| Trading Metrics calculated at close of trading on 17-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2008 |
17-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
6,791.5 |
6,743.5 |
-48.0 |
-0.7% |
6,777.5 |
| High |
6,817.0 |
6,860.5 |
43.5 |
0.6% |
6,851.0 |
| Low |
6,675.5 |
6,743.5 |
68.0 |
1.0% |
6,637.0 |
| Close |
6,727.0 |
6,805.5 |
78.5 |
1.2% |
6,770.5 |
| Range |
141.5 |
117.0 |
-24.5 |
-17.3% |
214.0 |
| ATR |
121.4 |
122.2 |
0.9 |
0.7% |
0.0 |
| Volume |
173,344 |
205,536 |
32,192 |
18.6% |
906,677 |
|
| Daily Pivots for day following 17-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,154.2 |
7,096.8 |
6,869.9 |
|
| R3 |
7,037.2 |
6,979.8 |
6,837.7 |
|
| R2 |
6,920.2 |
6,920.2 |
6,827.0 |
|
| R1 |
6,862.8 |
6,862.8 |
6,816.2 |
6,891.5 |
| PP |
6,803.2 |
6,803.2 |
6,803.2 |
6,817.5 |
| S1 |
6,745.8 |
6,745.8 |
6,794.8 |
6,774.5 |
| S2 |
6,686.2 |
6,686.2 |
6,784.1 |
|
| S3 |
6,569.2 |
6,628.8 |
6,773.3 |
|
| S4 |
6,452.2 |
6,511.8 |
6,741.2 |
|
|
| 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 |
6,860.5 |
6,637.0 |
223.5 |
3.3% |
133.6 |
2.0% |
75% |
True |
False |
183,623 |
| 10 |
7,040.5 |
6,637.0 |
403.5 |
5.9% |
127.9 |
1.9% |
42% |
False |
False |
152,355 |
| 20 |
7,228.0 |
6,637.0 |
591.0 |
8.7% |
115.9 |
1.7% |
29% |
False |
False |
134,283 |
| 40 |
7,270.0 |
6,637.0 |
633.0 |
9.3% |
106.7 |
1.6% |
27% |
False |
False |
131,134 |
| 60 |
7,270.0 |
6,495.0 |
775.0 |
11.4% |
113.0 |
1.7% |
40% |
False |
False |
136,836 |
| 80 |
7,270.0 |
6,174.0 |
1,096.0 |
16.1% |
122.0 |
1.8% |
58% |
False |
False |
120,147 |
| 100 |
7,270.0 |
6,174.0 |
1,096.0 |
16.1% |
131.2 |
1.9% |
58% |
False |
False |
96,403 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
31.2% |
142.3 |
2.1% |
30% |
False |
False |
80,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,357.8 |
|
2.618 |
7,166.8 |
|
1.618 |
7,049.8 |
|
1.000 |
6,977.5 |
|
0.618 |
6,932.8 |
|
HIGH |
6,860.5 |
|
0.618 |
6,815.8 |
|
0.500 |
6,802.0 |
|
0.382 |
6,788.2 |
|
LOW |
6,743.5 |
|
0.618 |
6,671.2 |
|
1.000 |
6,626.5 |
|
1.618 |
6,554.2 |
|
2.618 |
6,437.2 |
|
4.250 |
6,246.3 |
|
|
| Fisher Pivots for day following 17-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,804.3 |
6,789.3 |
| PP |
6,803.2 |
6,773.2 |
| S1 |
6,802.0 |
6,757.0 |
|