| 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 |
1,356.25 |
1,335.25 |
-21.00 |
-1.5% |
1,400.75 |
| High |
1,363.50 |
1,353.50 |
-10.00 |
-0.7% |
1,411.00 |
| Low |
1,335.00 |
1,331.00 |
-4.00 |
-0.3% |
1,358.50 |
| Close |
1,335.75 |
1,341.00 |
5.25 |
0.4% |
1,359.50 |
| Range |
28.50 |
22.50 |
-6.00 |
-21.1% |
52.50 |
| ATR |
23.04 |
23.00 |
-0.04 |
-0.2% |
0.00 |
| Volume |
2,206,955 |
2,601,302 |
394,347 |
17.9% |
9,120,583 |
|
| Daily Pivots for day following 12-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,409.25 |
1,397.75 |
1,353.50 |
|
| R3 |
1,386.75 |
1,375.25 |
1,347.25 |
|
| R2 |
1,364.25 |
1,364.25 |
1,345.00 |
|
| R1 |
1,352.75 |
1,352.75 |
1,343.00 |
1,358.50 |
| PP |
1,341.75 |
1,341.75 |
1,341.75 |
1,344.75 |
| S1 |
1,330.25 |
1,330.25 |
1,339.00 |
1,336.00 |
| S2 |
1,319.25 |
1,319.25 |
1,337.00 |
|
| S3 |
1,296.75 |
1,307.75 |
1,334.75 |
|
| S4 |
1,274.25 |
1,285.25 |
1,328.50 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,533.75 |
1,499.25 |
1,388.50 |
|
| R3 |
1,481.25 |
1,446.75 |
1,374.00 |
|
| R2 |
1,428.75 |
1,428.75 |
1,369.00 |
|
| R1 |
1,394.25 |
1,394.25 |
1,364.25 |
1,385.25 |
| PP |
1,376.25 |
1,376.25 |
1,376.25 |
1,372.00 |
| S1 |
1,341.75 |
1,341.75 |
1,354.75 |
1,332.75 |
| S2 |
1,323.75 |
1,323.75 |
1,350.00 |
|
| S3 |
1,271.25 |
1,289.25 |
1,345.00 |
|
| S4 |
1,218.75 |
1,236.75 |
1,330.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,411.00 |
1,331.00 |
80.00 |
6.0% |
29.00 |
2.2% |
13% |
False |
True |
2,342,031 |
| 10 |
1,411.00 |
1,331.00 |
80.00 |
6.0% |
25.00 |
1.9% |
13% |
False |
True |
2,056,106 |
| 20 |
1,441.00 |
1,331.00 |
110.00 |
8.2% |
22.00 |
1.6% |
9% |
False |
True |
1,919,845 |
| 40 |
1,441.00 |
1,331.00 |
110.00 |
8.2% |
21.00 |
1.6% |
9% |
False |
True |
1,817,057 |
| 60 |
1,441.00 |
1,286.50 |
154.50 |
11.5% |
22.75 |
1.7% |
35% |
False |
False |
1,843,257 |
| 80 |
1,441.00 |
1,253.00 |
188.00 |
14.0% |
25.50 |
1.9% |
47% |
False |
False |
1,523,584 |
| 100 |
1,441.00 |
1,253.00 |
188.00 |
14.0% |
26.75 |
2.0% |
47% |
False |
False |
1,220,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,449.00 |
|
2.618 |
1,412.50 |
|
1.618 |
1,390.00 |
|
1.000 |
1,376.00 |
|
0.618 |
1,367.50 |
|
HIGH |
1,353.50 |
|
0.618 |
1,345.00 |
|
0.500 |
1,342.25 |
|
0.382 |
1,339.50 |
|
LOW |
1,331.00 |
|
0.618 |
1,317.00 |
|
1.000 |
1,308.50 |
|
1.618 |
1,294.50 |
|
2.618 |
1,272.00 |
|
4.250 |
1,235.50 |
|
|
| Fisher Pivots for day following 12-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,342.25 |
1,349.00 |
| PP |
1,341.75 |
1,346.50 |
| S1 |
1,341.50 |
1,343.75 |
|