| Trading Metrics calculated at close of trading on 19-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2007 |
19-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
6,784.5 |
6,746.0 |
-38.5 |
-0.6% |
6,570.0 |
| High |
6,796.0 |
6,763.5 |
-32.5 |
-0.5% |
6,780.5 |
| Low |
6,732.5 |
6,686.5 |
-46.0 |
-0.7% |
6,525.0 |
| Close |
6,745.5 |
6,704.0 |
-41.5 |
-0.6% |
6,768.0 |
| Range |
63.5 |
77.0 |
13.5 |
21.3% |
255.5 |
| ATR |
69.5 |
70.0 |
0.5 |
0.8% |
0.0 |
| Volume |
136,917 |
81,735 |
-55,182 |
-40.3% |
684,682 |
|
| Daily Pivots for day following 19-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,949.0 |
6,903.5 |
6,746.5 |
|
| R3 |
6,872.0 |
6,826.5 |
6,725.0 |
|
| R2 |
6,795.0 |
6,795.0 |
6,718.0 |
|
| R1 |
6,749.5 |
6,749.5 |
6,711.0 |
6,734.0 |
| PP |
6,718.0 |
6,718.0 |
6,718.0 |
6,710.0 |
| S1 |
6,672.5 |
6,672.5 |
6,697.0 |
6,657.0 |
| S2 |
6,641.0 |
6,641.0 |
6,690.0 |
|
| S3 |
6,564.0 |
6,595.5 |
6,683.0 |
|
| S4 |
6,487.0 |
6,518.5 |
6,661.5 |
|
|
| 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% |
66% |
False |
False |
146,094 |
| 10 |
6,796.0 |
6,494.5 |
301.5 |
4.5% |
81.0 |
1.2% |
69% |
False |
False |
95,932 |
| 20 |
6,796.0 |
6,494.5 |
301.5 |
4.5% |
63.5 |
0.9% |
69% |
False |
False |
49,011 |
| 40 |
6,796.0 |
6,451.5 |
344.5 |
5.1% |
51.0 |
0.8% |
73% |
False |
False |
24,672 |
| 60 |
6,796.0 |
6,321.5 |
474.5 |
7.1% |
45.5 |
0.7% |
81% |
False |
False |
16,557 |
| 80 |
6,796.0 |
6,062.5 |
733.5 |
10.9% |
42.5 |
0.6% |
87% |
False |
False |
12,473 |
| 100 |
6,796.0 |
6,062.5 |
733.5 |
10.9% |
34.0 |
0.5% |
87% |
False |
False |
10,000 |
| 120 |
6,796.0 |
6,062.5 |
733.5 |
10.9% |
31.0 |
0.5% |
87% |
False |
False |
8,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,091.0 |
|
2.618 |
6,965.0 |
|
1.618 |
6,888.0 |
|
1.000 |
6,840.5 |
|
0.618 |
6,811.0 |
|
HIGH |
6,763.5 |
|
0.618 |
6,734.0 |
|
0.500 |
6,725.0 |
|
0.382 |
6,716.0 |
|
LOW |
6,686.5 |
|
0.618 |
6,639.0 |
|
1.000 |
6,609.5 |
|
1.618 |
6,562.0 |
|
2.618 |
6,485.0 |
|
4.250 |
6,359.0 |
|
|
| Fisher Pivots for day following 19-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,725.0 |
6,741.0 |
| PP |
6,718.0 |
6,729.0 |
| S1 |
6,711.0 |
6,716.5 |
|