| Trading Metrics calculated at close of trading on 06-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2008 |
06-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
12,388.81 |
12,602.74 |
213.93 |
1.7% |
12,637.67 |
| High |
12,610.96 |
12,603.07 |
-7.89 |
-0.1% |
12,638.08 |
| Low |
12,388.81 |
12,192.06 |
-196.75 |
-1.6% |
12,192.06 |
| Close |
12,604.45 |
12,209.81 |
-394.64 |
-3.1% |
12,209.81 |
| Range |
222.15 |
411.01 |
188.86 |
85.0% |
446.02 |
| ATR |
168.08 |
185.53 |
17.45 |
10.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,568.01 |
13,299.92 |
12,435.87 |
|
| R3 |
13,157.00 |
12,888.91 |
12,322.84 |
|
| R2 |
12,745.99 |
12,745.99 |
12,285.16 |
|
| R1 |
12,477.90 |
12,477.90 |
12,247.49 |
12,406.44 |
| PP |
12,334.98 |
12,334.98 |
12,334.98 |
12,299.25 |
| S1 |
12,066.89 |
12,066.89 |
12,172.13 |
11,995.43 |
| S2 |
11,923.97 |
11,923.97 |
12,134.46 |
|
| S3 |
11,512.96 |
11,655.88 |
12,096.78 |
|
| S4 |
11,101.95 |
11,244.87 |
11,983.75 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,684.71 |
13,393.28 |
12,455.12 |
|
| R3 |
13,238.69 |
12,947.26 |
12,332.47 |
|
| R2 |
12,792.67 |
12,792.67 |
12,291.58 |
|
| R1 |
12,501.24 |
12,501.24 |
12,250.70 |
12,423.95 |
| PP |
12,346.65 |
12,346.65 |
12,346.65 |
12,308.00 |
| S1 |
12,055.22 |
12,055.22 |
12,168.92 |
11,977.93 |
| S2 |
11,900.63 |
11,900.63 |
12,128.04 |
|
| S3 |
11,454.61 |
11,609.20 |
12,087.15 |
|
| S4 |
11,008.59 |
11,163.18 |
11,964.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,638.08 |
12,192.06 |
446.02 |
3.7% |
242.56 |
2.0% |
4% |
False |
True |
|
| 10 |
12,726.66 |
12,192.06 |
534.60 |
4.4% |
185.55 |
1.5% |
3% |
False |
True |
|
| 20 |
13,136.69 |
12,192.06 |
944.63 |
7.7% |
174.05 |
1.4% |
2% |
False |
True |
|
| 40 |
13,136.69 |
12,192.06 |
944.63 |
7.7% |
169.88 |
1.4% |
2% |
False |
True |
|
| 60 |
13,136.69 |
11,756.60 |
1,380.09 |
11.3% |
188.59 |
1.5% |
33% |
False |
False |
|
| 80 |
13,136.69 |
11,731.60 |
1,405.09 |
11.5% |
196.98 |
1.6% |
34% |
False |
False |
|
| 100 |
13,136.69 |
11,634.82 |
1,501.87 |
12.3% |
213.62 |
1.7% |
38% |
False |
False |
|
| 120 |
13,563.48 |
11,634.82 |
1,928.66 |
15.8% |
210.56 |
1.7% |
30% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,349.86 |
|
2.618 |
13,679.09 |
|
1.618 |
13,268.08 |
|
1.000 |
13,014.08 |
|
0.618 |
12,857.07 |
|
HIGH |
12,603.07 |
|
0.618 |
12,446.06 |
|
0.500 |
12,397.57 |
|
0.382 |
12,349.07 |
|
LOW |
12,192.06 |
|
0.618 |
11,938.06 |
|
1.000 |
11,781.05 |
|
1.618 |
11,527.05 |
|
2.618 |
11,116.04 |
|
4.250 |
10,445.27 |
|
|
| Fisher Pivots for day following 06-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,397.57 |
12,401.51 |
| PP |
12,334.98 |
12,337.61 |
| S1 |
12,272.40 |
12,273.71 |
|