| Trading Metrics calculated at close of trading on 18-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2007 |
18-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
6,709.0 |
6,784.5 |
75.5 |
1.1% |
6,570.0 |
| High |
6,780.5 |
6,796.0 |
15.5 |
0.2% |
6,780.5 |
| Low |
6,702.0 |
6,732.5 |
30.5 |
0.5% |
6,525.0 |
| Close |
6,768.0 |
6,745.5 |
-22.5 |
-0.3% |
6,768.0 |
| Range |
78.5 |
63.5 |
-15.0 |
-19.1% |
255.5 |
| ATR |
69.9 |
69.5 |
-0.5 |
-0.7% |
0.0 |
| Volume |
127,250 |
136,917 |
9,667 |
7.6% |
684,682 |
|
| Daily Pivots for day following 18-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,948.5 |
6,910.5 |
6,780.5 |
|
| R3 |
6,885.0 |
6,847.0 |
6,763.0 |
|
| R2 |
6,821.5 |
6,821.5 |
6,757.0 |
|
| R1 |
6,783.5 |
6,783.5 |
6,751.5 |
6,771.0 |
| PP |
6,758.0 |
6,758.0 |
6,758.0 |
6,751.5 |
| S1 |
6,720.0 |
6,720.0 |
6,739.5 |
6,707.0 |
| S2 |
6,694.5 |
6,694.5 |
6,734.0 |
|
| S3 |
6,631.0 |
6,656.5 |
6,728.0 |
|
| S4 |
6,567.5 |
6,593.0 |
6,710.5 |
|
|
| Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,457.5 |
7,368.5 |
6,908.5 |
|
| R3 |
7,202.0 |
7,113.0 |
6,838.5 |
|
| R2 |
6,946.5 |
6,946.5 |
6,815.0 |
|
| R1 |
6,857.5 |
6,857.5 |
6,791.5 |
6,902.0 |
| PP |
6,691.0 |
6,691.0 |
6,691.0 |
6,713.5 |
| S1 |
6,602.0 |
6,602.0 |
6,744.5 |
6,646.5 |
| S2 |
6,435.5 |
6,435.5 |
6,721.0 |
|
| S3 |
6,180.0 |
6,346.5 |
6,697.5 |
|
| S4 |
5,924.5 |
6,091.0 |
6,627.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,796.0 |
6,525.0 |
271.0 |
4.0% |
74.0 |
1.1% |
81% |
True |
False |
157,909 |
| 10 |
6,796.0 |
6,494.5 |
301.5 |
4.5% |
83.0 |
1.2% |
83% |
True |
False |
87,990 |
| 20 |
6,796.0 |
6,494.5 |
301.5 |
4.5% |
62.0 |
0.9% |
83% |
True |
False |
44,934 |
| 40 |
6,796.0 |
6,451.5 |
344.5 |
5.1% |
49.0 |
0.7% |
85% |
True |
False |
22,629 |
| 60 |
6,796.0 |
6,321.5 |
474.5 |
7.0% |
45.0 |
0.7% |
89% |
True |
False |
15,199 |
| 80 |
6,796.0 |
6,062.5 |
733.5 |
10.9% |
41.5 |
0.6% |
93% |
True |
False |
11,452 |
| 100 |
6,796.0 |
6,062.5 |
733.5 |
10.9% |
33.0 |
0.5% |
93% |
True |
False |
9,183 |
| 120 |
6,796.0 |
6,062.5 |
733.5 |
10.9% |
30.0 |
0.4% |
93% |
True |
False |
7,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,066.0 |
|
2.618 |
6,962.0 |
|
1.618 |
6,898.5 |
|
1.000 |
6,859.5 |
|
0.618 |
6,835.0 |
|
HIGH |
6,796.0 |
|
0.618 |
6,771.5 |
|
0.500 |
6,764.0 |
|
0.382 |
6,757.0 |
|
LOW |
6,732.5 |
|
0.618 |
6,693.5 |
|
1.000 |
6,669.0 |
|
1.618 |
6,630.0 |
|
2.618 |
6,566.5 |
|
4.250 |
6,462.5 |
|
|
| Fisher Pivots for day following 18-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,764.0 |
6,735.0 |
| PP |
6,758.0 |
6,724.5 |
| S1 |
6,752.0 |
6,714.0 |
|