| Trading Metrics calculated at close of trading on 11-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2007 |
11-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
6,522.0 |
6,570.0 |
48.0 |
0.7% |
6,692.0 |
| High |
6,565.0 |
6,636.0 |
71.0 |
1.1% |
6,722.5 |
| Low |
6,494.5 |
6,563.0 |
68.5 |
1.1% |
6,494.5 |
| Close |
6,539.5 |
6,604.5 |
65.0 |
1.0% |
6,539.5 |
| Range |
70.5 |
73.0 |
2.5 |
3.5% |
228.0 |
| ATR |
60.8 |
63.3 |
2.6 |
4.2% |
0.0 |
| Volume |
25,569 |
32,050 |
6,481 |
25.3% |
61,597 |
|
| Daily Pivots for day following 11-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,820.0 |
6,785.5 |
6,644.5 |
|
| R3 |
6,747.0 |
6,712.5 |
6,624.5 |
|
| R2 |
6,674.0 |
6,674.0 |
6,618.0 |
|
| R1 |
6,639.5 |
6,639.5 |
6,611.0 |
6,657.0 |
| PP |
6,601.0 |
6,601.0 |
6,601.0 |
6,610.0 |
| S1 |
6,566.5 |
6,566.5 |
6,598.0 |
6,584.0 |
| S2 |
6,528.0 |
6,528.0 |
6,591.0 |
|
| S3 |
6,455.0 |
6,493.5 |
6,584.5 |
|
| S4 |
6,382.0 |
6,420.5 |
6,564.5 |
|
|
| 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% |
91.5 |
1.4% |
48% |
False |
False |
18,071 |
| 10 |
6,722.5 |
6,494.5 |
228.0 |
3.5% |
68.5 |
1.0% |
48% |
False |
False |
10,558 |
| 20 |
6,722.5 |
6,494.5 |
228.0 |
3.5% |
53.5 |
0.8% |
48% |
False |
False |
5,743 |
| 40 |
6,722.5 |
6,451.5 |
271.0 |
4.1% |
44.0 |
0.7% |
56% |
False |
False |
2,925 |
| 60 |
6,722.5 |
6,159.5 |
563.0 |
8.5% |
43.0 |
0.7% |
79% |
False |
False |
2,067 |
| 80 |
6,722.5 |
6,062.5 |
660.0 |
10.0% |
36.5 |
0.6% |
82% |
False |
False |
1,582 |
| 100 |
6,722.5 |
6,062.5 |
660.0 |
10.0% |
30.5 |
0.5% |
82% |
False |
False |
1,287 |
| 120 |
6,722.5 |
6,062.5 |
660.0 |
10.0% |
27.0 |
0.4% |
82% |
False |
False |
1,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,946.0 |
|
2.618 |
6,827.0 |
|
1.618 |
6,754.0 |
|
1.000 |
6,709.0 |
|
0.618 |
6,681.0 |
|
HIGH |
6,636.0 |
|
0.618 |
6,608.0 |
|
0.500 |
6,599.5 |
|
0.382 |
6,591.0 |
|
LOW |
6,563.0 |
|
0.618 |
6,518.0 |
|
1.000 |
6,490.0 |
|
1.618 |
6,445.0 |
|
2.618 |
6,372.0 |
|
4.250 |
6,253.0 |
|
|
| Fisher Pivots for day following 11-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,603.0 |
6,591.5 |
| PP |
6,601.0 |
6,578.5 |
| S1 |
6,599.5 |
6,565.0 |
|