| Trading Metrics calculated at close of trading on 06-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2007 |
06-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
6,707.5 |
6,676.5 |
-31.0 |
-0.5% |
6,631.0 |
| High |
6,722.5 |
6,683.0 |
-39.5 |
-0.6% |
6,719.0 |
| Low |
6,627.0 |
6,556.5 |
-70.5 |
-1.1% |
6,575.0 |
| Close |
6,685.0 |
6,574.5 |
-110.5 |
-1.7% |
6,717.5 |
| Range |
95.5 |
126.5 |
31.0 |
32.5% |
144.0 |
| ATR |
52.0 |
57.5 |
5.5 |
10.5% |
0.0 |
| Volume |
2,313 |
7,112 |
4,799 |
207.5% |
11,937 |
|
| Daily Pivots for day following 06-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,984.0 |
6,906.0 |
6,644.0 |
|
| R3 |
6,857.5 |
6,779.5 |
6,609.5 |
|
| R2 |
6,731.0 |
6,731.0 |
6,597.5 |
|
| R1 |
6,653.0 |
6,653.0 |
6,586.0 |
6,629.0 |
| PP |
6,604.5 |
6,604.5 |
6,604.5 |
6,592.5 |
| S1 |
6,526.5 |
6,526.5 |
6,563.0 |
6,502.0 |
| S2 |
6,478.0 |
6,478.0 |
6,551.5 |
|
| S3 |
6,351.5 |
6,400.0 |
6,539.5 |
|
| S4 |
6,225.0 |
6,273.5 |
6,505.0 |
|
|
| 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 |
6,722.5 |
6,556.5 |
166.0 |
2.5% |
69.0 |
1.0% |
11% |
False |
True |
4,269 |
| 10 |
6,722.5 |
6,556.5 |
166.0 |
2.5% |
55.0 |
0.8% |
11% |
False |
True |
2,471 |
| 20 |
6,722.5 |
6,498.5 |
224.0 |
3.4% |
53.0 |
0.8% |
34% |
False |
False |
1,704 |
| 40 |
6,722.5 |
6,432.5 |
290.0 |
4.4% |
41.0 |
0.6% |
49% |
False |
False |
918 |
| 60 |
6,722.5 |
6,062.5 |
660.0 |
10.0% |
41.0 |
0.6% |
78% |
False |
False |
722 |
| 80 |
6,722.5 |
6,062.5 |
660.0 |
10.0% |
34.0 |
0.5% |
78% |
False |
False |
571 |
| 100 |
6,722.5 |
6,062.5 |
660.0 |
10.0% |
28.5 |
0.4% |
78% |
False |
False |
478 |
| 120 |
6,722.5 |
6,062.5 |
660.0 |
10.0% |
25.0 |
0.4% |
78% |
False |
False |
399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,220.5 |
|
2.618 |
7,014.0 |
|
1.618 |
6,887.5 |
|
1.000 |
6,809.5 |
|
0.618 |
6,761.0 |
|
HIGH |
6,683.0 |
|
0.618 |
6,634.5 |
|
0.500 |
6,620.0 |
|
0.382 |
6,605.0 |
|
LOW |
6,556.5 |
|
0.618 |
6,478.5 |
|
1.000 |
6,430.0 |
|
1.618 |
6,352.0 |
|
2.618 |
6,225.5 |
|
4.250 |
6,019.0 |
|
|
| Fisher Pivots for day following 06-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,620.0 |
6,639.5 |
| PP |
6,604.5 |
6,618.0 |
| S1 |
6,589.5 |
6,596.0 |
|