| Trading Metrics calculated at close of trading on 20-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2007 |
20-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
6,746.0 |
6,720.0 |
-26.0 |
-0.4% |
6,570.0 |
| High |
6,763.5 |
6,733.0 |
-30.5 |
-0.5% |
6,780.5 |
| Low |
6,686.5 |
6,674.0 |
-12.5 |
-0.2% |
6,525.0 |
| Close |
6,704.0 |
6,704.0 |
0.0 |
0.0% |
6,768.0 |
| Range |
77.0 |
59.0 |
-18.0 |
-23.4% |
255.5 |
| ATR |
70.0 |
69.2 |
-0.8 |
-1.1% |
0.0 |
| Volume |
81,735 |
88,902 |
7,167 |
8.8% |
684,682 |
|
| Daily Pivots for day following 20-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,880.5 |
6,851.5 |
6,736.5 |
|
| R3 |
6,821.5 |
6,792.5 |
6,720.0 |
|
| R2 |
6,762.5 |
6,762.5 |
6,715.0 |
|
| R1 |
6,733.5 |
6,733.5 |
6,709.5 |
6,718.5 |
| PP |
6,703.5 |
6,703.5 |
6,703.5 |
6,696.0 |
| S1 |
6,674.5 |
6,674.5 |
6,698.5 |
6,659.5 |
| S2 |
6,644.5 |
6,644.5 |
6,693.0 |
|
| S3 |
6,585.5 |
6,615.5 |
6,688.0 |
|
| S4 |
6,526.5 |
6,556.5 |
6,671.5 |
|
|
| 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 |
6,631.5 |
164.5 |
2.5% |
69.0 |
1.0% |
44% |
False |
False |
125,556 |
| 10 |
6,796.0 |
6,494.5 |
301.5 |
4.5% |
74.0 |
1.1% |
69% |
False |
False |
104,111 |
| 20 |
6,796.0 |
6,494.5 |
301.5 |
4.5% |
64.5 |
1.0% |
69% |
False |
False |
53,291 |
| 40 |
6,796.0 |
6,451.5 |
344.5 |
5.1% |
51.5 |
0.8% |
73% |
False |
False |
26,892 |
| 60 |
6,796.0 |
6,321.5 |
474.5 |
7.1% |
46.0 |
0.7% |
81% |
False |
False |
18,027 |
| 80 |
6,796.0 |
6,062.5 |
733.5 |
10.9% |
43.0 |
0.6% |
87% |
False |
False |
13,585 |
| 100 |
6,796.0 |
6,062.5 |
733.5 |
10.9% |
34.5 |
0.5% |
87% |
False |
False |
10,878 |
| 120 |
6,796.0 |
6,062.5 |
733.5 |
10.9% |
31.0 |
0.5% |
87% |
False |
False |
9,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,984.0 |
|
2.618 |
6,887.5 |
|
1.618 |
6,828.5 |
|
1.000 |
6,792.0 |
|
0.618 |
6,769.5 |
|
HIGH |
6,733.0 |
|
0.618 |
6,710.5 |
|
0.500 |
6,703.5 |
|
0.382 |
6,696.5 |
|
LOW |
6,674.0 |
|
0.618 |
6,637.5 |
|
1.000 |
6,615.0 |
|
1.618 |
6,578.5 |
|
2.618 |
6,519.5 |
|
4.250 |
6,423.0 |
|
|
| Fisher Pivots for day following 20-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,704.0 |
6,735.0 |
| PP |
6,703.5 |
6,724.5 |
| S1 |
6,703.5 |
6,714.5 |
|