| Trading Metrics calculated at close of trading on 12-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2007 |
12-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
6,198.0 |
6,247.0 |
49.0 |
0.8% |
6,407.0 |
| High |
6,249.0 |
6,307.0 |
58.0 |
0.9% |
6,428.0 |
| Low |
6,198.0 |
6,238.0 |
40.0 |
0.6% |
6,198.0 |
| Close |
6,223.0 |
6,250.0 |
27.0 |
0.4% |
6,223.0 |
| Range |
51.0 |
69.0 |
18.0 |
35.3% |
230.0 |
| ATR |
74.2 |
74.9 |
0.7 |
0.9% |
0.0 |
| Volume |
27,778 |
28,457 |
679 |
2.4% |
116,191 |
|
| Daily Pivots for day following 12-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,472.0 |
6,430.0 |
6,288.0 |
|
| R3 |
6,403.0 |
6,361.0 |
6,269.0 |
|
| R2 |
6,334.0 |
6,334.0 |
6,262.7 |
|
| R1 |
6,292.0 |
6,292.0 |
6,256.3 |
6,313.0 |
| PP |
6,265.0 |
6,265.0 |
6,265.0 |
6,275.5 |
| S1 |
6,223.0 |
6,223.0 |
6,243.7 |
6,244.0 |
| S2 |
6,196.0 |
6,196.0 |
6,237.4 |
|
| S3 |
6,127.0 |
6,154.0 |
6,231.0 |
|
| S4 |
6,058.0 |
6,085.0 |
6,212.1 |
|
|
| Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,973.0 |
6,828.0 |
6,349.5 |
|
| R3 |
6,743.0 |
6,598.0 |
6,286.3 |
|
| R2 |
6,513.0 |
6,513.0 |
6,265.2 |
|
| R1 |
6,368.0 |
6,368.0 |
6,244.1 |
6,325.5 |
| PP |
6,283.0 |
6,283.0 |
6,283.0 |
6,261.8 |
| S1 |
6,138.0 |
6,138.0 |
6,201.9 |
6,095.5 |
| S2 |
6,053.0 |
6,053.0 |
6,180.8 |
|
| S3 |
5,823.0 |
5,908.0 |
6,159.8 |
|
| S4 |
5,593.0 |
5,678.0 |
6,096.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,413.0 |
6,198.0 |
215.0 |
3.4% |
58.0 |
0.9% |
24% |
False |
False |
24,162 |
| 10 |
6,428.0 |
6,198.0 |
230.0 |
3.7% |
58.2 |
0.9% |
23% |
False |
False |
23,100 |
| 20 |
6,428.0 |
6,198.0 |
230.0 |
3.7% |
58.2 |
0.9% |
23% |
False |
False |
20,353 |
| 40 |
6,428.0 |
6,152.0 |
276.0 |
4.4% |
58.2 |
0.9% |
36% |
False |
False |
19,197 |
| 60 |
6,428.0 |
5,834.0 |
594.0 |
9.5% |
58.5 |
0.9% |
70% |
False |
False |
18,524 |
| 80 |
6,428.0 |
5,665.0 |
763.0 |
12.2% |
57.1 |
0.9% |
77% |
False |
False |
16,643 |
| 100 |
6,428.0 |
5,656.0 |
772.0 |
12.4% |
50.6 |
0.8% |
77% |
False |
False |
13,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,600.3 |
|
2.618 |
6,487.6 |
|
1.618 |
6,418.6 |
|
1.000 |
6,376.0 |
|
0.618 |
6,349.6 |
|
HIGH |
6,307.0 |
|
0.618 |
6,280.6 |
|
0.500 |
6,272.5 |
|
0.382 |
6,264.4 |
|
LOW |
6,238.0 |
|
0.618 |
6,195.4 |
|
1.000 |
6,169.0 |
|
1.618 |
6,126.4 |
|
2.618 |
6,057.4 |
|
4.250 |
5,944.8 |
|
|
| Fisher Pivots for day following 12-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,272.5 |
6,263.0 |
| PP |
6,265.0 |
6,258.7 |
| S1 |
6,257.5 |
6,254.3 |
|