| Trading Metrics calculated at close of trading on 14-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2007 |
14-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
6,550.0 |
6,633.5 |
83.5 |
1.3% |
6,692.0 |
| High |
6,608.5 |
6,699.5 |
91.0 |
1.4% |
6,722.5 |
| Low |
6,525.0 |
6,631.5 |
106.5 |
1.6% |
6,494.5 |
| Close |
6,598.5 |
6,686.5 |
88.0 |
1.3% |
6,539.5 |
| Range |
83.5 |
68.0 |
-15.5 |
-18.6% |
228.0 |
| ATR |
65.6 |
68.1 |
2.5 |
3.9% |
0.0 |
| Volume |
191,592 |
192,979 |
1,387 |
0.7% |
61,597 |
|
| Daily Pivots for day following 14-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,876.5 |
6,849.5 |
6,724.0 |
|
| R3 |
6,808.5 |
6,781.5 |
6,705.0 |
|
| R2 |
6,740.5 |
6,740.5 |
6,699.0 |
|
| R1 |
6,713.5 |
6,713.5 |
6,692.5 |
6,727.0 |
| PP |
6,672.5 |
6,672.5 |
6,672.5 |
6,679.0 |
| S1 |
6,645.5 |
6,645.5 |
6,680.5 |
6,659.0 |
| S2 |
6,604.5 |
6,604.5 |
6,674.0 |
|
| S3 |
6,536.5 |
6,577.5 |
6,668.0 |
|
| S4 |
6,468.5 |
6,509.5 |
6,649.0 |
|
|
| 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 |
6,699.5 |
6,494.5 |
205.0 |
3.1% |
74.0 |
1.1% |
94% |
True |
False |
116,600 |
| 10 |
6,722.5 |
6,494.5 |
228.0 |
3.4% |
77.0 |
1.1% |
84% |
False |
False |
62,231 |
| 20 |
6,722.5 |
6,494.5 |
228.0 |
3.4% |
59.0 |
0.9% |
84% |
False |
False |
31,729 |
| 40 |
6,722.5 |
6,451.5 |
271.0 |
4.1% |
47.0 |
0.7% |
87% |
False |
False |
16,030 |
| 60 |
6,722.5 |
6,286.5 |
436.0 |
6.5% |
44.5 |
0.7% |
92% |
False |
False |
10,818 |
| 80 |
6,722.5 |
6,062.5 |
660.0 |
9.9% |
39.5 |
0.6% |
95% |
False |
False |
8,150 |
| 100 |
6,722.5 |
6,062.5 |
660.0 |
9.9% |
33.0 |
0.5% |
95% |
False |
False |
6,541 |
| 120 |
6,722.5 |
6,062.5 |
660.0 |
9.9% |
29.0 |
0.4% |
95% |
False |
False |
5,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,988.5 |
|
2.618 |
6,877.5 |
|
1.618 |
6,809.5 |
|
1.000 |
6,767.5 |
|
0.618 |
6,741.5 |
|
HIGH |
6,699.5 |
|
0.618 |
6,673.5 |
|
0.500 |
6,665.5 |
|
0.382 |
6,657.5 |
|
LOW |
6,631.5 |
|
0.618 |
6,589.5 |
|
1.000 |
6,563.5 |
|
1.618 |
6,521.5 |
|
2.618 |
6,453.5 |
|
4.250 |
6,342.5 |
|
|
| Fisher Pivots for day following 14-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,679.5 |
6,662.0 |
| PP |
6,672.5 |
6,637.0 |
| S1 |
6,665.5 |
6,612.0 |
|