| Trading Metrics calculated at close of trading on 20-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2008 |
20-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
6,861.5 |
6,897.5 |
36.0 |
0.5% |
6,949.5 |
| High |
6,920.0 |
6,918.5 |
-1.5 |
0.0% |
7,012.5 |
| Low |
6,814.0 |
6,696.5 |
-117.5 |
-1.7% |
6,696.5 |
| Close |
6,882.0 |
6,731.0 |
-151.0 |
-2.2% |
6,731.0 |
| Range |
106.0 |
222.0 |
116.0 |
109.4% |
316.0 |
| ATR |
112.8 |
120.6 |
7.8 |
6.9% |
0.0 |
| Volume |
14,334 |
8,236 |
-6,098 |
-42.5% |
38,735 |
|
| Daily Pivots for day following 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,448.0 |
7,311.5 |
6,853.1 |
|
| R3 |
7,226.0 |
7,089.5 |
6,792.1 |
|
| R2 |
7,004.0 |
7,004.0 |
6,771.7 |
|
| R1 |
6,867.5 |
6,867.5 |
6,751.4 |
6,824.8 |
| PP |
6,782.0 |
6,782.0 |
6,782.0 |
6,760.6 |
| S1 |
6,645.5 |
6,645.5 |
6,710.7 |
6,602.8 |
| S2 |
6,560.0 |
6,560.0 |
6,690.3 |
|
| S3 |
6,338.0 |
6,423.5 |
6,670.0 |
|
| S4 |
6,116.0 |
6,201.5 |
6,608.9 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,761.3 |
7,562.2 |
6,904.8 |
|
| R3 |
7,445.3 |
7,246.2 |
6,817.9 |
|
| R2 |
7,129.3 |
7,129.3 |
6,788.9 |
|
| R1 |
6,930.2 |
6,930.2 |
6,760.0 |
6,871.8 |
| PP |
6,813.3 |
6,813.3 |
6,813.3 |
6,784.1 |
| S1 |
6,614.2 |
6,614.2 |
6,702.0 |
6,555.8 |
| S2 |
6,497.3 |
6,497.3 |
6,673.1 |
|
| S3 |
6,181.3 |
6,298.2 |
6,644.1 |
|
| S4 |
5,865.3 |
5,982.2 |
6,557.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,012.5 |
6,696.5 |
316.0 |
4.7% |
135.5 |
2.0% |
11% |
False |
True |
7,747 |
| 10 |
7,012.5 |
6,696.5 |
316.0 |
4.7% |
122.6 |
1.8% |
11% |
False |
True |
4,913 |
| 20 |
7,292.0 |
6,696.5 |
595.5 |
8.8% |
111.3 |
1.7% |
6% |
False |
True |
2,776 |
| 40 |
7,421.0 |
6,696.5 |
724.5 |
10.8% |
95.1 |
1.4% |
5% |
False |
True |
1,484 |
| 60 |
7,421.0 |
6,646.0 |
775.0 |
11.5% |
98.2 |
1.5% |
11% |
False |
False |
1,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,862.0 |
|
2.618 |
7,499.7 |
|
1.618 |
7,277.7 |
|
1.000 |
7,140.5 |
|
0.618 |
7,055.7 |
|
HIGH |
6,918.5 |
|
0.618 |
6,833.7 |
|
0.500 |
6,807.5 |
|
0.382 |
6,781.3 |
|
LOW |
6,696.5 |
|
0.618 |
6,559.3 |
|
1.000 |
6,474.5 |
|
1.618 |
6,337.3 |
|
2.618 |
6,115.3 |
|
4.250 |
5,753.0 |
|
|
| Fisher Pivots for day following 20-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,807.5 |
6,826.3 |
| PP |
6,782.0 |
6,794.5 |
| S1 |
6,756.5 |
6,762.8 |
|