| Trading Metrics calculated at close of trading on 27-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2007 |
27-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
13,352.37 |
13,336.93 |
-15.44 |
-0.1% |
13,639.00 |
| High |
13,452.52 |
13,433.01 |
-19.51 |
-0.1% |
13,674.36 |
| Low |
13,308.72 |
13,259.86 |
-48.86 |
-0.4% |
13,359.69 |
| Close |
13,337.66 |
13,427.73 |
90.07 |
0.7% |
13,360.26 |
| Range |
143.80 |
173.15 |
29.35 |
20.4% |
314.67 |
| ATR |
133.70 |
136.52 |
2.82 |
2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,892.98 |
13,833.51 |
13,522.96 |
|
| R3 |
13,719.83 |
13,660.36 |
13,475.35 |
|
| R2 |
13,546.68 |
13,546.68 |
13,459.47 |
|
| R1 |
13,487.21 |
13,487.21 |
13,443.60 |
13,516.95 |
| PP |
13,373.53 |
13,373.53 |
13,373.53 |
13,388.40 |
| S1 |
13,314.06 |
13,314.06 |
13,411.86 |
13,343.80 |
| S2 |
13,200.38 |
13,200.38 |
13,395.99 |
|
| S3 |
13,027.23 |
13,140.91 |
13,380.11 |
|
| S4 |
12,854.08 |
12,967.76 |
13,332.50 |
|
|
| Weekly Pivots for week ending 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,408.78 |
14,199.19 |
13,533.33 |
|
| R3 |
14,094.11 |
13,884.52 |
13,446.79 |
|
| R2 |
13,779.44 |
13,779.44 |
13,417.95 |
|
| R1 |
13,569.85 |
13,569.85 |
13,389.10 |
13,517.31 |
| PP |
13,464.77 |
13,464.77 |
13,464.77 |
13,438.50 |
| S1 |
13,255.18 |
13,255.18 |
13,331.42 |
13,202.64 |
| S2 |
13,150.10 |
13,150.10 |
13,302.57 |
|
| S3 |
12,835.43 |
12,940.51 |
13,273.73 |
|
| S4 |
12,520.76 |
12,625.84 |
13,187.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,564.21 |
13,259.86 |
304.35 |
2.3% |
171.34 |
1.3% |
55% |
False |
True |
|
| 10 |
13,688.66 |
13,259.86 |
428.80 |
3.2% |
141.64 |
1.1% |
39% |
False |
True |
|
| 20 |
13,692.00 |
13,251.53 |
440.47 |
3.3% |
136.96 |
1.0% |
40% |
False |
False |
|
| 40 |
13,692.00 |
13,130.53 |
561.47 |
4.2% |
118.65 |
0.9% |
53% |
False |
False |
|
| 60 |
13,692.00 |
12,379.05 |
1,312.95 |
9.8% |
110.76 |
0.8% |
80% |
False |
False |
|
| 80 |
13,692.00 |
11,939.61 |
1,752.39 |
13.1% |
113.81 |
0.8% |
85% |
False |
False |
|
| 100 |
13,692.00 |
11,939.61 |
1,752.39 |
13.1% |
115.10 |
0.9% |
85% |
False |
False |
|
| 120 |
13,692.00 |
11,939.61 |
1,752.39 |
13.1% |
110.70 |
0.8% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,168.90 |
|
2.618 |
13,886.32 |
|
1.618 |
13,713.17 |
|
1.000 |
13,606.16 |
|
0.618 |
13,540.02 |
|
HIGH |
13,433.01 |
|
0.618 |
13,366.87 |
|
0.500 |
13,346.44 |
|
0.382 |
13,326.00 |
|
LOW |
13,259.86 |
|
0.618 |
13,152.85 |
|
1.000 |
13,086.71 |
|
1.618 |
12,979.70 |
|
2.618 |
12,806.55 |
|
4.250 |
12,523.97 |
|
|
| Fisher Pivots for day following 27-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
13,400.63 |
13,409.93 |
| PP |
13,373.53 |
13,392.12 |
| S1 |
13,346.44 |
13,374.32 |
|