| 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 |
6,999.0 |
7,004.5 |
5.5 |
0.1% |
7,119.5 |
| High |
7,006.0 |
7,014.0 |
8.0 |
0.1% |
7,126.0 |
| Low |
6,910.0 |
6,749.5 |
-160.5 |
-2.3% |
6,749.5 |
| Close |
6,986.0 |
6,817.5 |
-168.5 |
-2.4% |
6,817.5 |
| Range |
96.0 |
264.5 |
168.5 |
175.5% |
376.5 |
| ATR |
109.3 |
120.3 |
11.1 |
10.1% |
0.0 |
| Volume |
0 |
237,999 |
237,999 |
|
517,488 |
|
| Daily Pivots for day following 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,653.8 |
7,500.2 |
6,963.0 |
|
| R3 |
7,389.3 |
7,235.7 |
6,890.2 |
|
| R2 |
7,124.8 |
7,124.8 |
6,866.0 |
|
| R1 |
6,971.2 |
6,971.2 |
6,841.7 |
6,915.8 |
| PP |
6,860.3 |
6,860.3 |
6,860.3 |
6,832.6 |
| S1 |
6,706.7 |
6,706.7 |
6,793.3 |
6,651.3 |
| S2 |
6,595.8 |
6,595.8 |
6,769.0 |
|
| S3 |
6,331.3 |
6,442.2 |
6,744.8 |
|
| S4 |
6,066.8 |
6,177.7 |
6,672.0 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,027.2 |
7,798.8 |
7,024.6 |
|
| R3 |
7,650.7 |
7,422.3 |
6,921.0 |
|
| R2 |
7,274.2 |
7,274.2 |
6,886.5 |
|
| R1 |
7,045.8 |
7,045.8 |
6,852.0 |
6,971.8 |
| PP |
6,897.7 |
6,897.7 |
6,897.7 |
6,860.6 |
| S1 |
6,669.3 |
6,669.3 |
6,783.0 |
6,595.3 |
| S2 |
6,521.2 |
6,521.2 |
6,748.5 |
|
| S3 |
6,144.7 |
6,292.8 |
6,714.0 |
|
| S4 |
5,768.2 |
5,916.3 |
6,610.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,126.0 |
6,749.5 |
376.5 |
5.5% |
135.1 |
2.0% |
18% |
False |
True |
103,497 |
| 10 |
7,142.0 |
6,749.5 |
392.5 |
5.8% |
111.6 |
1.6% |
17% |
False |
True |
112,119 |
| 20 |
7,270.0 |
6,749.5 |
520.5 |
7.6% |
105.6 |
1.5% |
13% |
False |
True |
116,407 |
| 40 |
7,270.0 |
6,572.5 |
697.5 |
10.2% |
105.9 |
1.6% |
35% |
False |
False |
124,512 |
| 60 |
7,270.0 |
6,174.0 |
1,096.0 |
16.1% |
117.7 |
1.7% |
59% |
False |
False |
127,599 |
| 80 |
7,270.0 |
6,174.0 |
1,096.0 |
16.1% |
125.0 |
1.8% |
59% |
False |
False |
104,203 |
| 100 |
7,685.0 |
6,174.0 |
1,511.0 |
22.2% |
146.9 |
2.2% |
43% |
False |
False |
83,602 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
31.2% |
141.7 |
2.1% |
30% |
False |
False |
70,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,138.1 |
|
2.618 |
7,706.5 |
|
1.618 |
7,442.0 |
|
1.000 |
7,278.5 |
|
0.618 |
7,177.5 |
|
HIGH |
7,014.0 |
|
0.618 |
6,913.0 |
|
0.500 |
6,881.8 |
|
0.382 |
6,850.5 |
|
LOW |
6,749.5 |
|
0.618 |
6,586.0 |
|
1.000 |
6,485.0 |
|
1.618 |
6,321.5 |
|
2.618 |
6,057.0 |
|
4.250 |
5,625.4 |
|
|
| Fisher Pivots for day following 06-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,881.8 |
6,895.0 |
| PP |
6,860.3 |
6,869.2 |
| S1 |
6,838.9 |
6,843.3 |
|