| Trading Metrics calculated at close of trading on 26-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2007 |
26-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
6,579.0 |
6,595.0 |
16.0 |
0.2% |
6,784.5 |
| High |
6,651.0 |
6,629.5 |
-21.5 |
-0.3% |
6,796.0 |
| Low |
6,557.0 |
6,575.5 |
18.5 |
0.3% |
6,560.5 |
| Close |
6,629.0 |
6,596.0 |
-33.0 |
-0.5% |
6,606.5 |
| Range |
94.0 |
54.0 |
-40.0 |
-42.6% |
235.5 |
| ATR |
74.7 |
73.2 |
-1.5 |
-2.0% |
0.0 |
| Volume |
72,071 |
88,792 |
16,721 |
23.2% |
512,855 |
|
| Daily Pivots for day following 26-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,762.5 |
6,733.0 |
6,625.5 |
|
| R3 |
6,708.5 |
6,679.0 |
6,611.0 |
|
| R2 |
6,654.5 |
6,654.5 |
6,606.0 |
|
| R1 |
6,625.0 |
6,625.0 |
6,601.0 |
6,640.0 |
| PP |
6,600.5 |
6,600.5 |
6,600.5 |
6,607.5 |
| S1 |
6,571.0 |
6,571.0 |
6,591.0 |
6,586.0 |
| S2 |
6,546.5 |
6,546.5 |
6,586.0 |
|
| S3 |
6,492.5 |
6,517.0 |
6,581.0 |
|
| S4 |
6,438.5 |
6,463.0 |
6,566.5 |
|
|
| 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 |
6,733.0 |
6,557.0 |
176.0 |
2.7% |
74.0 |
1.1% |
22% |
False |
False |
91,013 |
| 10 |
6,796.0 |
6,525.0 |
271.0 |
4.1% |
74.0 |
1.1% |
26% |
False |
False |
118,553 |
| 20 |
6,796.0 |
6,494.5 |
301.5 |
4.6% |
73.5 |
1.1% |
34% |
False |
False |
71,443 |
| 40 |
6,796.0 |
6,451.5 |
344.5 |
5.2% |
56.0 |
0.9% |
42% |
False |
False |
36,042 |
| 60 |
6,796.0 |
6,348.0 |
448.0 |
6.8% |
48.5 |
0.7% |
55% |
False |
False |
24,103 |
| 80 |
6,796.0 |
6,062.5 |
733.5 |
11.1% |
44.5 |
0.7% |
73% |
False |
False |
18,145 |
| 100 |
6,796.0 |
6,062.5 |
733.5 |
11.1% |
37.5 |
0.6% |
73% |
False |
False |
14,529 |
| 120 |
6,796.0 |
6,062.5 |
733.5 |
11.1% |
33.5 |
0.5% |
73% |
False |
False |
12,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,859.0 |
|
2.618 |
6,771.0 |
|
1.618 |
6,717.0 |
|
1.000 |
6,683.5 |
|
0.618 |
6,663.0 |
|
HIGH |
6,629.5 |
|
0.618 |
6,609.0 |
|
0.500 |
6,602.5 |
|
0.382 |
6,596.0 |
|
LOW |
6,575.5 |
|
0.618 |
6,542.0 |
|
1.000 |
6,521.5 |
|
1.618 |
6,488.0 |
|
2.618 |
6,434.0 |
|
4.250 |
6,346.0 |
|
|
| Fisher Pivots for day following 26-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,602.5 |
6,605.0 |
| PP |
6,600.5 |
6,602.0 |
| S1 |
6,598.0 |
6,599.0 |
|