1,503.7 |
| Close |
1,547.7 |
1,545.9 |
-1.8 |
-0.1% |
1,547.7 |
| Range |
15.6 |
9.1 |
-6.5 |
-41.7% |
50.2 |
| ATR |
15.2 |
14.8 |
-0.4 |
-2.9% |
0.0 |
| Volume |
72,246 |
36,999 |
-35,247 |
-48.8% |
552,335 |
|
| Daily Pivots for day following 18-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,574.8 |
1,569.5 |
1,550.9 |
|
| R3 |
1,565.7 |
1,560.4 |
1,548.4 |
|
| R2 |
1,556.6 |
1,556.6 |
1,547.6 |
|
| R1 |
1,551.3 |
1,551.3 |
1,546.7 |
1,549.4 |
| PP |
1,547.5 |
1,547.5 |
1,547.5 |
1,546.6 |
| S1 |
1,542.2 |
1,542.2 |
1,545.1 |
1,540.3 |
| S2 |
1,538.4 |
1,538.4 |
1,544.2 |
|
| S3 |
1,529.3 |
1,533.1 |
1,543.4 |
|
| S4 |
1,520.2 |
1,524.0 |
1,540.9 |
|
|
| Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,685.7 |
1,666.9 |
1,575.3 |
|
| R3 |
1,635.5 |
1,616.7 |
1,561.5 |
|
| R2 |
1,585.3 |
1,585.3 |
1,556.9 |
|
| R1 |
1,566.5 |
1,566.5 |
1,552.3 |
1,575.9 |
| PP |
1,535.1 |
1,535.1 |
1,535.1 |
1,539.8 |
| S1 |
1,516.3 |
1,516.3 |
1,543.1 |
1,525.7 |
| S2 |
1,484.9 |
1,484.9 |
1,538.5 |
|
| S3 |
1,434.7 |
1,466.1 |
1,533.9 |
|
| S4 |
1,384.5 |
1,415.9 |
1,520.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,553.9 |
1,503.7 |
50.2 |
3.2% |
17.3 |
1.1% |
84% |
False |
False |
94,603 |
| 10 |
1,553.9 |
1,494.5 |
59.4 |
3.8% |
18.1 |
1.2% |
87% |
False |
False |
92,606 |
| 20 |
1,557.7 |
1,494.5 |
63.2 |
4.1% |
14.4 |
0.9% |
81% |
False |
False |
51,435 |
| 40 |
1,557.7 |
1,494.4 |
63.3 |
4.1% |
11.3 |
0.7% |
81% |
False |
False |
26,675 |
| 60 |
1,557.7 |
1,436.7 |
121.0 |
7.8% |
9.8 |
0.6% |
90% |
False |
False |
17,902 |
| 80 |
1,557.7 |
1,388.4 |
169.3 |
11.0% |
8.9 |
0.6% |
93% |
False |
False |
13,451 |
| 100 |
1,557.7 |
1,388.4 |
169.3 |
11.0% |
7.7 |
0.5% |
93% |
False |
False |
10,800 |
| 120 |
1,557.7 |
1,388.4 |
169.3 |
11.0% |
6.5 |
0.4% |
93% |
False |
False |
9,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,591.6 |
|
2.618 |
1,576.7 |
|
1.618 |
1,567.6 |
|
1.000 |
1,562.0 |
|
0.618 |
1,558.5 |
|
HIGH |
1,552.9 |
|
0.618 |
1,549.4 |
|
0.500 |
1,548.4 |
|
0.382 |
1,547.3 |
|
LOW |
1,543.8 |
|
0.618 |
1,538.2 |
|
1.000 |
1,534.7 |
|
1.618 |
1,529.1 |
|
2.618 |
1,520.0 |
|
4.250 |
1,505.1 |
|
|
| Fisher Pivots for day following 18-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,548.4 |
1,544.3 |
| PP |
1,547.5 |
1,542.8 |
| S1 |
1,546.7 |
1,541.2 |
|