| Trading Metrics calculated at close of trading on 14-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2007 |
14-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
6,192.0 |
6,255.0 |
63.0 |
1.0% |
6,407.0 |
| High |
6,217.0 |
6,273.0 |
56.0 |
0.9% |
6,434.0 |
| Low |
6,182.0 |
6,236.0 |
54.0 |
0.9% |
6,209.0 |
| Close |
6,200.0 |
6,273.0 |
73.0 |
1.2% |
6,227.0 |
| Range |
35.0 |
37.0 |
2.0 |
5.7% |
225.0 |
| ATR |
62.6 |
63.3 |
0.7 |
1.2% |
0.0 |
| Volume |
7,288 |
11,633 |
4,345 |
59.6% |
2,127 |
|
| Daily Pivots for day following 14-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,371.7 |
6,359.3 |
6,293.4 |
|
| R3 |
6,334.7 |
6,322.3 |
6,283.2 |
|
| R2 |
6,297.7 |
6,297.7 |
6,279.8 |
|
| R1 |
6,285.3 |
6,285.3 |
6,276.4 |
6,291.5 |
| PP |
6,260.7 |
6,260.7 |
6,260.7 |
6,263.8 |
| S1 |
6,248.3 |
6,248.3 |
6,269.6 |
6,254.5 |
| S2 |
6,223.7 |
6,223.7 |
6,266.2 |
|
| S3 |
6,186.7 |
6,211.3 |
6,262.8 |
|
| S4 |
6,149.7 |
6,174.3 |
6,252.7 |
|
|
| 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 |
6,331.0 |
6,182.0 |
149.0 |
2.4% |
49.2 |
0.8% |
61% |
False |
False |
4,947 |
| 10 |
6,434.0 |
6,182.0 |
252.0 |
4.0% |
39.8 |
0.6% |
36% |
False |
False |
2,620 |
| 20 |
6,434.0 |
6,182.0 |
252.0 |
4.0% |
41.3 |
0.7% |
36% |
False |
False |
1,404 |
| 40 |
6,434.0 |
6,150.0 |
284.0 |
4.5% |
30.3 |
0.5% |
43% |
False |
False |
752 |
| 60 |
6,434.0 |
5,902.0 |
532.0 |
8.5% |
26.4 |
0.4% |
70% |
False |
False |
528 |
| 80 |
6,434.0 |
5,667.0 |
767.0 |
12.2% |
23.6 |
0.4% |
79% |
False |
False |
427 |
| 100 |
6,434.0 |
5,667.0 |
767.0 |
12.2% |
20.0 |
0.3% |
79% |
False |
False |
343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,430.3 |
|
2.618 |
6,369.9 |
|
1.618 |
6,332.9 |
|
1.000 |
6,310.0 |
|
0.618 |
6,295.9 |
|
HIGH |
6,273.0 |
|
0.618 |
6,258.9 |
|
0.500 |
6,254.5 |
|
0.382 |
6,250.1 |
|
LOW |
6,236.0 |
|
0.618 |
6,213.1 |
|
1.000 |
6,199.0 |
|
1.618 |
6,176.1 |
|
2.618 |
6,139.1 |
|
4.250 |
6,078.8 |
|
|
| Fisher Pivots for day following 14-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,266.8 |
6,264.7 |
| PP |
6,260.7 |
6,256.3 |
| S1 |
6,254.5 |
6,248.0 |
|