| Trading Metrics calculated at close of trading on 25-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2007 |
25-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
6,392.0 |
6,348.0 |
-44.0 |
-0.7% |
6,337.0 |
| High |
6,399.0 |
6,371.0 |
-28.0 |
-0.4% |
6,426.0 |
| Low |
6,352.0 |
6,326.0 |
-26.0 |
-0.4% |
6,322.0 |
| Close |
6,397.0 |
6,366.0 |
-31.0 |
-0.5% |
6,397.0 |
| Range |
47.0 |
45.0 |
-2.0 |
-4.3% |
104.0 |
| ATR |
62.4 |
63.0 |
0.6 |
1.0% |
0.0 |
| Volume |
16,589 |
19,487 |
2,898 |
17.5% |
321,036 |
|
| Daily Pivots for day following 25-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,489.3 |
6,472.7 |
6,390.8 |
|
| R3 |
6,444.3 |
6,427.7 |
6,378.4 |
|
| R2 |
6,399.3 |
6,399.3 |
6,374.3 |
|
| R1 |
6,382.7 |
6,382.7 |
6,370.1 |
6,391.0 |
| PP |
6,354.3 |
6,354.3 |
6,354.3 |
6,358.5 |
| S1 |
6,337.7 |
6,337.7 |
6,361.9 |
6,346.0 |
| S2 |
6,309.3 |
6,309.3 |
6,357.8 |
|
| S3 |
6,264.3 |
6,292.7 |
6,353.6 |
|
| S4 |
6,219.3 |
6,247.7 |
6,341.3 |
|
|
| 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% |
55.6 |
0.9% |
42% |
False |
False |
58,120 |
| 10 |
6,426.0 |
6,182.0 |
244.0 |
3.8% |
49.6 |
0.8% |
75% |
False |
False |
38,374 |
| 20 |
6,434.0 |
6,182.0 |
252.0 |
4.0% |
46.5 |
0.7% |
73% |
False |
False |
19,348 |
| 40 |
6,434.0 |
6,150.0 |
284.0 |
4.5% |
36.6 |
0.6% |
76% |
False |
False |
9,754 |
| 60 |
6,434.0 |
5,958.0 |
476.0 |
7.5% |
30.5 |
0.5% |
86% |
False |
False |
6,528 |
| 80 |
6,434.0 |
5,667.0 |
767.0 |
12.0% |
27.4 |
0.4% |
91% |
False |
False |
4,928 |
| 100 |
6,434.0 |
5,667.0 |
767.0 |
12.0% |
23.5 |
0.4% |
91% |
False |
False |
3,945 |
| 120 |
6,434.0 |
5,533.0 |
901.0 |
14.2% |
20.4 |
0.3% |
92% |
False |
False |
3,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,562.3 |
|
2.618 |
6,488.8 |
|
1.618 |
6,443.8 |
|
1.000 |
6,416.0 |
|
0.618 |
6,398.8 |
|
HIGH |
6,371.0 |
|
0.618 |
6,353.8 |
|
0.500 |
6,348.5 |
|
0.382 |
6,343.2 |
|
LOW |
6,326.0 |
|
0.618 |
6,298.2 |
|
1.000 |
6,281.0 |
|
1.618 |
6,253.2 |
|
2.618 |
6,208.2 |
|
4.250 |
6,134.8 |
|
|
| Fisher Pivots for day following 25-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,360.2 |
6,365.0 |
| PP |
6,354.3 |
6,364.0 |
| S1 |
6,348.5 |
6,363.0 |
|