| Trading Metrics calculated at close of trading on 27-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2007 |
27-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
6,363.0 |
6,285.0 |
-78.0 |
-1.2% |
6,337.0 |
| High |
6,370.0 |
6,303.0 |
-67.0 |
-1.1% |
6,426.0 |
| Low |
6,322.0 |
6,184.0 |
-138.0 |
-2.2% |
6,322.0 |
| Close |
6,336.0 |
6,212.0 |
-124.0 |
-2.0% |
6,397.0 |
| Range |
48.0 |
119.0 |
71.0 |
147.9% |
104.0 |
| ATR |
61.9 |
68.3 |
6.4 |
10.4% |
0.0 |
| Volume |
19,709 |
32,153 |
12,444 |
63.1% |
321,036 |
|
| Daily Pivots for day following 27-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,590.0 |
6,520.0 |
6,277.5 |
|
| R3 |
6,471.0 |
6,401.0 |
6,244.7 |
|
| R2 |
6,352.0 |
6,352.0 |
6,233.8 |
|
| R1 |
6,282.0 |
6,282.0 |
6,222.9 |
6,257.5 |
| PP |
6,233.0 |
6,233.0 |
6,233.0 |
6,220.8 |
| S1 |
6,163.0 |
6,163.0 |
6,201.1 |
6,138.5 |
| S2 |
6,114.0 |
6,114.0 |
6,190.2 |
|
| S3 |
5,995.0 |
6,044.0 |
6,179.3 |
|
| S4 |
5,876.0 |
5,925.0 |
6,146.6 |
|
|
| 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 |
6,400.0 |
6,184.0 |
216.0 |
3.5% |
59.2 |
1.0% |
13% |
False |
True |
22,040 |
| 10 |
6,426.0 |
6,184.0 |
242.0 |
3.9% |
56.0 |
0.9% |
12% |
False |
True |
42,372 |
| 20 |
6,434.0 |
6,182.0 |
252.0 |
4.1% |
49.7 |
0.8% |
12% |
False |
False |
21,916 |
| 40 |
6,434.0 |
6,150.0 |
284.0 |
4.6% |
40.4 |
0.7% |
22% |
False |
False |
11,050 |
| 60 |
6,434.0 |
5,958.0 |
476.0 |
7.7% |
32.1 |
0.5% |
53% |
False |
False |
7,392 |
| 80 |
6,434.0 |
5,667.0 |
767.0 |
12.3% |
28.9 |
0.5% |
71% |
False |
False |
5,561 |
| 100 |
6,434.0 |
5,667.0 |
767.0 |
12.3% |
25.2 |
0.4% |
71% |
False |
False |
4,464 |
| 120 |
6,434.0 |
5,533.0 |
901.0 |
14.5% |
21.8 |
0.4% |
75% |
False |
False |
3,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,808.8 |
|
2.618 |
6,614.5 |
|
1.618 |
6,495.5 |
|
1.000 |
6,422.0 |
|
0.618 |
6,376.5 |
|
HIGH |
6,303.0 |
|
0.618 |
6,257.5 |
|
0.500 |
6,243.5 |
|
0.382 |
6,229.5 |
|
LOW |
6,184.0 |
|
0.618 |
6,110.5 |
|
1.000 |
6,065.0 |
|
1.618 |
5,991.5 |
|
2.618 |
5,872.5 |
|
4.250 |
5,678.3 |
|
|
| Fisher Pivots for day following 27-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,243.5 |
6,277.5 |
| PP |
6,233.0 |
6,255.7 |
| S1 |
6,222.5 |
6,233.8 |
|