| Trading Metrics calculated at close of trading on 01-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2007 |
01-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
6,684.0 |
6,660.0 |
-24.0 |
-0.4% |
6,631.0 |
| High |
6,686.5 |
6,719.0 |
32.5 |
0.5% |
6,719.0 |
| Low |
6,647.0 |
6,660.0 |
13.0 |
0.2% |
6,575.0 |
| Close |
6,648.5 |
6,717.5 |
69.0 |
1.0% |
6,717.5 |
| Range |
39.5 |
59.0 |
19.5 |
49.4% |
144.0 |
| ATR |
48.2 |
49.8 |
1.6 |
3.3% |
0.0 |
| Volume |
5,346 |
3,289 |
-2,057 |
-38.5% |
11,937 |
|
| Daily Pivots for day following 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,876.0 |
6,855.5 |
6,750.0 |
|
| R3 |
6,817.0 |
6,796.5 |
6,733.5 |
|
| R2 |
6,758.0 |
6,758.0 |
6,728.5 |
|
| R1 |
6,737.5 |
6,737.5 |
6,723.0 |
6,748.0 |
| PP |
6,699.0 |
6,699.0 |
6,699.0 |
6,704.0 |
| S1 |
6,678.5 |
6,678.5 |
6,712.0 |
6,689.0 |
| S2 |
6,640.0 |
6,640.0 |
6,706.5 |
|
| S3 |
6,581.0 |
6,619.5 |
6,701.5 |
|
| S4 |
6,522.0 |
6,560.5 |
6,685.0 |
|
|
| Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,102.5 |
7,054.0 |
6,796.5 |
|
| R3 |
6,958.5 |
6,910.0 |
6,757.0 |
|
| R2 |
6,814.5 |
6,814.5 |
6,744.0 |
|
| R1 |
6,766.0 |
6,766.0 |
6,730.5 |
6,790.0 |
| PP |
6,670.5 |
6,670.5 |
6,670.5 |
6,682.5 |
| S1 |
6,622.0 |
6,622.0 |
6,704.5 |
6,646.0 |
| S2 |
6,526.5 |
6,526.5 |
6,691.0 |
|
| S3 |
6,382.5 |
6,478.0 |
6,678.0 |
|
| S4 |
6,238.5 |
6,334.0 |
6,638.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,719.0 |
6,575.0 |
144.0 |
2.1% |
46.5 |
0.7% |
99% |
True |
False |
2,394 |
| 10 |
6,721.0 |
6,575.0 |
146.0 |
2.2% |
45.5 |
0.7% |
98% |
False |
False |
1,555 |
| 20 |
6,721.0 |
6,498.5 |
222.5 |
3.3% |
45.0 |
0.7% |
98% |
False |
False |
1,081 |
| 40 |
6,721.0 |
6,413.5 |
307.5 |
4.6% |
37.5 |
0.6% |
99% |
False |
False |
638 |
| 60 |
6,721.0 |
6,062.5 |
658.5 |
9.8% |
38.0 |
0.6% |
99% |
False |
False |
513 |
| 80 |
6,721.0 |
6,062.5 |
658.5 |
9.8% |
31.0 |
0.5% |
99% |
False |
False |
412 |
| 100 |
6,721.0 |
6,062.5 |
658.5 |
9.8% |
27.5 |
0.4% |
99% |
False |
False |
351 |
| 120 |
6,721.0 |
6,062.5 |
658.5 |
9.8% |
23.0 |
0.3% |
99% |
False |
False |
293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,970.0 |
|
2.618 |
6,873.5 |
|
1.618 |
6,814.5 |
|
1.000 |
6,778.0 |
|
0.618 |
6,755.5 |
|
HIGH |
6,719.0 |
|
0.618 |
6,696.5 |
|
0.500 |
6,689.5 |
|
0.382 |
6,682.5 |
|
LOW |
6,660.0 |
|
0.618 |
6,623.5 |
|
1.000 |
6,601.0 |
|
1.618 |
6,564.5 |
|
2.618 |
6,505.5 |
|
4.250 |
6,409.0 |
|
|
| Fisher Pivots for day following 01-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,708.0 |
6,694.0 |
| PP |
6,699.0 |
6,670.5 |
| S1 |
6,689.5 |
6,647.0 |
|