| Trading Metrics calculated at close of trading on 04-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2007 |
04-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
13,628.69 |
13,667.21 |
38.52 |
0.3% |
13,507.28 |
| High |
13,692.00 |
13,690.38 |
-1.62 |
0.0% |
13,692.00 |
| Low |
13,624.39 |
13,618.78 |
-5.61 |
0.0% |
13,456.73 |
| Close |
13,668.11 |
13,676.32 |
8.21 |
0.1% |
13,668.11 |
| Range |
67.61 |
71.60 |
3.99 |
5.9% |
235.27 |
| ATR |
99.72 |
97.71 |
-2.01 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,876.63 |
13,848.07 |
13,715.70 |
|
| R3 |
13,805.03 |
13,776.47 |
13,696.01 |
|
| R2 |
13,733.43 |
13,733.43 |
13,689.45 |
|
| R1 |
13,704.87 |
13,704.87 |
13,682.88 |
13,719.15 |
| PP |
13,661.83 |
13,661.83 |
13,661.83 |
13,668.97 |
| S1 |
13,633.27 |
13,633.27 |
13,669.76 |
13,647.55 |
| S2 |
13,590.23 |
13,590.23 |
13,663.19 |
|
| S3 |
13,518.63 |
13,561.67 |
13,656.63 |
|
| S4 |
13,447.03 |
13,490.07 |
13,636.94 |
|
|
| Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,311.42 |
14,225.04 |
13,797.51 |
|
| R3 |
14,076.15 |
13,989.77 |
13,732.81 |
|
| R2 |
13,840.88 |
13,840.88 |
13,711.24 |
|
| R1 |
13,754.50 |
13,754.50 |
13,689.68 |
13,797.69 |
| PP |
13,605.61 |
13,605.61 |
13,605.61 |
13,627.21 |
| S1 |
13,519.23 |
13,519.23 |
13,646.54 |
13,562.42 |
| S2 |
13,370.34 |
13,370.34 |
13,624.98 |
|
| S3 |
13,135.07 |
13,283.96 |
13,603.41 |
|
| S4 |
12,899.80 |
13,048.69 |
13,538.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,692.00 |
13,456.73 |
235.27 |
1.7% |
95.25 |
0.7% |
93% |
False |
False |
|
| 10 |
13,692.00 |
13,423.90 |
268.10 |
2.0% |
97.21 |
0.7% |
94% |
False |
False |
|
| 20 |
13,692.00 |
13,210.90 |
481.10 |
3.5% |
98.60 |
0.7% |
97% |
False |
False |
|
| 40 |
13,692.00 |
12,428.22 |
1,263.78 |
9.2% |
95.78 |
0.7% |
99% |
False |
False |
|
| 60 |
13,692.00 |
11,939.61 |
1,752.39 |
12.8% |
103.36 |
0.8% |
99% |
False |
False |
|
| 80 |
13,692.00 |
11,939.61 |
1,752.39 |
12.8% |
110.01 |
0.8% |
99% |
False |
False |
|
| 100 |
13,692.00 |
11,939.61 |
1,752.39 |
12.8% |
104.22 |
0.8% |
99% |
False |
False |
|
| 120 |
13,692.00 |
11,939.61 |
1,752.39 |
12.8% |
101.64 |
0.7% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,994.68 |
|
2.618 |
13,877.83 |
|
1.618 |
13,806.23 |
|
1.000 |
13,761.98 |
|
0.618 |
13,734.63 |
|
HIGH |
13,690.38 |
|
0.618 |
13,663.03 |
|
0.500 |
13,654.58 |
|
0.382 |
13,646.13 |
|
LOW |
13,618.78 |
|
0.618 |
13,574.53 |
|
1.000 |
13,547.18 |
|
1.618 |
13,502.93 |
|
2.618 |
13,431.33 |
|
4.250 |
13,314.48 |
|
|
| Fisher Pivots for day following 04-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
13,669.07 |
13,668.67 |
| PP |
13,661.83 |
13,661.01 |
| S1 |
13,654.58 |
13,653.36 |
|