| Trading Metrics calculated at close of trading on 15-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2007 |
15-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
6,633.5 |
6,709.0 |
75.5 |
1.1% |
6,570.0 |
| High |
6,699.5 |
6,780.5 |
81.0 |
1.2% |
6,780.5 |
| Low |
6,631.5 |
6,702.0 |
70.5 |
1.1% |
6,525.0 |
| Close |
6,686.5 |
6,768.0 |
81.5 |
1.2% |
6,768.0 |
| Range |
68.0 |
78.5 |
10.5 |
15.4% |
255.5 |
| ATR |
68.1 |
69.9 |
1.9 |
2.7% |
0.0 |
| Volume |
192,979 |
127,250 |
-65,729 |
-34.1% |
684,682 |
|
| Daily Pivots for day following 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,985.5 |
6,955.5 |
6,811.0 |
|
| R3 |
6,907.0 |
6,877.0 |
6,789.5 |
|
| R2 |
6,828.5 |
6,828.5 |
6,782.5 |
|
| R1 |
6,798.5 |
6,798.5 |
6,775.0 |
6,813.5 |
| PP |
6,750.0 |
6,750.0 |
6,750.0 |
6,758.0 |
| S1 |
6,720.0 |
6,720.0 |
6,761.0 |
6,735.0 |
| S2 |
6,671.5 |
6,671.5 |
6,753.5 |
|
| S3 |
6,593.0 |
6,641.5 |
6,746.5 |
|
| S4 |
6,514.5 |
6,563.0 |
6,725.0 |
|
|
| Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,457.5 |
7,368.5 |
6,908.5 |
|
| R3 |
7,202.0 |
7,113.0 |
6,838.5 |
|
| R2 |
6,946.5 |
6,946.5 |
6,815.0 |
|
| R1 |
6,857.5 |
6,857.5 |
6,791.5 |
6,902.0 |
| PP |
6,691.0 |
6,691.0 |
6,691.0 |
6,713.5 |
| S1 |
6,602.0 |
6,602.0 |
6,744.5 |
6,646.5 |
| S2 |
6,435.5 |
6,435.5 |
6,721.0 |
|
| S3 |
6,180.0 |
6,346.5 |
6,697.5 |
|
| S4 |
5,924.5 |
6,091.0 |
6,627.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,780.5 |
6,525.0 |
255.5 |
3.8% |
75.5 |
1.1% |
95% |
True |
False |
136,936 |
| 10 |
6,780.5 |
6,494.5 |
286.0 |
4.2% |
79.0 |
1.2% |
96% |
True |
False |
74,627 |
| 20 |
6,780.5 |
6,494.5 |
286.0 |
4.2% |
62.0 |
0.9% |
96% |
True |
False |
38,091 |
| 40 |
6,780.5 |
6,451.5 |
329.0 |
4.9% |
47.5 |
0.7% |
96% |
True |
False |
19,206 |
| 60 |
6,780.5 |
6,321.5 |
459.0 |
6.8% |
45.0 |
0.7% |
97% |
True |
False |
12,923 |
| 80 |
6,780.5 |
6,062.5 |
718.0 |
10.6% |
40.5 |
0.6% |
98% |
True |
False |
9,740 |
| 100 |
6,780.5 |
6,062.5 |
718.0 |
10.6% |
33.0 |
0.5% |
98% |
True |
False |
7,814 |
| 120 |
6,780.5 |
6,062.5 |
718.0 |
10.6% |
29.5 |
0.4% |
98% |
True |
False |
6,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,114.0 |
|
2.618 |
6,986.0 |
|
1.618 |
6,907.5 |
|
1.000 |
6,859.0 |
|
0.618 |
6,829.0 |
|
HIGH |
6,780.5 |
|
0.618 |
6,750.5 |
|
0.500 |
6,741.0 |
|
0.382 |
6,732.0 |
|
LOW |
6,702.0 |
|
0.618 |
6,653.5 |
|
1.000 |
6,623.5 |
|
1.618 |
6,575.0 |
|
2.618 |
6,496.5 |
|
4.250 |
6,368.5 |
|
|
| Fisher Pivots for day following 15-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,759.0 |
6,729.5 |
| PP |
6,750.0 |
6,691.0 |
| S1 |
6,741.0 |
6,653.0 |
|