| Trading Metrics calculated at close of trading on 12-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2007 |
12-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
6,570.0 |
6,602.0 |
32.0 |
0.5% |
6,692.0 |
| High |
6,636.0 |
6,631.5 |
-4.5 |
-0.1% |
6,722.5 |
| Low |
6,563.0 |
6,556.0 |
-7.0 |
-0.1% |
6,494.5 |
| Close |
6,604.5 |
6,569.0 |
-35.5 |
-0.5% |
6,539.5 |
| Range |
73.0 |
75.5 |
2.5 |
3.4% |
228.0 |
| ATR |
63.3 |
64.2 |
0.9 |
1.4% |
0.0 |
| Volume |
32,050 |
140,811 |
108,761 |
339.3% |
61,597 |
|
| Daily Pivots for day following 12-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,812.0 |
6,766.0 |
6,610.5 |
|
| R3 |
6,736.5 |
6,690.5 |
6,590.0 |
|
| R2 |
6,661.0 |
6,661.0 |
6,583.0 |
|
| R1 |
6,615.0 |
6,615.0 |
6,576.0 |
6,600.0 |
| PP |
6,585.5 |
6,585.5 |
6,585.5 |
6,578.0 |
| S1 |
6,539.5 |
6,539.5 |
6,562.0 |
6,525.0 |
| S2 |
6,510.0 |
6,510.0 |
6,555.0 |
|
| S3 |
6,434.5 |
6,464.0 |
6,548.0 |
|
| S4 |
6,359.0 |
6,388.5 |
6,527.5 |
|
|
| 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 |
6,683.0 |
6,494.5 |
188.5 |
2.9% |
87.5 |
1.3% |
40% |
False |
False |
45,771 |
| 10 |
6,722.5 |
6,494.5 |
228.0 |
3.5% |
73.0 |
1.1% |
33% |
False |
False |
24,332 |
| 20 |
6,722.5 |
6,494.5 |
228.0 |
3.5% |
54.5 |
0.8% |
33% |
False |
False |
12,777 |
| 40 |
6,722.5 |
6,451.5 |
271.0 |
4.1% |
45.0 |
0.7% |
43% |
False |
False |
6,443 |
| 60 |
6,722.5 |
6,189.5 |
533.0 |
8.1% |
43.5 |
0.7% |
71% |
False |
False |
4,413 |
| 80 |
6,722.5 |
6,062.5 |
660.0 |
10.0% |
37.5 |
0.6% |
77% |
False |
False |
3,342 |
| 100 |
6,722.5 |
6,062.5 |
660.0 |
10.0% |
31.5 |
0.5% |
77% |
False |
False |
2,696 |
| 120 |
6,722.5 |
6,062.5 |
660.0 |
10.0% |
27.5 |
0.4% |
77% |
False |
False |
2,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,952.5 |
|
2.618 |
6,829.0 |
|
1.618 |
6,753.5 |
|
1.000 |
6,707.0 |
|
0.618 |
6,678.0 |
|
HIGH |
6,631.5 |
|
0.618 |
6,602.5 |
|
0.500 |
6,594.0 |
|
0.382 |
6,585.0 |
|
LOW |
6,556.0 |
|
0.618 |
6,509.5 |
|
1.000 |
6,480.5 |
|
1.618 |
6,434.0 |
|
2.618 |
6,358.5 |
|
4.250 |
6,235.0 |
|
|
| Fisher Pivots for day following 12-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,594.0 |
6,568.0 |
| PP |
6,585.5 |
6,566.5 |
| S1 |
6,577.0 |
6,565.0 |
|