| Trading Metrics calculated at close of trading on 22-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2007 |
22-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
6,372.0 |
6,392.0 |
20.0 |
0.3% |
6,337.0 |
| High |
6,400.0 |
6,399.0 |
-1.0 |
0.0% |
6,426.0 |
| Low |
6,363.0 |
6,352.0 |
-11.0 |
-0.2% |
6,322.0 |
| Close |
6,391.0 |
6,397.0 |
6.0 |
0.1% |
6,397.0 |
| Range |
37.0 |
47.0 |
10.0 |
27.0% |
104.0 |
| ATR |
63.5 |
62.4 |
-1.2 |
-1.9% |
0.0 |
| Volume |
22,264 |
16,589 |
-5,675 |
-25.5% |
321,036 |
|
| Daily Pivots for day following 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,523.7 |
6,507.3 |
6,422.9 |
|
| R3 |
6,476.7 |
6,460.3 |
6,409.9 |
|
| R2 |
6,429.7 |
6,429.7 |
6,405.6 |
|
| R1 |
6,413.3 |
6,413.3 |
6,401.3 |
6,421.5 |
| PP |
6,382.7 |
6,382.7 |
6,382.7 |
6,386.8 |
| S1 |
6,366.3 |
6,366.3 |
6,392.7 |
6,374.5 |
| S2 |
6,335.7 |
6,335.7 |
6,388.4 |
|
| S3 |
6,288.7 |
6,319.3 |
6,384.1 |
|
| S4 |
6,241.7 |
6,272.3 |
6,371.2 |
|
|
| Weekly Pivots for week ending 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,693.7 |
6,649.3 |
6,454.2 |
|
| R3 |
6,589.7 |
6,545.3 |
6,425.6 |
|
| R2 |
6,485.7 |
6,485.7 |
6,416.1 |
|
| R1 |
6,441.3 |
6,441.3 |
6,406.5 |
6,463.5 |
| PP |
6,381.7 |
6,381.7 |
6,381.7 |
6,392.8 |
| S1 |
6,337.3 |
6,337.3 |
6,387.5 |
6,359.5 |
| S2 |
6,277.7 |
6,277.7 |
6,377.9 |
|
| S3 |
6,173.7 |
6,233.3 |
6,368.4 |
|
| S4 |
6,069.7 |
6,129.3 |
6,339.8 |
|
|
| 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 |
6,322.0 |
104.0 |
1.6% |
53.8 |
0.8% |
72% |
False |
False |
64,207 |
| 10 |
6,426.0 |
6,182.0 |
244.0 |
3.8% |
49.6 |
0.8% |
88% |
False |
False |
36,499 |
| 20 |
6,434.0 |
6,182.0 |
252.0 |
3.9% |
46.2 |
0.7% |
85% |
False |
False |
18,384 |
| 40 |
6,434.0 |
6,150.0 |
284.0 |
4.4% |
35.9 |
0.6% |
87% |
False |
False |
9,267 |
| 60 |
6,434.0 |
5,958.0 |
476.0 |
7.4% |
30.5 |
0.5% |
92% |
False |
False |
6,203 |
| 80 |
6,434.0 |
5,667.0 |
767.0 |
12.0% |
26.8 |
0.4% |
95% |
False |
False |
4,686 |
| 100 |
6,434.0 |
5,667.0 |
767.0 |
12.0% |
23.1 |
0.4% |
95% |
False |
False |
3,750 |
| 120 |
6,434.0 |
5,533.0 |
901.0 |
14.1% |
20.0 |
0.3% |
96% |
False |
False |
3,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,598.8 |
|
2.618 |
6,522.0 |
|
1.618 |
6,475.0 |
|
1.000 |
6,446.0 |
|
0.618 |
6,428.0 |
|
HIGH |
6,399.0 |
|
0.618 |
6,381.0 |
|
0.500 |
6,375.5 |
|
0.382 |
6,370.0 |
|
LOW |
6,352.0 |
|
0.618 |
6,323.0 |
|
1.000 |
6,305.0 |
|
1.618 |
6,276.0 |
|
2.618 |
6,229.0 |
|
4.250 |
6,152.3 |
|
|
| Fisher Pivots for day following 22-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,389.8 |
6,394.3 |
| PP |
6,382.7 |
6,391.7 |
| S1 |
6,375.5 |
6,389.0 |
|