| Trading Metrics calculated at close of trading on 05-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2007 |
05-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
6,654.0 |
6,672.0 |
18.0 |
0.3% |
6,602.0 |
| High |
6,672.0 |
6,684.0 |
12.0 |
0.2% |
6,680.0 |
| Low |
6,640.5 |
6,586.5 |
-54.0 |
-0.8% |
6,535.0 |
| Close |
6,664.0 |
6,645.0 |
-19.0 |
-0.3% |
6,677.5 |
| Range |
31.5 |
97.5 |
66.0 |
209.5% |
145.0 |
| ATR |
60.0 |
62.7 |
2.7 |
4.5% |
0.0 |
| Volume |
102,321 |
44,733 |
-57,588 |
-56.3% |
349,392 |
|
| Daily Pivots for day following 05-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,931.0 |
6,885.5 |
6,698.5 |
|
| R3 |
6,833.5 |
6,788.0 |
6,672.0 |
|
| R2 |
6,736.0 |
6,736.0 |
6,663.0 |
|
| R1 |
6,690.5 |
6,690.5 |
6,654.0 |
6,664.5 |
| PP |
6,638.5 |
6,638.5 |
6,638.5 |
6,625.5 |
| S1 |
6,593.0 |
6,593.0 |
6,636.0 |
6,567.0 |
| S2 |
6,541.0 |
6,541.0 |
6,627.0 |
|
| S3 |
6,443.5 |
6,495.5 |
6,618.0 |
|
| S4 |
6,346.0 |
6,398.0 |
6,591.5 |
|
|
| Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,066.0 |
7,016.5 |
6,757.0 |
|
| R3 |
6,921.0 |
6,871.5 |
6,717.5 |
|
| R2 |
6,776.0 |
6,776.0 |
6,704.0 |
|
| R1 |
6,726.5 |
6,726.5 |
6,691.0 |
6,751.0 |
| PP |
6,631.0 |
6,631.0 |
6,631.0 |
6,643.0 |
| S1 |
6,581.5 |
6,581.5 |
6,664.0 |
6,606.0 |
| S2 |
6,486.0 |
6,486.0 |
6,651.0 |
|
| S3 |
6,341.0 |
6,436.5 |
6,637.5 |
|
| S4 |
6,196.0 |
6,291.5 |
6,598.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,684.0 |
6,535.0 |
149.0 |
2.2% |
63.5 |
1.0% |
74% |
True |
False |
84,125 |
| 10 |
6,684.0 |
6,535.0 |
149.0 |
2.2% |
56.0 |
0.8% |
74% |
True |
False |
82,496 |
| 20 |
6,684.0 |
6,460.0 |
224.0 |
3.4% |
61.5 |
0.9% |
83% |
True |
False |
86,813 |
| 40 |
6,684.0 |
6,388.5 |
295.5 |
4.4% |
60.0 |
0.9% |
87% |
True |
False |
80,730 |
| 60 |
6,684.0 |
5,987.0 |
697.0 |
10.5% |
61.5 |
0.9% |
94% |
True |
False |
86,010 |
| 80 |
6,684.0 |
5,981.5 |
702.5 |
10.6% |
62.0 |
0.9% |
94% |
True |
False |
65,426 |
| 100 |
6,684.0 |
5,981.5 |
702.5 |
10.6% |
58.0 |
0.9% |
94% |
True |
False |
52,378 |
| 120 |
6,684.0 |
5,981.5 |
702.5 |
10.6% |
52.0 |
0.8% |
94% |
True |
False |
43,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,098.5 |
|
2.618 |
6,939.5 |
|
1.618 |
6,842.0 |
|
1.000 |
6,781.5 |
|
0.618 |
6,744.5 |
|
HIGH |
6,684.0 |
|
0.618 |
6,647.0 |
|
0.500 |
6,635.0 |
|
0.382 |
6,623.5 |
|
LOW |
6,586.5 |
|
0.618 |
6,526.0 |
|
1.000 |
6,489.0 |
|
1.618 |
6,428.5 |
|
2.618 |
6,331.0 |
|
4.250 |
6,172.0 |
|
|
| Fisher Pivots for day following 05-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,642.0 |
6,642.0 |
| PP |
6,638.5 |
6,638.5 |
| S1 |
6,635.0 |
6,635.0 |
|