| Trading Metrics calculated at close of trading on 07-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2007 |
07-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
6,365.0 |
6,265.0 |
-100.0 |
-1.6% |
6,300.0 |
| High |
6,388.0 |
6,328.0 |
-60.0 |
-0.9% |
6,369.0 |
| Low |
6,321.0 |
6,257.0 |
-64.0 |
-1.0% |
6,234.0 |
| Close |
6,346.0 |
6,315.0 |
-31.0 |
-0.5% |
6,359.0 |
| Range |
67.0 |
71.0 |
4.0 |
6.0% |
135.0 |
| ATR |
69.5 |
70.9 |
1.4 |
2.0% |
0.0 |
| Volume |
23,767 |
23,461 |
-306 |
-1.3% |
100,410 |
|
| Daily Pivots for day following 07-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,513.0 |
6,485.0 |
6,354.1 |
|
| R3 |
6,442.0 |
6,414.0 |
6,334.5 |
|
| R2 |
6,371.0 |
6,371.0 |
6,328.0 |
|
| R1 |
6,343.0 |
6,343.0 |
6,321.5 |
6,357.0 |
| PP |
6,300.0 |
6,300.0 |
6,300.0 |
6,307.0 |
| S1 |
6,272.0 |
6,272.0 |
6,308.5 |
6,286.0 |
| S2 |
6,229.0 |
6,229.0 |
6,302.0 |
|
| S3 |
6,158.0 |
6,201.0 |
6,295.5 |
|
| S4 |
6,087.0 |
6,130.0 |
6,276.0 |
|
|
| Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,725.7 |
6,677.3 |
6,433.3 |
|
| R3 |
6,590.7 |
6,542.3 |
6,396.1 |
|
| R2 |
6,455.7 |
6,455.7 |
6,383.8 |
|
| R1 |
6,407.3 |
6,407.3 |
6,371.4 |
6,431.5 |
| PP |
6,320.7 |
6,320.7 |
6,320.7 |
6,332.8 |
| S1 |
6,272.3 |
6,272.3 |
6,346.6 |
6,296.5 |
| S2 |
6,185.7 |
6,185.7 |
6,334.3 |
|
| S3 |
6,050.7 |
6,137.3 |
6,321.9 |
|
| S4 |
5,915.7 |
6,002.3 |
6,284.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,428.0 |
6,257.0 |
171.0 |
2.7% |
48.0 |
0.8% |
34% |
False |
True |
20,718 |
| 10 |
6,428.0 |
6,232.0 |
196.0 |
3.1% |
57.5 |
0.9% |
42% |
False |
False |
20,863 |
| 20 |
6,428.0 |
6,232.0 |
196.0 |
3.1% |
56.1 |
0.9% |
42% |
False |
False |
19,191 |
| 40 |
6,428.0 |
6,152.0 |
276.0 |
4.4% |
58.6 |
0.9% |
59% |
False |
False |
18,605 |
| 60 |
6,428.0 |
5,775.0 |
653.0 |
10.3% |
58.6 |
0.9% |
83% |
False |
False |
18,950 |
| 80 |
6,428.0 |
5,665.0 |
763.0 |
12.1% |
56.3 |
0.9% |
85% |
False |
False |
15,959 |
| 100 |
6,428.0 |
5,656.0 |
772.0 |
12.2% |
50.0 |
0.8% |
85% |
False |
False |
12,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,629.8 |
|
2.618 |
6,513.9 |
|
1.618 |
6,442.9 |
|
1.000 |
6,399.0 |
|
0.618 |
6,371.9 |
|
HIGH |
6,328.0 |
|
0.618 |
6,300.9 |
|
0.500 |
6,292.5 |
|
0.382 |
6,284.1 |
|
LOW |
6,257.0 |
|
0.618 |
6,213.1 |
|
1.000 |
6,186.0 |
|
1.618 |
6,142.1 |
|
2.618 |
6,071.1 |
|
4.250 |
5,955.3 |
|
|
| Fisher Pivots for day following 07-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,307.5 |
6,335.0 |
| PP |
6,300.0 |
6,328.3 |
| S1 |
6,292.5 |
6,321.7 |
|