| Trading Metrics calculated at close of trading on 22-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2007 |
22-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
6,668.0 |
6,653.5 |
-14.5 |
-0.2% |
6,784.5 |
| High |
6,672.0 |
6,653.5 |
-18.5 |
-0.3% |
6,796.0 |
| Low |
6,601.0 |
6,560.5 |
-40.5 |
-0.6% |
6,560.5 |
| Close |
6,654.0 |
6,606.5 |
-47.5 |
-0.7% |
6,606.5 |
| Range |
71.0 |
93.0 |
22.0 |
31.0% |
235.5 |
| ATR |
71.6 |
73.2 |
1.6 |
2.2% |
0.0 |
| Volume |
83,084 |
122,217 |
39,133 |
47.1% |
512,855 |
|
| Daily Pivots for day following 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,886.0 |
6,839.0 |
6,657.5 |
|
| R3 |
6,793.0 |
6,746.0 |
6,632.0 |
|
| R2 |
6,700.0 |
6,700.0 |
6,623.5 |
|
| R1 |
6,653.0 |
6,653.0 |
6,615.0 |
6,630.0 |
| PP |
6,607.0 |
6,607.0 |
6,607.0 |
6,595.0 |
| S1 |
6,560.0 |
6,560.0 |
6,598.0 |
6,537.0 |
| S2 |
6,514.0 |
6,514.0 |
6,589.5 |
|
| S3 |
6,421.0 |
6,467.0 |
6,581.0 |
|
| S4 |
6,328.0 |
6,374.0 |
6,555.5 |
|
|
| Weekly Pivots for week ending 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,361.0 |
7,219.0 |
6,736.0 |
|
| R3 |
7,125.5 |
6,983.5 |
6,671.5 |
|
| R2 |
6,890.0 |
6,890.0 |
6,649.5 |
|
| R1 |
6,748.0 |
6,748.0 |
6,628.0 |
6,701.0 |
| PP |
6,654.5 |
6,654.5 |
6,654.5 |
6,631.0 |
| S1 |
6,512.5 |
6,512.5 |
6,585.0 |
6,466.0 |
| S2 |
6,419.0 |
6,419.0 |
6,563.5 |
|
| S3 |
6,183.5 |
6,277.0 |
6,541.5 |
|
| S4 |
5,948.0 |
6,041.5 |
6,477.0 |
|
|
| 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 |
6,560.5 |
235.5 |
3.6% |
72.5 |
1.1% |
20% |
False |
True |
102,571 |
| 10 |
6,796.0 |
6,525.0 |
271.0 |
4.1% |
74.0 |
1.1% |
30% |
False |
False |
119,753 |
| 20 |
6,796.0 |
6,494.5 |
301.5 |
4.6% |
69.0 |
1.0% |
37% |
False |
False |
63,555 |
| 40 |
6,796.0 |
6,451.5 |
344.5 |
5.2% |
53.5 |
0.8% |
45% |
False |
False |
32,021 |
| 60 |
6,796.0 |
6,348.0 |
448.0 |
6.8% |
47.5 |
0.7% |
58% |
False |
False |
21,437 |
| 80 |
6,796.0 |
6,062.5 |
733.5 |
11.1% |
44.0 |
0.7% |
74% |
False |
False |
16,135 |
| 100 |
6,796.0 |
6,062.5 |
733.5 |
11.1% |
36.0 |
0.5% |
74% |
False |
False |
12,921 |
| 120 |
6,796.0 |
6,062.5 |
733.5 |
11.1% |
32.5 |
0.5% |
74% |
False |
False |
10,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,049.0 |
|
2.618 |
6,897.0 |
|
1.618 |
6,804.0 |
|
1.000 |
6,746.5 |
|
0.618 |
6,711.0 |
|
HIGH |
6,653.5 |
|
0.618 |
6,618.0 |
|
0.500 |
6,607.0 |
|
0.382 |
6,596.0 |
|
LOW |
6,560.5 |
|
0.618 |
6,503.0 |
|
1.000 |
6,467.5 |
|
1.618 |
6,410.0 |
|
2.618 |
6,317.0 |
|
4.250 |
6,165.0 |
|
|
| Fisher Pivots for day following 22-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,607.0 |
6,647.0 |
| PP |
6,607.0 |
6,633.5 |
| S1 |
6,606.5 |
6,620.0 |
|