| Trading Metrics calculated at close of trading on 21-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2007 |
21-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
6,408.0 |
6,372.0 |
-36.0 |
-0.6% |
6,251.0 |
| High |
6,426.0 |
6,400.0 |
-26.0 |
-0.4% |
6,314.0 |
| Low |
6,352.0 |
6,363.0 |
11.0 |
0.2% |
6,182.0 |
| Close |
6,414.0 |
6,391.0 |
-23.0 |
-0.4% |
6,293.0 |
| Range |
74.0 |
37.0 |
-37.0 |
-50.0% |
132.0 |
| ATR |
64.5 |
63.5 |
-1.0 |
-1.5% |
0.0 |
| Volume |
116,321 |
22,264 |
-94,057 |
-80.9% |
43,221 |
|
| Daily Pivots for day following 21-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,495.7 |
6,480.3 |
6,411.4 |
|
| R3 |
6,458.7 |
6,443.3 |
6,401.2 |
|
| R2 |
6,421.7 |
6,421.7 |
6,397.8 |
|
| R1 |
6,406.3 |
6,406.3 |
6,394.4 |
6,414.0 |
| PP |
6,384.7 |
6,384.7 |
6,384.7 |
6,388.5 |
| S1 |
6,369.3 |
6,369.3 |
6,387.6 |
6,377.0 |
| S2 |
6,347.7 |
6,347.7 |
6,384.2 |
|
| S3 |
6,310.7 |
6,332.3 |
6,380.8 |
|
| S4 |
6,273.7 |
6,295.3 |
6,370.7 |
|
|
| 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 |
6,426.0 |
6,269.0 |
157.0 |
2.5% |
52.8 |
0.8% |
78% |
False |
False |
64,830 |
| 10 |
6,426.0 |
6,182.0 |
244.0 |
3.8% |
51.0 |
0.8% |
86% |
False |
False |
34,888 |
| 20 |
6,434.0 |
6,182.0 |
252.0 |
3.9% |
46.3 |
0.7% |
83% |
False |
False |
17,564 |
| 40 |
6,434.0 |
6,150.0 |
284.0 |
4.4% |
35.1 |
0.5% |
85% |
False |
False |
8,853 |
| 60 |
6,434.0 |
5,958.0 |
476.0 |
7.4% |
30.0 |
0.5% |
91% |
False |
False |
5,927 |
| 80 |
6,434.0 |
5,667.0 |
767.0 |
12.0% |
26.4 |
0.4% |
94% |
False |
False |
4,479 |
| 100 |
6,434.0 |
5,667.0 |
767.0 |
12.0% |
22.6 |
0.4% |
94% |
False |
False |
3,584 |
| 120 |
6,434.0 |
5,533.0 |
901.0 |
14.1% |
19.7 |
0.3% |
95% |
False |
False |
2,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,557.3 |
|
2.618 |
6,496.9 |
|
1.618 |
6,459.9 |
|
1.000 |
6,437.0 |
|
0.618 |
6,422.9 |
|
HIGH |
6,400.0 |
|
0.618 |
6,385.9 |
|
0.500 |
6,381.5 |
|
0.382 |
6,377.1 |
|
LOW |
6,363.0 |
|
0.618 |
6,340.1 |
|
1.000 |
6,326.0 |
|
1.618 |
6,303.1 |
|
2.618 |
6,266.1 |
|
4.250 |
6,205.8 |
|
|
| Fisher Pivots for day following 21-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,387.8 |
6,385.3 |
| PP |
6,384.7 |
6,379.7 |
| S1 |
6,381.5 |
6,374.0 |
|