| Trading Metrics calculated at close of trading on 11-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2007 |
11-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1,491.3 |
1,506.5 |
15.2 |
1.0% |
1,539.3 |
| High |
1,509.0 |
1,516.2 |
7.2 |
0.5% |
1,542.5 |
| Low |
1,488.0 |
1,504.0 |
16.0 |
1.1% |
1,488.0 |
| Close |
1,507.9 |
1,510.5 |
2.6 |
0.2% |
1,507.9 |
| Range |
21.0 |
12.2 |
-8.8 |
-41.9% |
54.5 |
| ATR |
15.0 |
14.8 |
-0.2 |
-1.3% |
0.0 |
| Volume |
118,915 |
92,692 |
-26,223 |
-22.1% |
491,701 |
|
| Daily Pivots for day following 11-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,546.8 |
1,540.9 |
1,517.2 |
|
| R3 |
1,534.6 |
1,528.7 |
1,513.9 |
|
| R2 |
1,522.4 |
1,522.4 |
1,512.7 |
|
| R1 |
1,516.5 |
1,516.5 |
1,511.6 |
1,519.5 |
| PP |
1,510.2 |
1,510.2 |
1,510.2 |
1,511.7 |
| S1 |
1,504.3 |
1,504.3 |
1,509.4 |
1,507.3 |
| S2 |
1,498.0 |
1,498.0 |
1,508.3 |
|
| S3 |
1,485.8 |
1,492.1 |
1,507.1 |
|
| S4 |
1,473.6 |
1,479.9 |
1,503.8 |
|
|
| Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,676.3 |
1,646.6 |
1,537.9 |
|
| R3 |
1,621.8 |
1,592.1 |
1,522.9 |
|
| R2 |
1,567.3 |
1,567.3 |
1,517.9 |
|
| R1 |
1,537.6 |
1,537.6 |
1,512.9 |
1,525.2 |
| PP |
1,512.8 |
1,512.8 |
1,512.8 |
1,506.6 |
| S1 |
1,483.1 |
1,483.1 |
1,502.9 |
1,470.7 |
| S2 |
1,458.3 |
1,458.3 |
1,497.9 |
|
| S3 |
1,403.8 |
1,428.6 |
1,492.9 |
|
| S4 |
1,349.3 |
1,374.1 |
1,477.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,541.2 |
1,488.0 |
53.2 |
3.5% |
20.8 |
1.4% |
42% |
False |
False |
104,616 |
| 10 |
1,542.8 |
1,488.0 |
54.8 |
3.6% |
16.2 |
1.1% |
41% |
False |
False |
77,620 |
| 20 |
1,542.8 |
1,488.0 |
54.8 |
3.6% |
14.4 |
1.0% |
41% |
False |
False |
57,677 |
| 40 |
1,542.8 |
1,461.2 |
81.6 |
5.4% |
13.1 |
0.9% |
60% |
False |
False |
45,099 |
| 60 |
1,542.8 |
1,394.8 |
148.0 |
9.8% |
13.0 |
0.9% |
78% |
False |
False |
40,162 |
| 80 |
1,542.8 |
1,375.9 |
166.9 |
11.0% |
14.0 |
0.9% |
81% |
False |
False |
42,524 |
| 100 |
1,542.8 |
1,375.9 |
166.9 |
11.0% |
12.6 |
0.8% |
81% |
False |
False |
34,464 |
| 120 |
1,542.8 |
1,375.9 |
166.9 |
11.0% |
11.9 |
0.8% |
81% |
False |
False |
28,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,568.1 |
|
2.618 |
1,548.1 |
|
1.618 |
1,535.9 |
|
1.000 |
1,528.4 |
|
0.618 |
1,523.7 |
|
HIGH |
1,516.2 |
|
0.618 |
1,511.5 |
|
0.500 |
1,510.1 |
|
0.382 |
1,508.7 |
|
LOW |
1,504.0 |
|
0.618 |
1,496.5 |
|
1.000 |
1,491.8 |
|
1.618 |
1,484.3 |
|
2.618 |
1,472.1 |
|
4.250 |
1,452.2 |
|
|
| Fisher Pivots for day following 11-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,510.4 |
1,509.0 |
| PP |
1,510.2 |
1,507.4 |
| S1 |
1,510.1 |
1,505.9 |
|