| Trading Metrics calculated at close of trading on 08-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2007 |
08-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
6,604.0 |
6,522.0 |
-82.0 |
-1.2% |
6,692.0 |
| High |
6,613.0 |
6,565.0 |
-48.0 |
-0.7% |
6,722.5 |
| Low |
6,520.0 |
6,494.5 |
-25.5 |
-0.4% |
6,494.5 |
| Close |
6,546.5 |
6,539.5 |
-7.0 |
-0.1% |
6,539.5 |
| Range |
93.0 |
70.5 |
-22.5 |
-24.2% |
228.0 |
| ATR |
60.0 |
60.8 |
0.7 |
1.2% |
0.0 |
| Volume |
23,314 |
25,569 |
2,255 |
9.7% |
61,597 |
|
| Daily Pivots for day following 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,744.5 |
6,712.5 |
6,578.5 |
|
| R3 |
6,674.0 |
6,642.0 |
6,559.0 |
|
| R2 |
6,603.5 |
6,603.5 |
6,552.5 |
|
| R1 |
6,571.5 |
6,571.5 |
6,546.0 |
6,587.5 |
| PP |
6,533.0 |
6,533.0 |
6,533.0 |
6,541.0 |
| S1 |
6,501.0 |
6,501.0 |
6,533.0 |
6,517.0 |
| S2 |
6,462.5 |
6,462.5 |
6,526.5 |
|
| S3 |
6,392.0 |
6,430.5 |
6,520.0 |
|
| S4 |
6,321.5 |
6,360.0 |
6,500.5 |
|
|
| Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,269.5 |
7,132.5 |
6,665.0 |
|
| R3 |
7,041.5 |
6,904.5 |
6,602.0 |
|
| R2 |
6,813.5 |
6,813.5 |
6,581.5 |
|
| R1 |
6,676.5 |
6,676.5 |
6,560.5 |
6,631.0 |
| PP |
6,585.5 |
6,585.5 |
6,585.5 |
6,563.0 |
| S1 |
6,448.5 |
6,448.5 |
6,518.5 |
6,403.0 |
| S2 |
6,357.5 |
6,357.5 |
6,497.5 |
|
| S3 |
6,129.5 |
6,220.5 |
6,477.0 |
|
| S4 |
5,901.5 |
5,992.5 |
6,414.0 |
|
|
| 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 |
6,494.5 |
228.0 |
3.5% |
82.0 |
1.3% |
20% |
False |
True |
12,319 |
| 10 |
6,722.5 |
6,494.5 |
228.0 |
3.5% |
64.0 |
1.0% |
20% |
False |
True |
7,357 |
| 20 |
6,722.5 |
6,494.5 |
228.0 |
3.5% |
56.0 |
0.9% |
20% |
False |
True |
4,143 |
| 40 |
6,722.5 |
6,451.5 |
271.0 |
4.1% |
43.0 |
0.7% |
32% |
False |
False |
2,125 |
| 60 |
6,722.5 |
6,142.0 |
580.5 |
8.9% |
42.5 |
0.7% |
68% |
False |
False |
1,536 |
| 80 |
6,722.5 |
6,062.5 |
660.0 |
10.1% |
36.0 |
0.5% |
72% |
False |
False |
1,182 |
| 100 |
6,722.5 |
6,062.5 |
660.0 |
10.1% |
30.5 |
0.5% |
72% |
False |
False |
967 |
| 120 |
6,722.5 |
6,062.5 |
660.0 |
10.1% |
26.5 |
0.4% |
72% |
False |
False |
806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,864.5 |
|
2.618 |
6,749.5 |
|
1.618 |
6,679.0 |
|
1.000 |
6,635.5 |
|
0.618 |
6,608.5 |
|
HIGH |
6,565.0 |
|
0.618 |
6,538.0 |
|
0.500 |
6,530.0 |
|
0.382 |
6,521.5 |
|
LOW |
6,494.5 |
|
0.618 |
6,451.0 |
|
1.000 |
6,424.0 |
|
1.618 |
6,380.5 |
|
2.618 |
6,310.0 |
|
4.250 |
6,195.0 |
|
|
| Fisher Pivots for day following 08-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,536.0 |
6,589.0 |
| PP |
6,533.0 |
6,572.5 |
| S1 |
6,530.0 |
6,556.0 |
|