| Trading Metrics calculated at close of trading on 10-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2008 |
10-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
6,777.5 |
6,790.0 |
12.5 |
0.2% |
7,119.5 |
| High |
6,851.0 |
6,817.5 |
-33.5 |
-0.5% |
7,126.0 |
| Low |
6,772.5 |
6,725.0 |
-47.5 |
-0.7% |
6,749.5 |
| Close |
6,823.0 |
6,784.0 |
-39.0 |
-0.6% |
6,817.5 |
| Range |
78.5 |
92.5 |
14.0 |
17.8% |
376.5 |
| ATR |
117.4 |
116.0 |
-1.4 |
-1.2% |
0.0 |
| Volume |
181,986 |
185,454 |
3,468 |
1.9% |
517,488 |
|
| Daily Pivots for day following 10-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,053.0 |
7,011.0 |
6,834.9 |
|
| R3 |
6,960.5 |
6,918.5 |
6,809.4 |
|
| R2 |
6,868.0 |
6,868.0 |
6,801.0 |
|
| R1 |
6,826.0 |
6,826.0 |
6,792.5 |
6,800.8 |
| PP |
6,775.5 |
6,775.5 |
6,775.5 |
6,762.9 |
| S1 |
6,733.5 |
6,733.5 |
6,775.5 |
6,708.3 |
| S2 |
6,683.0 |
6,683.0 |
6,767.0 |
|
| S3 |
6,590.5 |
6,641.0 |
6,758.6 |
|
| S4 |
6,498.0 |
6,548.5 |
6,733.1 |
|
|
| 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 |
7,040.5 |
6,725.0 |
315.5 |
4.7% |
122.2 |
1.8% |
19% |
False |
True |
121,087 |
| 10 |
7,142.0 |
6,725.0 |
417.0 |
6.1% |
113.4 |
1.7% |
14% |
False |
True |
129,653 |
| 20 |
7,270.0 |
6,725.0 |
545.0 |
8.0% |
106.9 |
1.6% |
11% |
False |
True |
123,220 |
| 40 |
7,270.0 |
6,655.0 |
615.0 |
9.1% |
105.7 |
1.6% |
21% |
False |
False |
126,533 |
| 60 |
7,270.0 |
6,174.0 |
1,096.0 |
16.2% |
114.7 |
1.7% |
56% |
False |
False |
129,694 |
| 80 |
7,270.0 |
6,174.0 |
1,096.0 |
16.2% |
122.8 |
1.8% |
56% |
False |
False |
108,770 |
| 100 |
7,397.5 |
6,174.0 |
1,223.5 |
18.0% |
144.2 |
2.1% |
50% |
False |
False |
87,258 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
31.3% |
141.3 |
2.1% |
29% |
False |
False |
73,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,210.6 |
|
2.618 |
7,059.7 |
|
1.618 |
6,967.2 |
|
1.000 |
6,910.0 |
|
0.618 |
6,874.7 |
|
HIGH |
6,817.5 |
|
0.618 |
6,782.2 |
|
0.500 |
6,771.3 |
|
0.382 |
6,760.3 |
|
LOW |
6,725.0 |
|
0.618 |
6,667.8 |
|
1.000 |
6,632.5 |
|
1.618 |
6,575.3 |
|
2.618 |
6,482.8 |
|
4.250 |
6,331.9 |
|
|
| Fisher Pivots for day following 10-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,779.8 |
6,869.5 |
| PP |
6,775.5 |
6,841.0 |
| S1 |
6,771.3 |
6,812.5 |
|