| Trading Metrics calculated at close of trading on 07-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2007 |
07-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
6,676.5 |
6,604.0 |
-72.5 |
-1.1% |
6,631.0 |
| High |
6,683.0 |
6,613.0 |
-70.0 |
-1.0% |
6,719.0 |
| Low |
6,556.5 |
6,520.0 |
-36.5 |
-0.6% |
6,575.0 |
| Close |
6,574.5 |
6,546.5 |
-28.0 |
-0.4% |
6,717.5 |
| Range |
126.5 |
93.0 |
-33.5 |
-26.5% |
144.0 |
| ATR |
57.5 |
60.0 |
2.5 |
4.4% |
0.0 |
| Volume |
7,112 |
23,314 |
16,202 |
227.8% |
11,937 |
|
| Daily Pivots for day following 07-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,839.0 |
6,785.5 |
6,597.5 |
|
| R3 |
6,746.0 |
6,692.5 |
6,572.0 |
|
| R2 |
6,653.0 |
6,653.0 |
6,563.5 |
|
| R1 |
6,599.5 |
6,599.5 |
6,555.0 |
6,580.0 |
| PP |
6,560.0 |
6,560.0 |
6,560.0 |
6,550.0 |
| S1 |
6,506.5 |
6,506.5 |
6,538.0 |
6,487.0 |
| S2 |
6,467.0 |
6,467.0 |
6,529.5 |
|
| S3 |
6,374.0 |
6,413.5 |
6,521.0 |
|
| S4 |
6,281.0 |
6,320.5 |
6,495.5 |
|
|
| 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 |
6,520.0 |
202.5 |
3.1% |
79.5 |
1.2% |
13% |
False |
True |
7,863 |
| 10 |
6,722.5 |
6,520.0 |
202.5 |
3.1% |
62.0 |
0.9% |
13% |
False |
True |
4,801 |
| 20 |
6,722.5 |
6,498.5 |
224.0 |
3.4% |
55.0 |
0.8% |
21% |
False |
False |
2,865 |
| 40 |
6,722.5 |
6,432.5 |
290.0 |
4.4% |
42.0 |
0.6% |
39% |
False |
False |
1,498 |
| 60 |
6,722.5 |
6,062.5 |
660.0 |
10.1% |
42.5 |
0.6% |
73% |
False |
False |
1,110 |
| 80 |
6,722.5 |
6,062.5 |
660.0 |
10.1% |
35.0 |
0.5% |
73% |
False |
False |
862 |
| 100 |
6,722.5 |
6,062.5 |
660.0 |
10.1% |
29.5 |
0.5% |
73% |
False |
False |
711 |
| 120 |
6,722.5 |
6,062.5 |
660.0 |
10.1% |
26.0 |
0.4% |
73% |
False |
False |
593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,008.0 |
|
2.618 |
6,856.5 |
|
1.618 |
6,763.5 |
|
1.000 |
6,706.0 |
|
0.618 |
6,670.5 |
|
HIGH |
6,613.0 |
|
0.618 |
6,577.5 |
|
0.500 |
6,566.5 |
|
0.382 |
6,555.5 |
|
LOW |
6,520.0 |
|
0.618 |
6,462.5 |
|
1.000 |
6,427.0 |
|
1.618 |
6,369.5 |
|
2.618 |
6,276.5 |
|
4.250 |
6,125.0 |
|
|
| Fisher Pivots for day following 07-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,566.5 |
6,621.0 |
| PP |
6,560.0 |
6,596.5 |
| S1 |
6,553.0 |
6,571.5 |
|