| Trading Metrics calculated at close of trading on 21-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2007 |
21-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
6,720.0 |
6,668.0 |
-52.0 |
-0.8% |
6,570.0 |
| High |
6,733.0 |
6,672.0 |
-61.0 |
-0.9% |
6,780.5 |
| Low |
6,674.0 |
6,601.0 |
-73.0 |
-1.1% |
6,525.0 |
| Close |
6,704.0 |
6,654.0 |
-50.0 |
-0.7% |
6,768.0 |
| Range |
59.0 |
71.0 |
12.0 |
20.3% |
255.5 |
| ATR |
69.2 |
71.6 |
2.4 |
3.5% |
0.0 |
| Volume |
88,902 |
83,084 |
-5,818 |
-6.5% |
684,682 |
|
| Daily Pivots for day following 21-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,855.5 |
6,825.5 |
6,693.0 |
|
| R3 |
6,784.5 |
6,754.5 |
6,673.5 |
|
| R2 |
6,713.5 |
6,713.5 |
6,667.0 |
|
| R1 |
6,683.5 |
6,683.5 |
6,660.5 |
6,663.0 |
| PP |
6,642.5 |
6,642.5 |
6,642.5 |
6,632.0 |
| S1 |
6,612.5 |
6,612.5 |
6,647.5 |
6,592.0 |
| S2 |
6,571.5 |
6,571.5 |
6,641.0 |
|
| S3 |
6,500.5 |
6,541.5 |
6,634.5 |
|
| S4 |
6,429.5 |
6,470.5 |
6,615.0 |
|
|
| 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 |
6,601.0 |
195.0 |
2.9% |
70.0 |
1.0% |
27% |
False |
True |
103,577 |
| 10 |
6,796.0 |
6,494.5 |
301.5 |
4.5% |
72.0 |
1.1% |
53% |
False |
False |
110,088 |
| 20 |
6,796.0 |
6,494.5 |
301.5 |
4.5% |
67.0 |
1.0% |
53% |
False |
False |
57,445 |
| 40 |
6,796.0 |
6,451.5 |
344.5 |
5.2% |
53.0 |
0.8% |
59% |
False |
False |
28,969 |
| 60 |
6,796.0 |
6,321.5 |
474.5 |
7.1% |
46.5 |
0.7% |
70% |
False |
False |
19,407 |
| 80 |
6,796.0 |
6,062.5 |
733.5 |
11.0% |
43.5 |
0.7% |
81% |
False |
False |
14,607 |
| 100 |
6,796.0 |
6,062.5 |
733.5 |
11.0% |
35.5 |
0.5% |
81% |
False |
False |
11,699 |
| 120 |
6,796.0 |
6,062.5 |
733.5 |
11.0% |
31.5 |
0.5% |
81% |
False |
False |
9,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,974.0 |
|
2.618 |
6,858.0 |
|
1.618 |
6,787.0 |
|
1.000 |
6,743.0 |
|
0.618 |
6,716.0 |
|
HIGH |
6,672.0 |
|
0.618 |
6,645.0 |
|
0.500 |
6,636.5 |
|
0.382 |
6,628.0 |
|
LOW |
6,601.0 |
|
0.618 |
6,557.0 |
|
1.000 |
6,530.0 |
|
1.618 |
6,486.0 |
|
2.618 |
6,415.0 |
|
4.250 |
6,299.0 |
|
|
| Fisher Pivots for day following 21-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,648.0 |
6,682.0 |
| PP |
6,642.5 |
6,673.0 |
| S1 |
6,636.5 |
6,663.5 |
|