| Trading Metrics calculated at close of trading on 12-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2007 |
12-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
6,217.0 |
6,251.0 |
34.0 |
0.5% |
6,407.0 |
| High |
6,254.0 |
6,314.0 |
60.0 |
1.0% |
6,434.0 |
| Low |
6,209.0 |
6,246.0 |
37.0 |
0.6% |
6,209.0 |
| Close |
6,227.0 |
6,257.0 |
30.0 |
0.5% |
6,227.0 |
| Range |
45.0 |
68.0 |
23.0 |
51.1% |
225.0 |
| ATR |
59.7 |
61.6 |
2.0 |
3.3% |
0.0 |
| Volume |
739 |
4,597 |
3,858 |
522.1% |
2,127 |
|
| Daily Pivots for day following 12-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,476.3 |
6,434.7 |
6,294.4 |
|
| R3 |
6,408.3 |
6,366.7 |
6,275.7 |
|
| R2 |
6,340.3 |
6,340.3 |
6,269.5 |
|
| R1 |
6,298.7 |
6,298.7 |
6,263.2 |
6,319.5 |
| PP |
6,272.3 |
6,272.3 |
6,272.3 |
6,282.8 |
| S1 |
6,230.7 |
6,230.7 |
6,250.8 |
6,251.5 |
| S2 |
6,204.3 |
6,204.3 |
6,244.5 |
|
| S3 |
6,136.3 |
6,162.7 |
6,238.3 |
|
| S4 |
6,068.3 |
6,094.7 |
6,219.6 |
|
|
| Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,965.0 |
6,821.0 |
6,350.8 |
|
| R3 |
6,740.0 |
6,596.0 |
6,288.9 |
|
| R2 |
6,515.0 |
6,515.0 |
6,268.3 |
|
| R1 |
6,371.0 |
6,371.0 |
6,247.6 |
6,330.5 |
| PP |
6,290.0 |
6,290.0 |
6,290.0 |
6,269.8 |
| S1 |
6,146.0 |
6,146.0 |
6,206.4 |
6,105.5 |
| S2 |
6,065.0 |
6,065.0 |
6,185.8 |
|
| S3 |
5,840.0 |
5,921.0 |
6,165.1 |
|
| S4 |
5,615.0 |
5,696.0 |
6,103.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,420.0 |
6,209.0 |
211.0 |
3.4% |
47.4 |
0.8% |
23% |
False |
False |
1,325 |
| 10 |
6,434.0 |
6,209.0 |
225.0 |
3.6% |
47.2 |
0.8% |
21% |
False |
False |
736 |
| 20 |
6,434.0 |
6,209.0 |
225.0 |
3.6% |
41.5 |
0.7% |
21% |
False |
False |
484 |
| 40 |
6,434.0 |
6,150.0 |
284.0 |
4.5% |
28.7 |
0.5% |
38% |
False |
False |
281 |
| 60 |
6,434.0 |
5,840.0 |
594.0 |
9.5% |
26.8 |
0.4% |
70% |
False |
False |
214 |
| 80 |
6,434.0 |
5,667.0 |
767.0 |
12.3% |
22.8 |
0.4% |
77% |
False |
False |
191 |
| 100 |
6,434.0 |
5,667.0 |
767.0 |
12.3% |
19.3 |
0.3% |
77% |
False |
False |
154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,603.0 |
|
2.618 |
6,492.0 |
|
1.618 |
6,424.0 |
|
1.000 |
6,382.0 |
|
0.618 |
6,356.0 |
|
HIGH |
6,314.0 |
|
0.618 |
6,288.0 |
|
0.500 |
6,280.0 |
|
0.382 |
6,272.0 |
|
LOW |
6,246.0 |
|
0.618 |
6,204.0 |
|
1.000 |
6,178.0 |
|
1.618 |
6,136.0 |
|
2.618 |
6,068.0 |
|
4.250 |
5,957.0 |
|
|
| Fisher Pivots for day following 12-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,280.0 |
6,270.0 |
| PP |
6,272.3 |
6,265.7 |
| S1 |
6,264.7 |
6,261.3 |
|