| Trading Metrics calculated at close of trading on 27-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2007 |
27-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
6,595.0 |
6,568.0 |
-27.0 |
-0.4% |
6,784.5 |
| High |
6,629.5 |
6,574.5 |
-55.0 |
-0.8% |
6,796.0 |
| Low |
6,575.5 |
6,530.0 |
-45.5 |
-0.7% |
6,560.5 |
| Close |
6,596.0 |
6,566.0 |
-30.0 |
-0.5% |
6,606.5 |
| Range |
54.0 |
44.5 |
-9.5 |
-17.6% |
235.5 |
| ATR |
73.2 |
72.7 |
-0.5 |
-0.7% |
0.0 |
| Volume |
88,792 |
103,075 |
14,283 |
16.1% |
512,855 |
|
| Daily Pivots for day following 27-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,690.5 |
6,672.5 |
6,590.5 |
|
| R3 |
6,646.0 |
6,628.0 |
6,578.0 |
|
| R2 |
6,601.5 |
6,601.5 |
6,574.0 |
|
| R1 |
6,583.5 |
6,583.5 |
6,570.0 |
6,570.0 |
| PP |
6,557.0 |
6,557.0 |
6,557.0 |
6,550.0 |
| S1 |
6,539.0 |
6,539.0 |
6,562.0 |
6,526.0 |
| S2 |
6,512.5 |
6,512.5 |
6,558.0 |
|
| S3 |
6,468.0 |
6,494.5 |
6,554.0 |
|
| S4 |
6,423.5 |
6,450.0 |
6,541.5 |
|
|
| 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 |
6,672.0 |
6,530.0 |
142.0 |
2.2% |
71.5 |
1.1% |
25% |
False |
True |
93,847 |
| 10 |
6,796.0 |
6,530.0 |
266.0 |
4.1% |
70.0 |
1.1% |
14% |
False |
True |
109,702 |
| 20 |
6,796.0 |
6,494.5 |
301.5 |
4.6% |
72.0 |
1.1% |
24% |
False |
False |
76,585 |
| 40 |
6,796.0 |
6,494.5 |
301.5 |
4.6% |
57.0 |
0.9% |
24% |
False |
False |
38,618 |
| 60 |
6,796.0 |
6,387.5 |
408.5 |
6.2% |
48.5 |
0.7% |
44% |
False |
False |
25,817 |
| 80 |
6,796.0 |
6,062.5 |
733.5 |
11.2% |
45.0 |
0.7% |
69% |
False |
False |
19,433 |
| 100 |
6,796.0 |
6,062.5 |
733.5 |
11.2% |
38.0 |
0.6% |
69% |
False |
False |
15,560 |
| 120 |
6,796.0 |
6,062.5 |
733.5 |
11.2% |
34.0 |
0.5% |
69% |
False |
False |
12,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,763.5 |
|
2.618 |
6,691.0 |
|
1.618 |
6,646.5 |
|
1.000 |
6,619.0 |
|
0.618 |
6,602.0 |
|
HIGH |
6,574.5 |
|
0.618 |
6,557.5 |
|
0.500 |
6,552.0 |
|
0.382 |
6,547.0 |
|
LOW |
6,530.0 |
|
0.618 |
6,502.5 |
|
1.000 |
6,485.5 |
|
1.618 |
6,458.0 |
|
2.618 |
6,413.5 |
|
4.250 |
6,341.0 |
|
|
| Fisher Pivots for day following 27-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,561.5 |
6,590.5 |
| PP |
6,557.0 |
6,582.5 |
| S1 |
6,552.0 |
6,574.0 |
|