| Trading Metrics calculated at close of trading on 12-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2008 |
12-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
12,286.34 |
12,089.63 |
-196.71 |
-1.6% |
12,637.67 |
| High |
12,286.67 |
12,269.24 |
-17.43 |
-0.1% |
12,638.08 |
| Low |
12,079.13 |
12,076.93 |
-2.20 |
0.0% |
12,192.06 |
| Close |
12,083.77 |
12,141.58 |
57.81 |
0.5% |
12,209.81 |
| Range |
207.54 |
192.31 |
-15.23 |
-7.3% |
446.02 |
| ATR |
182.76 |
183.44 |
0.68 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,739.51 |
12,632.86 |
12,247.35 |
|
| R3 |
12,547.20 |
12,440.55 |
12,194.47 |
|
| R2 |
12,354.89 |
12,354.89 |
12,176.84 |
|
| R1 |
12,248.24 |
12,248.24 |
12,159.21 |
12,301.57 |
| PP |
12,162.58 |
12,162.58 |
12,162.58 |
12,189.25 |
| S1 |
12,055.93 |
12,055.93 |
12,123.95 |
12,109.26 |
| S2 |
11,970.27 |
11,970.27 |
12,106.32 |
|
| S3 |
11,777.96 |
11,863.62 |
12,088.69 |
|
| S4 |
11,585.65 |
11,671.31 |
12,035.81 |
|
|
| 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 |
12,603.07 |
12,076.93 |
526.14 |
4.3% |
221.93 |
1.8% |
12% |
False |
True |
|
| 10 |
12,689.70 |
12,076.93 |
612.77 |
5.0% |
198.37 |
1.6% |
11% |
False |
True |
|
| 20 |
13,136.69 |
12,076.93 |
1,059.76 |
8.7% |
179.56 |
1.5% |
6% |
False |
True |
|
| 40 |
13,136.69 |
12,076.93 |
1,059.76 |
8.7% |
168.91 |
1.4% |
6% |
False |
True |
|
| 60 |
13,136.69 |
12,076.93 |
1,059.76 |
8.7% |
176.28 |
1.5% |
6% |
False |
True |
|
| 80 |
13,136.69 |
11,731.60 |
1,405.09 |
11.6% |
196.95 |
1.6% |
29% |
False |
False |
|
| 100 |
13,136.69 |
11,634.82 |
1,501.87 |
12.4% |
208.39 |
1.7% |
34% |
False |
False |
|
| 120 |
13,563.48 |
11,634.82 |
1,928.66 |
15.9% |
210.51 |
1.7% |
26% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,086.56 |
|
2.618 |
12,772.71 |
|
1.618 |
12,580.40 |
|
1.000 |
12,461.55 |
|
0.618 |
12,388.09 |
|
HIGH |
12,269.24 |
|
0.618 |
12,195.78 |
|
0.500 |
12,173.09 |
|
0.382 |
12,150.39 |
|
LOW |
12,076.93 |
|
0.618 |
11,958.08 |
|
1.000 |
11,884.62 |
|
1.618 |
11,765.77 |
|
2.618 |
11,573.46 |
|
4.250 |
11,259.61 |
|
|
| Fisher Pivots for day following 12-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,173.09 |
12,223.08 |
| PP |
12,162.58 |
12,195.91 |
| S1 |
12,152.08 |
12,168.75 |
|