| Trading Metrics calculated at close of trading on 24-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2008 |
24-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
11,843.83 |
11,842.36 |
-1.47 |
0.0% |
12,306.86 |
| High |
11,886.25 |
11,904.32 |
18.07 |
0.2% |
12,322.82 |
| Low |
11,814.60 |
11,725.52 |
-89.08 |
-0.8% |
11,818.83 |
| Close |
11,842.36 |
11,807.43 |
-34.93 |
-0.3% |
11,842.69 |
| Range |
71.65 |
178.80 |
107.15 |
149.5% |
503.99 |
| ATR |
170.64 |
171.22 |
0.58 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,348.82 |
12,256.93 |
11,905.77 |
|
| R3 |
12,170.02 |
12,078.13 |
11,856.60 |
|
| R2 |
11,991.22 |
11,991.22 |
11,840.21 |
|
| R1 |
11,899.33 |
11,899.33 |
11,823.82 |
11,855.88 |
| PP |
11,812.42 |
11,812.42 |
11,812.42 |
11,790.70 |
| S1 |
11,720.53 |
11,720.53 |
11,791.04 |
11,677.08 |
| S2 |
11,633.62 |
11,633.62 |
11,774.65 |
|
| S3 |
11,454.82 |
11,541.73 |
11,758.26 |
|
| S4 |
11,276.02 |
11,362.93 |
11,709.09 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,506.75 |
13,178.71 |
12,119.88 |
|
| R3 |
13,002.76 |
12,674.72 |
11,981.29 |
|
| R2 |
12,498.77 |
12,498.77 |
11,935.09 |
|
| R1 |
12,170.73 |
12,170.73 |
11,888.89 |
12,082.76 |
| PP |
11,994.78 |
11,994.78 |
11,994.78 |
11,950.79 |
| S1 |
11,666.74 |
11,666.74 |
11,796.49 |
11,578.77 |
| S2 |
11,490.79 |
11,490.79 |
11,750.29 |
|
| S3 |
10,986.80 |
11,162.75 |
11,704.09 |
|
| S4 |
10,482.81 |
10,658.76 |
11,565.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,158.68 |
11,725.52 |
433.16 |
3.7% |
159.06 |
1.3% |
19% |
False |
True |
|
| 10 |
12,322.82 |
11,725.52 |
597.30 |
5.1% |
164.09 |
1.4% |
14% |
False |
True |
|
| 20 |
12,726.66 |
11,725.52 |
1,001.14 |
8.5% |
175.17 |
1.5% |
8% |
False |
True |
|
| 40 |
13,136.69 |
11,725.52 |
1,411.17 |
12.0% |
168.77 |
1.4% |
6% |
False |
True |
|
| 60 |
13,136.69 |
11,725.52 |
1,411.17 |
12.0% |
168.56 |
1.4% |
6% |
False |
True |
|
| 80 |
13,136.69 |
11,725.52 |
1,411.17 |
12.0% |
189.25 |
1.6% |
6% |
False |
True |
|
| 100 |
13,136.69 |
11,725.52 |
1,411.17 |
12.0% |
193.72 |
1.6% |
6% |
False |
True |
|
| 120 |
13,137.93 |
11,634.82 |
1,503.11 |
12.7% |
209.91 |
1.8% |
11% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,664.22 |
|
2.618 |
12,372.42 |
|
1.618 |
12,193.62 |
|
1.000 |
12,083.12 |
|
0.618 |
12,014.82 |
|
HIGH |
11,904.32 |
|
0.618 |
11,836.02 |
|
0.500 |
11,814.92 |
|
0.382 |
11,793.82 |
|
LOW |
11,725.52 |
|
0.618 |
11,615.02 |
|
1.000 |
11,546.72 |
|
1.618 |
11,436.22 |
|
2.618 |
11,257.42 |
|
4.250 |
10,965.62 |
|
|
| Fisher Pivots for day following 24-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
11,814.92 |
11,893.86 |
| PP |
11,812.42 |
11,865.05 |
| S1 |
11,809.93 |
11,836.24 |
|