| Trading Metrics calculated at close of trading on 19-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2008 |
19-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
12,158.68 |
12,022.54 |
-136.14 |
-1.1% |
12,210.13 |
| High |
12,158.68 |
12,114.79 |
-43.89 |
-0.4% |
12,369.23 |
| Low |
11,993.64 |
11,978.33 |
-15.31 |
-0.1% |
12,076.93 |
| Close |
12,029.06 |
12,063.09 |
34.03 |
0.3% |
12,307.35 |
| Range |
165.04 |
136.46 |
-28.58 |
-17.3% |
292.30 |
| ATR |
176.00 |
173.17 |
-2.82 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,461.45 |
12,398.73 |
12,138.14 |
|
| R3 |
12,324.99 |
12,262.27 |
12,100.62 |
|
| R2 |
12,188.53 |
12,188.53 |
12,088.11 |
|
| R1 |
12,125.81 |
12,125.81 |
12,075.60 |
12,157.17 |
| PP |
12,052.07 |
12,052.07 |
12,052.07 |
12,067.75 |
| S1 |
11,989.35 |
11,989.35 |
12,050.58 |
12,020.71 |
| S2 |
11,915.61 |
11,915.61 |
12,038.07 |
|
| S3 |
11,779.15 |
11,852.89 |
12,025.56 |
|
| S4 |
11,642.69 |
11,716.43 |
11,988.04 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,128.07 |
13,010.01 |
12,468.12 |
|
| R3 |
12,835.77 |
12,717.71 |
12,387.73 |
|
| R2 |
12,543.47 |
12,543.47 |
12,360.94 |
|
| R1 |
12,425.41 |
12,425.41 |
12,334.14 |
12,484.44 |
| PP |
12,251.17 |
12,251.17 |
12,251.17 |
12,280.69 |
| S1 |
12,133.11 |
12,133.11 |
12,280.56 |
12,192.14 |
| S2 |
11,958.87 |
11,958.87 |
12,253.76 |
|
| S3 |
11,666.57 |
11,840.81 |
12,226.97 |
|
| S4 |
11,374.27 |
11,548.51 |
12,146.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,322.82 |
11,978.33 |
344.49 |
2.9% |
149.44 |
1.2% |
25% |
False |
True |
|
| 10 |
12,603.07 |
11,978.33 |
624.74 |
5.2% |
185.69 |
1.5% |
14% |
False |
True |
|
| 20 |
12,726.66 |
11,978.33 |
748.33 |
6.2% |
168.97 |
1.4% |
11% |
False |
True |
|
| 40 |
13,136.69 |
11,978.33 |
1,158.36 |
9.6% |
168.50 |
1.4% |
7% |
False |
True |
|
| 60 |
13,136.69 |
11,978.33 |
1,158.36 |
9.6% |
168.98 |
1.4% |
7% |
False |
True |
|
| 80 |
13,136.69 |
11,731.60 |
1,405.09 |
11.6% |
191.29 |
1.6% |
24% |
False |
False |
|
| 100 |
13,136.69 |
11,731.60 |
1,405.09 |
11.6% |
197.62 |
1.6% |
24% |
False |
False |
|
| 120 |
13,451.38 |
11,634.82 |
1,816.56 |
15.1% |
210.45 |
1.7% |
24% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,694.75 |
|
2.618 |
12,472.04 |
|
1.618 |
12,335.58 |
|
1.000 |
12,251.25 |
|
0.618 |
12,199.12 |
|
HIGH |
12,114.79 |
|
0.618 |
12,062.66 |
|
0.500 |
12,046.56 |
|
0.382 |
12,030.46 |
|
LOW |
11,978.33 |
|
0.618 |
11,894.00 |
|
1.000 |
11,841.87 |
|
1.618 |
11,757.54 |
|
2.618 |
11,621.08 |
|
4.250 |
11,398.38 |
|
|
| Fisher Pivots for day following 19-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,057.58 |
12,150.58 |
| PP |
12,052.07 |
12,121.41 |
| S1 |
12,046.56 |
12,092.25 |
|