| Trading Metrics calculated at close of trading on 25-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2007 |
25-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
6,653.5 |
6,579.0 |
-74.5 |
-1.1% |
6,784.5 |
| High |
6,653.5 |
6,651.0 |
-2.5 |
0.0% |
6,796.0 |
| Low |
6,560.5 |
6,557.0 |
-3.5 |
-0.1% |
6,560.5 |
| Close |
6,606.5 |
6,629.0 |
22.5 |
0.3% |
6,606.5 |
| Range |
93.0 |
94.0 |
1.0 |
1.1% |
235.5 |
| ATR |
73.2 |
74.7 |
1.5 |
2.0% |
0.0 |
| Volume |
122,217 |
72,071 |
-50,146 |
-41.0% |
512,855 |
|
| Daily Pivots for day following 25-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,894.5 |
6,855.5 |
6,680.5 |
|
| R3 |
6,800.5 |
6,761.5 |
6,655.0 |
|
| R2 |
6,706.5 |
6,706.5 |
6,646.0 |
|
| R1 |
6,667.5 |
6,667.5 |
6,637.5 |
6,687.0 |
| PP |
6,612.5 |
6,612.5 |
6,612.5 |
6,622.0 |
| S1 |
6,573.5 |
6,573.5 |
6,620.5 |
6,593.0 |
| S2 |
6,518.5 |
6,518.5 |
6,612.0 |
|
| S3 |
6,424.5 |
6,479.5 |
6,603.0 |
|
| S4 |
6,330.5 |
6,385.5 |
6,577.5 |
|
|
| 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 |
6,763.5 |
6,557.0 |
206.5 |
3.1% |
79.0 |
1.2% |
35% |
False |
True |
89,601 |
| 10 |
6,796.0 |
6,525.0 |
271.0 |
4.1% |
76.5 |
1.2% |
38% |
False |
False |
123,755 |
| 20 |
6,796.0 |
6,494.5 |
301.5 |
4.5% |
72.5 |
1.1% |
45% |
False |
False |
67,157 |
| 40 |
6,796.0 |
6,451.5 |
344.5 |
5.2% |
55.0 |
0.8% |
52% |
False |
False |
33,822 |
| 60 |
6,796.0 |
6,348.0 |
448.0 |
6.8% |
48.5 |
0.7% |
63% |
False |
False |
22,633 |
| 80 |
6,796.0 |
6,062.5 |
733.5 |
11.1% |
44.0 |
0.7% |
77% |
False |
False |
17,036 |
| 100 |
6,796.0 |
6,062.5 |
733.5 |
11.1% |
37.0 |
0.6% |
77% |
False |
False |
13,642 |
| 120 |
6,796.0 |
6,062.5 |
733.5 |
11.1% |
33.0 |
0.5% |
77% |
False |
False |
11,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,050.5 |
|
2.618 |
6,897.0 |
|
1.618 |
6,803.0 |
|
1.000 |
6,745.0 |
|
0.618 |
6,709.0 |
|
HIGH |
6,651.0 |
|
0.618 |
6,615.0 |
|
0.500 |
6,604.0 |
|
0.382 |
6,593.0 |
|
LOW |
6,557.0 |
|
0.618 |
6,499.0 |
|
1.000 |
6,463.0 |
|
1.618 |
6,405.0 |
|
2.618 |
6,311.0 |
|
4.250 |
6,157.5 |
|
|
| Fisher Pivots for day following 25-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,620.5 |
6,624.0 |
| PP |
6,612.5 |
6,619.5 |
| S1 |
6,604.0 |
6,614.5 |
|