| Trading Metrics calculated at close of trading on 26-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2007 |
26-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
6,348.0 |
6,363.0 |
15.0 |
0.2% |
6,337.0 |
| High |
6,371.0 |
6,370.0 |
-1.0 |
0.0% |
6,426.0 |
| Low |
6,326.0 |
6,322.0 |
-4.0 |
-0.1% |
6,322.0 |
| Close |
6,366.0 |
6,336.0 |
-30.0 |
-0.5% |
6,397.0 |
| Range |
45.0 |
48.0 |
3.0 |
6.7% |
104.0 |
| ATR |
63.0 |
61.9 |
-1.1 |
-1.7% |
0.0 |
| Volume |
19,487 |
19,709 |
222 |
1.1% |
321,036 |
|
| Daily Pivots for day following 26-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,486.7 |
6,459.3 |
6,362.4 |
|
| R3 |
6,438.7 |
6,411.3 |
6,349.2 |
|
| R2 |
6,390.7 |
6,390.7 |
6,344.8 |
|
| R1 |
6,363.3 |
6,363.3 |
6,340.4 |
6,353.0 |
| PP |
6,342.7 |
6,342.7 |
6,342.7 |
6,337.5 |
| S1 |
6,315.3 |
6,315.3 |
6,331.6 |
6,305.0 |
| S2 |
6,294.7 |
6,294.7 |
6,327.2 |
|
| S3 |
6,246.7 |
6,267.3 |
6,322.8 |
|
| S4 |
6,198.7 |
6,219.3 |
6,309.6 |
|
|
| 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% |
50.2 |
0.8% |
13% |
False |
True |
38,874 |
| 10 |
6,426.0 |
6,182.0 |
244.0 |
3.9% |
47.6 |
0.8% |
63% |
False |
False |
39,885 |
| 20 |
6,434.0 |
6,182.0 |
252.0 |
4.0% |
47.4 |
0.7% |
61% |
False |
False |
20,311 |
| 40 |
6,434.0 |
6,150.0 |
284.0 |
4.5% |
37.5 |
0.6% |
65% |
False |
False |
10,246 |
| 60 |
6,434.0 |
5,958.0 |
476.0 |
7.5% |
30.3 |
0.5% |
79% |
False |
False |
6,856 |
| 80 |
6,434.0 |
5,667.0 |
767.0 |
12.1% |
28.0 |
0.4% |
87% |
False |
False |
5,169 |
| 100 |
6,434.0 |
5,667.0 |
767.0 |
12.1% |
24.0 |
0.4% |
87% |
False |
False |
4,142 |
| 120 |
6,434.0 |
5,533.0 |
901.0 |
14.2% |
20.8 |
0.3% |
89% |
False |
False |
3,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,574.0 |
|
2.618 |
6,495.7 |
|
1.618 |
6,447.7 |
|
1.000 |
6,418.0 |
|
0.618 |
6,399.7 |
|
HIGH |
6,370.0 |
|
0.618 |
6,351.7 |
|
0.500 |
6,346.0 |
|
0.382 |
6,340.3 |
|
LOW |
6,322.0 |
|
0.618 |
6,292.3 |
|
1.000 |
6,274.0 |
|
1.618 |
6,244.3 |
|
2.618 |
6,196.3 |
|
4.250 |
6,118.0 |
|
|
| Fisher Pivots for day following 26-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,346.0 |
6,360.5 |
| PP |
6,342.7 |
6,352.3 |
| S1 |
6,339.3 |
6,344.2 |
|