| Trading Metrics calculated at close of trading on 18-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2008 |
18-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
3,599.0 |
3,610.0 |
11.0 |
0.3% |
3,636.0 |
| High |
3,640.0 |
3,610.0 |
-30.0 |
-0.8% |
3,676.0 |
| Low |
3,597.0 |
3,550.0 |
-47.0 |
-1.3% |
3,553.0 |
| Close |
3,613.0 |
3,560.0 |
-53.0 |
-1.5% |
3,621.0 |
| Range |
43.0 |
60.0 |
17.0 |
39.5% |
123.0 |
| ATR |
60.2 |
60.4 |
0.2 |
0.3% |
0.0 |
| Volume |
19,817 |
27,636 |
7,819 |
39.5% |
46,090 |
|
| Daily Pivots for day following 18-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,753.3 |
3,716.7 |
3,593.0 |
|
| R3 |
3,693.3 |
3,656.7 |
3,576.5 |
|
| R2 |
3,633.3 |
3,633.3 |
3,571.0 |
|
| R1 |
3,596.7 |
3,596.7 |
3,565.5 |
3,585.0 |
| PP |
3,573.3 |
3,573.3 |
3,573.3 |
3,567.5 |
| S1 |
3,536.7 |
3,536.7 |
3,554.5 |
3,525.0 |
| S2 |
3,513.3 |
3,513.3 |
3,549.0 |
|
| S3 |
3,453.3 |
3,476.7 |
3,543.5 |
|
| S4 |
3,393.3 |
3,416.7 |
3,527.0 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,985.7 |
3,926.3 |
3,688.7 |
|
| R3 |
3,862.7 |
3,803.3 |
3,654.8 |
|
| R2 |
3,739.7 |
3,739.7 |
3,643.6 |
|
| R1 |
3,680.3 |
3,680.3 |
3,632.3 |
3,648.5 |
| PP |
3,616.7 |
3,616.7 |
3,616.7 |
3,600.8 |
| S1 |
3,557.3 |
3,557.3 |
3,609.7 |
3,525.5 |
| S2 |
3,493.7 |
3,493.7 |
3,598.5 |
|
| S3 |
3,370.7 |
3,434.3 |
3,587.2 |
|
| S4 |
3,247.7 |
3,311.3 |
3,553.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,640.0 |
3,550.0 |
90.0 |
2.5% |
57.4 |
1.6% |
11% |
False |
True |
16,743 |
| 10 |
3,779.0 |
3,550.0 |
229.0 |
6.4% |
68.1 |
1.9% |
4% |
False |
True |
12,722 |
| 20 |
3,854.0 |
3,550.0 |
304.0 |
8.5% |
54.1 |
1.5% |
3% |
False |
True |
7,324 |
| 40 |
3,931.0 |
3,550.0 |
381.0 |
10.7% |
45.8 |
1.3% |
3% |
False |
True |
4,081 |
| 60 |
3,931.0 |
3,550.0 |
381.0 |
10.7% |
47.8 |
1.3% |
3% |
False |
True |
2,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,865.0 |
|
2.618 |
3,767.1 |
|
1.618 |
3,707.1 |
|
1.000 |
3,670.0 |
|
0.618 |
3,647.1 |
|
HIGH |
3,610.0 |
|
0.618 |
3,587.1 |
|
0.500 |
3,580.0 |
|
0.382 |
3,572.9 |
|
LOW |
3,550.0 |
|
0.618 |
3,512.9 |
|
1.000 |
3,490.0 |
|
1.618 |
3,452.9 |
|
2.618 |
3,392.9 |
|
4.250 |
3,295.0 |
|
|
| Fisher Pivots for day following 18-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,580.0 |
3,595.0 |
| PP |
3,573.3 |
3,583.3 |
| S1 |
3,566.7 |
3,571.7 |
|