| Trading Metrics calculated at close of trading on 05-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2007 |
05-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
6,692.0 |
6,707.5 |
15.5 |
0.2% |
6,631.0 |
| High |
6,707.0 |
6,722.5 |
15.5 |
0.2% |
6,719.0 |
| Low |
6,683.0 |
6,627.0 |
-56.0 |
-0.8% |
6,575.0 |
| Close |
6,704.0 |
6,685.0 |
-19.0 |
-0.3% |
6,717.5 |
| Range |
24.0 |
95.5 |
71.5 |
297.9% |
144.0 |
| ATR |
48.7 |
52.0 |
3.3 |
6.9% |
0.0 |
| Volume |
3,289 |
2,313 |
-976 |
-29.7% |
11,937 |
|
| Daily Pivots for day following 05-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,964.5 |
6,920.5 |
6,737.5 |
|
| R3 |
6,869.0 |
6,825.0 |
6,711.5 |
|
| R2 |
6,773.5 |
6,773.5 |
6,702.5 |
|
| R1 |
6,729.5 |
6,729.5 |
6,694.0 |
6,704.0 |
| PP |
6,678.0 |
6,678.0 |
6,678.0 |
6,665.5 |
| S1 |
6,634.0 |
6,634.0 |
6,676.0 |
6,608.0 |
| S2 |
6,582.5 |
6,582.5 |
6,667.5 |
|
| S3 |
6,487.0 |
6,538.5 |
6,658.5 |
|
| S4 |
6,391.5 |
6,443.0 |
6,632.5 |
|
|
| 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 |
6,722.5 |
6,575.0 |
147.5 |
2.2% |
58.0 |
0.9% |
75% |
True |
False |
2,893 |
| 10 |
6,722.5 |
6,575.0 |
147.5 |
2.2% |
46.0 |
0.7% |
75% |
True |
False |
2,089 |
| 20 |
6,722.5 |
6,498.5 |
224.0 |
3.4% |
49.5 |
0.7% |
83% |
True |
False |
1,354 |
| 40 |
6,722.5 |
6,432.5 |
290.0 |
4.3% |
38.0 |
0.6% |
87% |
True |
False |
754 |
| 60 |
6,722.5 |
6,062.5 |
660.0 |
9.9% |
39.5 |
0.6% |
94% |
True |
False |
605 |
| 80 |
6,722.5 |
6,062.5 |
660.0 |
9.9% |
32.0 |
0.5% |
94% |
True |
False |
482 |
| 100 |
6,722.5 |
6,062.5 |
660.0 |
9.9% |
27.5 |
0.4% |
94% |
True |
False |
407 |
| 120 |
6,722.5 |
6,062.5 |
660.0 |
9.9% |
24.0 |
0.4% |
94% |
True |
False |
340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,128.5 |
|
2.618 |
6,972.5 |
|
1.618 |
6,877.0 |
|
1.000 |
6,818.0 |
|
0.618 |
6,781.5 |
|
HIGH |
6,722.5 |
|
0.618 |
6,686.0 |
|
0.500 |
6,675.0 |
|
0.382 |
6,663.5 |
|
LOW |
6,627.0 |
|
0.618 |
6,568.0 |
|
1.000 |
6,531.5 |
|
1.618 |
6,472.5 |
|
2.618 |
6,377.0 |
|
4.250 |
6,221.0 |
|
|
| Fisher Pivots for day following 05-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,681.5 |
6,681.5 |
| PP |
6,678.0 |
6,678.0 |
| S1 |
6,675.0 |
6,675.0 |
|