| 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 |
13,590.66 |
13,463.48 |
-127.18 |
-0.9% |
13,507.28 |
| High |
13,591.07 |
13,480.22 |
-110.85 |
-0.8% |
13,692.00 |
| Low |
13,437.31 |
13,259.82 |
-177.49 |
-1.3% |
13,456.73 |
| Close |
13,465.67 |
13,266.73 |
-198.94 |
-1.5% |
13,668.11 |
| Range |
153.76 |
220.40 |
66.64 |
43.3% |
235.27 |
| ATR |
103.86 |
112.18 |
8.32 |
8.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,996.79 |
13,852.16 |
13,387.95 |
|
| R3 |
13,776.39 |
13,631.76 |
13,327.34 |
|
| R2 |
13,555.99 |
13,555.99 |
13,307.14 |
|
| R1 |
13,411.36 |
13,411.36 |
13,286.93 |
13,373.48 |
| PP |
13,335.59 |
13,335.59 |
13,335.59 |
13,316.65 |
| S1 |
13,190.96 |
13,190.96 |
13,246.53 |
13,153.08 |
| S2 |
13,115.19 |
13,115.19 |
13,226.32 |
|
| S3 |
12,894.79 |
12,970.56 |
13,206.12 |
|
| S4 |
12,674.39 |
12,750.16 |
13,145.51 |
|
|
| 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 |
13,259.82 |
432.18 |
3.3% |
127.18 |
1.0% |
2% |
False |
True |
|
| 10 |
13,692.00 |
13,259.82 |
432.18 |
3.3% |
124.96 |
0.9% |
2% |
False |
True |
|
| 20 |
13,692.00 |
13,210.90 |
481.10 |
3.6% |
112.20 |
0.8% |
12% |
False |
False |
|
| 40 |
13,692.00 |
12,428.22 |
1,263.78 |
9.5% |
103.16 |
0.8% |
66% |
False |
False |
|
| 60 |
13,692.00 |
11,939.61 |
1,752.39 |
13.2% |
104.27 |
0.8% |
76% |
False |
False |
|
| 80 |
13,692.00 |
11,939.61 |
1,752.39 |
13.2% |
112.57 |
0.8% |
76% |
False |
False |
|
| 100 |
13,692.00 |
11,939.61 |
1,752.39 |
13.2% |
106.50 |
0.8% |
76% |
False |
False |
|
| 120 |
13,692.00 |
11,939.61 |
1,752.39 |
13.2% |
103.87 |
0.8% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,416.92 |
|
2.618 |
14,057.23 |
|
1.618 |
13,836.83 |
|
1.000 |
13,700.62 |
|
0.618 |
13,616.43 |
|
HIGH |
13,480.22 |
|
0.618 |
13,396.03 |
|
0.500 |
13,370.02 |
|
0.382 |
13,344.01 |
|
LOW |
13,259.82 |
|
0.618 |
13,123.61 |
|
1.000 |
13,039.42 |
|
1.618 |
12,903.21 |
|
2.618 |
12,682.81 |
|
4.250 |
12,323.12 |
|
|
| Fisher Pivots for day following 07-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
13,370.02 |
13,466.67 |
| PP |
13,335.59 |
13,400.02 |
| S1 |
13,301.16 |
13,333.38 |
|