| Trading Metrics calculated at close of trading on 04-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2008 |
04-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
12,503.20 |
12,391.86 |
-111.34 |
-0.9% |
12,479.63 |
| High |
12,554.05 |
12,496.16 |
-57.89 |
-0.5% |
12,726.66 |
| Low |
12,342.12 |
12,338.78 |
-3.34 |
0.0% |
12,442.59 |
| Close |
12,402.85 |
12,390.48 |
-12.37 |
-0.1% |
12,638.32 |
| Range |
211.93 |
157.38 |
-54.55 |
-25.7% |
284.07 |
| ATR |
164.42 |
163.92 |
-0.50 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,880.61 |
12,792.93 |
12,477.04 |
|
| R3 |
12,723.23 |
12,635.55 |
12,433.76 |
|
| R2 |
12,565.85 |
12,565.85 |
12,419.33 |
|
| R1 |
12,478.17 |
12,478.17 |
12,404.91 |
12,443.32 |
| PP |
12,408.47 |
12,408.47 |
12,408.47 |
12,391.05 |
| S1 |
12,320.79 |
12,320.79 |
12,376.05 |
12,285.94 |
| S2 |
12,251.09 |
12,251.09 |
12,361.63 |
|
| S3 |
12,093.71 |
12,163.41 |
12,347.20 |
|
| S4 |
11,936.33 |
12,006.03 |
12,303.92 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,454.73 |
13,330.60 |
12,794.56 |
|
| R3 |
13,170.66 |
13,046.53 |
12,716.44 |
|
| R2 |
12,886.59 |
12,886.59 |
12,690.40 |
|
| R1 |
12,762.46 |
12,762.46 |
12,664.36 |
12,824.53 |
| PP |
12,602.52 |
12,602.52 |
12,602.52 |
12,633.56 |
| S1 |
12,478.39 |
12,478.39 |
12,612.28 |
12,540.46 |
| S2 |
12,318.45 |
12,318.45 |
12,586.24 |
|
| S3 |
12,034.38 |
12,194.32 |
12,560.20 |
|
| S4 |
11,750.31 |
11,910.25 |
12,482.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,726.66 |
12,338.78 |
387.88 |
3.1% |
164.78 |
1.3% |
13% |
False |
True |
|
| 10 |
12,862.47 |
12,338.78 |
523.69 |
4.2% |
158.92 |
1.3% |
10% |
False |
True |
|
| 20 |
13,136.69 |
12,338.78 |
797.91 |
6.4% |
160.17 |
1.3% |
6% |
False |
True |
|
| 40 |
13,136.69 |
12,269.81 |
866.88 |
7.0% |
161.67 |
1.3% |
14% |
False |
False |
|
| 60 |
13,136.69 |
11,741.01 |
1,395.68 |
11.3% |
188.55 |
1.5% |
47% |
False |
False |
|
| 80 |
13,136.69 |
11,731.60 |
1,405.09 |
11.3% |
194.19 |
1.6% |
47% |
False |
False |
|
| 100 |
13,136.69 |
11,634.82 |
1,501.87 |
12.1% |
212.16 |
1.7% |
50% |
False |
False |
|
| 120 |
13,704.52 |
11,634.82 |
2,069.70 |
16.7% |
209.93 |
1.7% |
37% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,165.03 |
|
2.618 |
12,908.18 |
|
1.618 |
12,750.80 |
|
1.000 |
12,653.54 |
|
0.618 |
12,593.42 |
|
HIGH |
12,496.16 |
|
0.618 |
12,436.04 |
|
0.500 |
12,417.47 |
|
0.382 |
12,398.90 |
|
LOW |
12,338.78 |
|
0.618 |
12,241.52 |
|
1.000 |
12,181.40 |
|
1.618 |
12,084.14 |
|
2.618 |
11,926.76 |
|
4.250 |
11,669.92 |
|
|
| Fisher Pivots for day following 04-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,417.47 |
12,488.43 |
| PP |
12,408.47 |
12,455.78 |
| S1 |
12,399.48 |
12,423.13 |
|