| Trading Metrics calculated at close of trading on 11-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2008 |
11-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
6,790.0 |
6,799.5 |
9.5 |
0.1% |
7,119.5 |
| High |
6,817.5 |
6,822.5 |
5.0 |
0.1% |
7,126.0 |
| Low |
6,725.0 |
6,637.0 |
-88.0 |
-1.3% |
6,749.5 |
| Close |
6,784.0 |
6,662.5 |
-121.5 |
-1.8% |
6,817.5 |
| Range |
92.5 |
185.5 |
93.0 |
100.5% |
376.5 |
| ATR |
116.0 |
120.9 |
5.0 |
4.3% |
0.0 |
| Volume |
185,454 |
200,288 |
14,834 |
8.0% |
517,488 |
|
| Daily Pivots for day following 11-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,263.8 |
7,148.7 |
6,764.5 |
|
| R3 |
7,078.3 |
6,963.2 |
6,713.5 |
|
| R2 |
6,892.8 |
6,892.8 |
6,696.5 |
|
| R1 |
6,777.7 |
6,777.7 |
6,679.5 |
6,742.5 |
| PP |
6,707.3 |
6,707.3 |
6,707.3 |
6,689.8 |
| S1 |
6,592.2 |
6,592.2 |
6,645.5 |
6,557.0 |
| S2 |
6,521.8 |
6,521.8 |
6,628.5 |
|
| S3 |
6,336.3 |
6,406.7 |
6,611.5 |
|
| S4 |
6,150.8 |
6,221.2 |
6,560.5 |
|
|
| 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 |
7,014.0 |
6,637.0 |
377.0 |
5.7% |
143.4 |
2.2% |
7% |
False |
True |
161,145 |
| 10 |
7,142.0 |
6,637.0 |
505.0 |
7.6% |
118.8 |
1.8% |
5% |
False |
True |
132,787 |
| 20 |
7,270.0 |
6,637.0 |
633.0 |
9.5% |
111.0 |
1.7% |
4% |
False |
True |
125,610 |
| 40 |
7,270.0 |
6,637.0 |
633.0 |
9.5% |
106.7 |
1.6% |
4% |
False |
True |
127,440 |
| 60 |
7,270.0 |
6,174.0 |
1,096.0 |
16.5% |
113.3 |
1.7% |
45% |
False |
False |
133,032 |
| 80 |
7,270.0 |
6,174.0 |
1,096.0 |
16.5% |
123.7 |
1.9% |
45% |
False |
False |
111,254 |
| 100 |
7,270.0 |
6,174.0 |
1,096.0 |
16.5% |
140.8 |
2.1% |
45% |
False |
False |
89,251 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
31.9% |
141.9 |
2.1% |
23% |
False |
False |
74,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,610.9 |
|
2.618 |
7,308.1 |
|
1.618 |
7,122.6 |
|
1.000 |
7,008.0 |
|
0.618 |
6,937.1 |
|
HIGH |
6,822.5 |
|
0.618 |
6,751.6 |
|
0.500 |
6,729.8 |
|
0.382 |
6,707.9 |
|
LOW |
6,637.0 |
|
0.618 |
6,522.4 |
|
1.000 |
6,451.5 |
|
1.618 |
6,336.9 |
|
2.618 |
6,151.4 |
|
4.250 |
5,848.6 |
|
|
| Fisher Pivots for day following 11-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,729.8 |
6,744.0 |
| PP |
6,707.3 |
6,716.8 |
| S1 |
6,684.9 |
6,689.7 |
|