| Trading Metrics calculated at close of trading on 16-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2008 |
16-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
6,710.0 |
6,791.5 |
81.5 |
1.2% |
6,777.5 |
| High |
6,786.0 |
6,817.0 |
31.0 |
0.5% |
6,851.0 |
| Low |
6,653.5 |
6,675.5 |
22.0 |
0.3% |
6,637.0 |
| Close |
6,770.5 |
6,727.0 |
-43.5 |
-0.6% |
6,770.5 |
| Range |
132.5 |
141.5 |
9.0 |
6.8% |
214.0 |
| ATR |
119.8 |
121.4 |
1.5 |
1.3% |
0.0 |
| Volume |
172,043 |
173,344 |
1,301 |
0.8% |
906,677 |
|
| Daily Pivots for day following 16-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,164.3 |
7,087.2 |
6,804.8 |
|
| R3 |
7,022.8 |
6,945.7 |
6,765.9 |
|
| R2 |
6,881.3 |
6,881.3 |
6,752.9 |
|
| R1 |
6,804.2 |
6,804.2 |
6,740.0 |
6,772.0 |
| PP |
6,739.8 |
6,739.8 |
6,739.8 |
6,723.8 |
| S1 |
6,662.7 |
6,662.7 |
6,714.0 |
6,630.5 |
| S2 |
6,598.3 |
6,598.3 |
6,701.1 |
|
| S3 |
6,456.8 |
6,521.2 |
6,688.1 |
|
| S4 |
6,315.3 |
6,379.7 |
6,649.2 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,394.8 |
7,296.7 |
6,888.2 |
|
| R3 |
7,180.8 |
7,082.7 |
6,829.4 |
|
| R2 |
6,966.8 |
6,966.8 |
6,809.7 |
|
| R1 |
6,868.7 |
6,868.7 |
6,790.1 |
6,810.8 |
| PP |
6,752.8 |
6,752.8 |
6,752.8 |
6,723.9 |
| S1 |
6,654.7 |
6,654.7 |
6,750.9 |
6,596.8 |
| S2 |
6,538.8 |
6,538.8 |
6,731.3 |
|
| S3 |
6,324.8 |
6,440.7 |
6,711.7 |
|
| S4 |
6,110.8 |
6,226.7 |
6,652.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,822.5 |
6,637.0 |
185.5 |
2.8% |
128.7 |
1.9% |
49% |
False |
False |
179,607 |
| 10 |
7,040.5 |
6,637.0 |
403.5 |
6.0% |
124.2 |
1.8% |
22% |
False |
False |
145,509 |
| 20 |
7,228.0 |
6,637.0 |
591.0 |
8.8% |
115.1 |
1.7% |
15% |
False |
False |
130,990 |
| 40 |
7,270.0 |
6,637.0 |
633.0 |
9.4% |
107.4 |
1.6% |
14% |
False |
False |
129,965 |
| 60 |
7,270.0 |
6,495.0 |
775.0 |
11.5% |
112.4 |
1.7% |
30% |
False |
False |
135,798 |
| 80 |
7,270.0 |
6,174.0 |
1,096.0 |
16.3% |
122.0 |
1.8% |
50% |
False |
False |
117,587 |
| 100 |
7,270.0 |
6,174.0 |
1,096.0 |
16.3% |
132.7 |
2.0% |
50% |
False |
False |
94,355 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
31.6% |
142.2 |
2.1% |
26% |
False |
False |
78,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,418.4 |
|
2.618 |
7,187.4 |
|
1.618 |
7,045.9 |
|
1.000 |
6,958.5 |
|
0.618 |
6,904.4 |
|
HIGH |
6,817.0 |
|
0.618 |
6,762.9 |
|
0.500 |
6,746.3 |
|
0.382 |
6,729.6 |
|
LOW |
6,675.5 |
|
0.618 |
6,588.1 |
|
1.000 |
6,534.0 |
|
1.618 |
6,446.6 |
|
2.618 |
6,305.1 |
|
4.250 |
6,074.1 |
|
|
| Fisher Pivots for day following 16-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,746.3 |
6,733.0 |
| PP |
6,739.8 |
6,731.0 |
| S1 |
6,733.4 |
6,729.0 |
|