| 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 |
6,481.0 |
6,521.0 |
40.0 |
0.6% |
6,654.0 |
| High |
6,526.0 |
6,596.0 |
70.0 |
1.1% |
6,684.0 |
| Low |
6,455.0 |
6,521.0 |
66.0 |
1.0% |
6,455.0 |
| Close |
6,500.5 |
6,564.5 |
64.0 |
1.0% |
6,500.5 |
| Range |
71.0 |
75.0 |
4.0 |
5.6% |
229.0 |
| ATR |
69.5 |
71.3 |
1.9 |
2.7% |
0.0 |
| Volume |
166,522 |
170,617 |
4,095 |
2.5% |
571,321 |
|
| Daily Pivots for day following 11-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,785.5 |
6,750.0 |
6,606.0 |
|
| R3 |
6,710.5 |
6,675.0 |
6,585.0 |
|
| R2 |
6,635.5 |
6,635.5 |
6,578.0 |
|
| R1 |
6,600.0 |
6,600.0 |
6,571.5 |
6,618.0 |
| PP |
6,560.5 |
6,560.5 |
6,560.5 |
6,569.5 |
| S1 |
6,525.0 |
6,525.0 |
6,557.5 |
6,543.0 |
| S2 |
6,485.5 |
6,485.5 |
6,551.0 |
|
| S3 |
6,410.5 |
6,450.0 |
6,544.0 |
|
| S4 |
6,335.5 |
6,375.0 |
6,523.0 |
|
|
| Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,233.5 |
7,096.0 |
6,626.5 |
|
| R3 |
7,004.5 |
6,867.0 |
6,563.5 |
|
| R2 |
6,775.5 |
6,775.5 |
6,542.5 |
|
| R1 |
6,638.0 |
6,638.0 |
6,521.5 |
6,592.0 |
| PP |
6,546.5 |
6,546.5 |
6,546.5 |
6,523.5 |
| S1 |
6,409.0 |
6,409.0 |
6,479.5 |
6,363.0 |
| S2 |
6,317.5 |
6,317.5 |
6,458.5 |
|
| S3 |
6,088.5 |
6,180.0 |
6,437.5 |
|
| S4 |
5,859.5 |
5,951.0 |
6,374.5 |
|
|
| 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 |
6,455.0 |
229.0 |
3.5% |
93.0 |
1.4% |
48% |
False |
False |
127,923 |
| 10 |
6,684.0 |
6,455.0 |
229.0 |
3.5% |
73.0 |
1.1% |
48% |
False |
False |
109,133 |
| 20 |
6,684.0 |
6,455.0 |
229.0 |
3.5% |
63.0 |
1.0% |
48% |
False |
False |
97,444 |
| 40 |
6,684.0 |
6,397.5 |
286.5 |
4.4% |
64.0 |
1.0% |
58% |
False |
False |
88,833 |
| 60 |
6,684.0 |
6,083.5 |
600.5 |
9.1% |
62.5 |
0.9% |
80% |
False |
False |
87,535 |
| 80 |
6,684.0 |
5,981.5 |
702.5 |
10.7% |
65.0 |
1.0% |
83% |
False |
False |
72,854 |
| 100 |
6,684.0 |
5,981.5 |
702.5 |
10.7% |
60.0 |
0.9% |
83% |
False |
False |
58,322 |
| 120 |
6,684.0 |
5,981.5 |
702.5 |
10.7% |
55.0 |
0.8% |
83% |
False |
False |
48,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,915.0 |
|
2.618 |
6,792.5 |
|
1.618 |
6,717.5 |
|
1.000 |
6,671.0 |
|
0.618 |
6,642.5 |
|
HIGH |
6,596.0 |
|
0.618 |
6,567.5 |
|
0.500 |
6,558.5 |
|
0.382 |
6,549.5 |
|
LOW |
6,521.0 |
|
0.618 |
6,474.5 |
|
1.000 |
6,446.0 |
|
1.618 |
6,399.5 |
|
2.618 |
6,324.5 |
|
4.250 |
6,202.0 |
|
|
| Fisher Pivots for day following 11-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,562.5 |
6,551.5 |
| PP |
6,560.5 |
6,538.5 |
| S1 |
6,558.5 |
6,525.5 |
|