| Trading Metrics calculated at close of trading on 19-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2007 |
19-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
6,337.0 |
6,355.0 |
18.0 |
0.3% |
6,251.0 |
| High |
6,370.0 |
6,397.0 |
27.0 |
0.4% |
6,314.0 |
| Low |
6,334.0 |
6,322.0 |
-12.0 |
-0.2% |
6,182.0 |
| Close |
6,353.0 |
6,392.0 |
39.0 |
0.6% |
6,293.0 |
| Range |
36.0 |
75.0 |
39.0 |
108.3% |
132.0 |
| ATR |
62.9 |
63.8 |
0.9 |
1.4% |
0.0 |
| Volume |
49,920 |
115,942 |
66,022 |
132.3% |
43,221 |
|
| Daily Pivots for day following 19-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,595.3 |
6,568.7 |
6,433.3 |
|
| R3 |
6,520.3 |
6,493.7 |
6,412.6 |
|
| R2 |
6,445.3 |
6,445.3 |
6,405.8 |
|
| R1 |
6,418.7 |
6,418.7 |
6,398.9 |
6,432.0 |
| PP |
6,370.3 |
6,370.3 |
6,370.3 |
6,377.0 |
| S1 |
6,343.7 |
6,343.7 |
6,385.1 |
6,357.0 |
| S2 |
6,295.3 |
6,295.3 |
6,378.3 |
|
| S3 |
6,220.3 |
6,268.7 |
6,371.4 |
|
| S4 |
6,145.3 |
6,193.7 |
6,350.8 |
|
|
| Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,659.0 |
6,608.0 |
6,365.6 |
|
| R3 |
6,527.0 |
6,476.0 |
6,329.3 |
|
| R2 |
6,395.0 |
6,395.0 |
6,317.2 |
|
| R1 |
6,344.0 |
6,344.0 |
6,305.1 |
6,369.5 |
| PP |
6,263.0 |
6,263.0 |
6,263.0 |
6,275.8 |
| S1 |
6,212.0 |
6,212.0 |
6,280.9 |
6,237.5 |
| S2 |
6,131.0 |
6,131.0 |
6,268.8 |
|
| S3 |
5,999.0 |
6,080.0 |
6,256.7 |
|
| S4 |
5,867.0 |
5,948.0 |
6,220.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,397.0 |
6,182.0 |
215.0 |
3.4% |
45.0 |
0.7% |
98% |
True |
False |
40,897 |
| 10 |
6,420.0 |
6,182.0 |
238.0 |
3.7% |
46.2 |
0.7% |
88% |
False |
False |
21,111 |
| 20 |
6,434.0 |
6,182.0 |
252.0 |
3.9% |
45.1 |
0.7% |
83% |
False |
False |
10,644 |
| 40 |
6,434.0 |
6,150.0 |
284.0 |
4.4% |
32.3 |
0.5% |
85% |
False |
False |
5,388 |
| 60 |
6,434.0 |
5,958.0 |
476.0 |
7.4% |
28.6 |
0.4% |
91% |
False |
False |
3,619 |
| 80 |
6,434.0 |
5,667.0 |
767.0 |
12.0% |
25.0 |
0.4% |
95% |
False |
False |
2,747 |
| 100 |
6,434.0 |
5,667.0 |
767.0 |
12.0% |
21.6 |
0.3% |
95% |
False |
False |
2,199 |
| 120 |
6,434.0 |
5,533.0 |
901.0 |
14.1% |
18.7 |
0.3% |
95% |
False |
False |
1,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,715.8 |
|
2.618 |
6,593.4 |
|
1.618 |
6,518.4 |
|
1.000 |
6,472.0 |
|
0.618 |
6,443.4 |
|
HIGH |
6,397.0 |
|
0.618 |
6,368.4 |
|
0.500 |
6,359.5 |
|
0.382 |
6,350.7 |
|
LOW |
6,322.0 |
|
0.618 |
6,275.7 |
|
1.000 |
6,247.0 |
|
1.618 |
6,200.7 |
|
2.618 |
6,125.7 |
|
4.250 |
6,003.3 |
|
|
| Fisher Pivots for day following 19-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,381.2 |
6,372.3 |
| PP |
6,370.3 |
6,352.7 |
| S1 |
6,359.5 |
6,333.0 |
|