| 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 |
6,799.5 |
6,651.5 |
-148.0 |
-2.2% |
7,119.5 |
| High |
6,822.5 |
6,740.5 |
-82.0 |
-1.2% |
7,126.0 |
| Low |
6,637.0 |
6,649.0 |
12.0 |
0.2% |
6,749.5 |
| Close |
6,662.5 |
6,723.0 |
60.5 |
0.9% |
6,817.5 |
| Range |
185.5 |
91.5 |
-94.0 |
-50.7% |
376.5 |
| ATR |
120.9 |
118.8 |
-2.1 |
-1.7% |
0.0 |
| Volume |
200,288 |
166,906 |
-33,382 |
-16.7% |
517,488 |
|
| Daily Pivots for day following 12-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,978.7 |
6,942.3 |
6,773.3 |
|
| R3 |
6,887.2 |
6,850.8 |
6,748.2 |
|
| R2 |
6,795.7 |
6,795.7 |
6,739.8 |
|
| R1 |
6,759.3 |
6,759.3 |
6,731.4 |
6,777.5 |
| PP |
6,704.2 |
6,704.2 |
6,704.2 |
6,713.3 |
| S1 |
6,667.8 |
6,667.8 |
6,714.6 |
6,686.0 |
| S2 |
6,612.7 |
6,612.7 |
6,706.2 |
|
| S3 |
6,521.2 |
6,576.3 |
6,697.8 |
|
| S4 |
6,429.7 |
6,484.8 |
6,672.7 |
|
|
| 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 |
5.6% |
142.5 |
2.1% |
23% |
False |
False |
194,526 |
| 10 |
7,142.0 |
6,637.0 |
505.0 |
7.5% |
117.9 |
1.8% |
17% |
False |
False |
135,204 |
| 20 |
7,270.0 |
6,637.0 |
633.0 |
9.4% |
110.4 |
1.6% |
14% |
False |
False |
127,417 |
| 40 |
7,270.0 |
6,637.0 |
633.0 |
9.4% |
106.9 |
1.6% |
14% |
False |
False |
127,907 |
| 60 |
7,270.0 |
6,280.5 |
989.5 |
14.7% |
112.4 |
1.7% |
45% |
False |
False |
135,814 |
| 80 |
7,270.0 |
6,174.0 |
1,096.0 |
16.3% |
122.5 |
1.8% |
50% |
False |
False |
113,305 |
| 100 |
7,270.0 |
6,174.0 |
1,096.0 |
16.3% |
137.3 |
2.0% |
50% |
False |
False |
90,914 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
31.6% |
141.4 |
2.1% |
26% |
False |
False |
76,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,129.4 |
|
2.618 |
6,980.0 |
|
1.618 |
6,888.5 |
|
1.000 |
6,832.0 |
|
0.618 |
6,797.0 |
|
HIGH |
6,740.5 |
|
0.618 |
6,705.5 |
|
0.500 |
6,694.8 |
|
0.382 |
6,684.0 |
|
LOW |
6,649.0 |
|
0.618 |
6,592.5 |
|
1.000 |
6,557.5 |
|
1.618 |
6,501.0 |
|
2.618 |
6,409.5 |
|
4.250 |
6,260.1 |
|
|
| Fisher Pivots for day following 12-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,713.6 |
6,729.8 |
| PP |
6,704.2 |
6,727.5 |
| S1 |
6,694.8 |
6,725.3 |
|