| Trading Metrics calculated at close of trading on 13-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2007 |
13-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
6,602.0 |
6,550.0 |
-52.0 |
-0.8% |
6,692.0 |
| High |
6,631.5 |
6,608.5 |
-23.0 |
-0.3% |
6,722.5 |
| Low |
6,556.0 |
6,525.0 |
-31.0 |
-0.5% |
6,494.5 |
| Close |
6,569.0 |
6,598.5 |
29.5 |
0.4% |
6,539.5 |
| Range |
75.5 |
83.5 |
8.0 |
10.6% |
228.0 |
| ATR |
64.2 |
65.6 |
1.4 |
2.1% |
0.0 |
| Volume |
140,811 |
191,592 |
50,781 |
36.1% |
61,597 |
|
| Daily Pivots for day following 13-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,828.0 |
6,796.5 |
6,644.5 |
|
| R3 |
6,744.5 |
6,713.0 |
6,621.5 |
|
| R2 |
6,661.0 |
6,661.0 |
6,614.0 |
|
| R1 |
6,629.5 |
6,629.5 |
6,606.0 |
6,645.0 |
| PP |
6,577.5 |
6,577.5 |
6,577.5 |
6,585.0 |
| S1 |
6,546.0 |
6,546.0 |
6,591.0 |
6,562.0 |
| S2 |
6,494.0 |
6,494.0 |
6,583.0 |
|
| S3 |
6,410.5 |
6,462.5 |
6,575.5 |
|
| S4 |
6,327.0 |
6,379.0 |
6,552.5 |
|
|
| 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 |
6,636.0 |
6,494.5 |
141.5 |
2.1% |
79.0 |
1.2% |
73% |
False |
False |
82,667 |
| 10 |
6,722.5 |
6,494.5 |
228.0 |
3.5% |
74.0 |
1.1% |
46% |
False |
False |
43,468 |
| 20 |
6,722.5 |
6,494.5 |
228.0 |
3.5% |
56.0 |
0.9% |
46% |
False |
False |
22,081 |
| 40 |
6,722.5 |
6,451.5 |
271.0 |
4.1% |
46.0 |
0.7% |
54% |
False |
False |
11,209 |
| 60 |
6,722.5 |
6,214.0 |
508.5 |
7.7% |
44.0 |
0.7% |
76% |
False |
False |
7,605 |
| 80 |
6,722.5 |
6,062.5 |
660.0 |
10.0% |
38.5 |
0.6% |
81% |
False |
False |
5,737 |
| 100 |
6,722.5 |
6,062.5 |
660.0 |
10.0% |
32.5 |
0.5% |
81% |
False |
False |
4,612 |
| 120 |
6,722.5 |
6,062.5 |
660.0 |
10.0% |
28.5 |
0.4% |
81% |
False |
False |
3,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,963.5 |
|
2.618 |
6,827.0 |
|
1.618 |
6,743.5 |
|
1.000 |
6,692.0 |
|
0.618 |
6,660.0 |
|
HIGH |
6,608.5 |
|
0.618 |
6,576.5 |
|
0.500 |
6,567.0 |
|
0.382 |
6,557.0 |
|
LOW |
6,525.0 |
|
0.618 |
6,473.5 |
|
1.000 |
6,441.5 |
|
1.618 |
6,390.0 |
|
2.618 |
6,306.5 |
|
4.250 |
6,170.0 |
|
|
| Fisher Pivots for day following 13-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,588.0 |
6,592.5 |
| PP |
6,577.5 |
6,586.5 |
| S1 |
6,567.0 |
6,580.5 |
|