| Trading Metrics calculated at close of trading on 28-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2007 |
28-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
6,568.0 |
6,605.0 |
37.0 |
0.6% |
6,784.5 |
| High |
6,574.5 |
6,626.0 |
51.5 |
0.8% |
6,796.0 |
| Low |
6,530.0 |
6,586.0 |
56.0 |
0.9% |
6,560.5 |
| Close |
6,566.0 |
6,589.5 |
23.5 |
0.4% |
6,606.5 |
| Range |
44.5 |
40.0 |
-4.5 |
-10.1% |
235.5 |
| ATR |
72.7 |
71.8 |
-0.9 |
-1.2% |
0.0 |
| Volume |
103,075 |
104,893 |
1,818 |
1.8% |
512,855 |
|
| Daily Pivots for day following 28-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,720.5 |
6,695.0 |
6,611.5 |
|
| R3 |
6,680.5 |
6,655.0 |
6,600.5 |
|
| R2 |
6,640.5 |
6,640.5 |
6,597.0 |
|
| R1 |
6,615.0 |
6,615.0 |
6,593.0 |
6,608.0 |
| PP |
6,600.5 |
6,600.5 |
6,600.5 |
6,597.0 |
| S1 |
6,575.0 |
6,575.0 |
6,586.0 |
6,568.0 |
| S2 |
6,560.5 |
6,560.5 |
6,582.0 |
|
| S3 |
6,520.5 |
6,535.0 |
6,578.5 |
|
| S4 |
6,480.5 |
6,495.0 |
6,567.5 |
|
|
| Weekly Pivots for week ending 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,361.0 |
7,219.0 |
6,736.0 |
|
| R3 |
7,125.5 |
6,983.5 |
6,671.5 |
|
| R2 |
6,890.0 |
6,890.0 |
6,649.5 |
|
| R1 |
6,748.0 |
6,748.0 |
6,628.0 |
6,701.0 |
| PP |
6,654.5 |
6,654.5 |
6,654.5 |
6,631.0 |
| S1 |
6,512.5 |
6,512.5 |
6,585.0 |
6,466.0 |
| S2 |
6,419.0 |
6,419.0 |
6,563.5 |
|
| S3 |
6,183.5 |
6,277.0 |
6,541.5 |
|
| S4 |
5,948.0 |
6,041.5 |
6,477.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,653.5 |
6,530.0 |
123.5 |
1.9% |
65.0 |
1.0% |
48% |
False |
False |
98,209 |
| 10 |
6,796.0 |
6,530.0 |
266.0 |
4.0% |
67.5 |
1.0% |
22% |
False |
False |
100,893 |
| 20 |
6,796.0 |
6,494.5 |
301.5 |
4.6% |
72.0 |
1.1% |
32% |
False |
False |
81,562 |
| 40 |
6,796.0 |
6,494.5 |
301.5 |
4.6% |
57.5 |
0.9% |
32% |
False |
False |
41,240 |
| 60 |
6,796.0 |
6,402.0 |
394.0 |
6.0% |
48.5 |
0.7% |
48% |
False |
False |
27,561 |
| 80 |
6,796.0 |
6,062.5 |
733.5 |
11.1% |
45.5 |
0.7% |
72% |
False |
False |
20,743 |
| 100 |
6,796.0 |
6,062.5 |
733.5 |
11.1% |
38.5 |
0.6% |
72% |
False |
False |
16,609 |
| 120 |
6,796.0 |
6,062.5 |
733.5 |
11.1% |
34.5 |
0.5% |
72% |
False |
False |
13,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,796.0 |
|
2.618 |
6,730.5 |
|
1.618 |
6,690.5 |
|
1.000 |
6,666.0 |
|
0.618 |
6,650.5 |
|
HIGH |
6,626.0 |
|
0.618 |
6,610.5 |
|
0.500 |
6,606.0 |
|
0.382 |
6,601.5 |
|
LOW |
6,586.0 |
|
0.618 |
6,561.5 |
|
1.000 |
6,546.0 |
|
1.618 |
6,521.5 |
|
2.618 |
6,481.5 |
|
4.250 |
6,416.0 |
|
|
| Fisher Pivots for day following 28-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,606.0 |
6,586.0 |
| PP |
6,600.5 |
6,583.0 |
| S1 |
6,595.0 |
6,580.0 |
|