| Trading Metrics calculated at close of trading on 01-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2007 |
01-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
13,657 |
13,653 |
-4 |
0.0% |
13,534 |
| High |
13,695 |
13,708 |
13 |
0.1% |
13,708 |
| Low |
13,631 |
13,638 |
7 |
0.1% |
13,470 |
| Close |
13,650 |
13,689 |
39 |
0.3% |
13,689 |
| Range |
64 |
70 |
6 |
9.4% |
238 |
| ATR |
108 |
105 |
-3 |
-2.5% |
0 |
| Volume |
172,862 |
114,399 |
-58,463 |
-33.8% |
517,704 |
|
| Daily Pivots for day following 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,888 |
13,859 |
13,728 |
|
| R3 |
13,818 |
13,789 |
13,708 |
|
| R2 |
13,748 |
13,748 |
13,702 |
|
| R1 |
13,719 |
13,719 |
13,696 |
13,734 |
| PP |
13,678 |
13,678 |
13,678 |
13,686 |
| S1 |
13,649 |
13,649 |
13,683 |
13,664 |
| S2 |
13,608 |
13,608 |
13,676 |
|
| S3 |
13,538 |
13,579 |
13,670 |
|
| S4 |
13,468 |
13,509 |
13,651 |
|
|
| Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,336 |
14,251 |
13,820 |
|
| R3 |
14,098 |
14,013 |
13,755 |
|
| R2 |
13,860 |
13,860 |
13,733 |
|
| R1 |
13,775 |
13,775 |
13,711 |
13,818 |
| PP |
13,622 |
13,622 |
13,622 |
13,644 |
| S1 |
13,537 |
13,537 |
13,667 |
13,580 |
| S2 |
13,384 |
13,384 |
13,645 |
|
| S3 |
13,146 |
13,299 |
13,624 |
|
| S4 |
12,908 |
13,061 |
13,558 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,708 |
13,470 |
238 |
1.7% |
100 |
0.7% |
92% |
True |
False |
150,138 |
| 10 |
13,708 |
13,449 |
259 |
1.9% |
105 |
0.8% |
93% |
True |
False |
135,423 |
| 20 |
13,708 |
13,235 |
473 |
3.5% |
105 |
0.8% |
96% |
True |
False |
133,976 |
| 40 |
13,708 |
12,487 |
1,221 |
8.9% |
101 |
0.7% |
98% |
True |
False |
121,314 |
| 60 |
13,708 |
12,035 |
1,673 |
12.2% |
109 |
0.8% |
99% |
True |
False |
127,198 |
| 80 |
13,708 |
12,035 |
1,673 |
12.2% |
115 |
0.8% |
99% |
True |
False |
95,591 |
| 100 |
13,708 |
12,035 |
1,673 |
12.2% |
104 |
0.8% |
99% |
True |
False |
76,479 |
| 120 |
13,708 |
12,035 |
1,673 |
12.2% |
92 |
0.7% |
99% |
True |
False |
63,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,006 |
|
2.618 |
13,891 |
|
1.618 |
13,821 |
|
1.000 |
13,778 |
|
0.618 |
13,751 |
|
HIGH |
13,708 |
|
0.618 |
13,681 |
|
0.500 |
13,673 |
|
0.382 |
13,665 |
|
LOW |
13,638 |
|
0.618 |
13,595 |
|
1.000 |
13,568 |
|
1.618 |
13,525 |
|
2.618 |
13,455 |
|
4.250 |
13,341 |
|
|
| Fisher Pivots for day following 01-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
13,684 |
13,656 |
| PP |
13,678 |
13,622 |
| S1 |
13,673 |
13,589 |
|