| Trading Metrics calculated at close of trading on 19-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2008 |
19-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
6,798.0 |
6,709.0 |
-89.0 |
-1.3% |
6,777.5 |
| High |
6,802.0 |
6,769.0 |
-33.0 |
-0.5% |
6,851.0 |
| Low |
6,708.0 |
6,662.0 |
-46.0 |
-0.7% |
6,637.0 |
| Close |
6,727.5 |
6,730.0 |
2.5 |
0.0% |
6,770.5 |
| Range |
94.0 |
107.0 |
13.0 |
13.8% |
214.0 |
| ATR |
120.5 |
119.5 |
-1.0 |
-0.8% |
0.0 |
| Volume |
212,645 |
216,705 |
4,060 |
1.9% |
906,677 |
|
| Daily Pivots for day following 19-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,041.3 |
6,992.7 |
6,788.9 |
|
| R3 |
6,934.3 |
6,885.7 |
6,759.4 |
|
| R2 |
6,827.3 |
6,827.3 |
6,749.6 |
|
| R1 |
6,778.7 |
6,778.7 |
6,739.8 |
6,803.0 |
| PP |
6,720.3 |
6,720.3 |
6,720.3 |
6,732.5 |
| S1 |
6,671.7 |
6,671.7 |
6,720.2 |
6,696.0 |
| S2 |
6,613.3 |
6,613.3 |
6,710.4 |
|
| S3 |
6,506.3 |
6,564.7 |
6,700.6 |
|
| S4 |
6,399.3 |
6,457.7 |
6,671.2 |
|
|
| 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 |
6,653.5 |
207.0 |
3.1% |
118.4 |
1.8% |
37% |
False |
False |
196,054 |
| 10 |
7,014.0 |
6,637.0 |
377.0 |
5.6% |
130.5 |
1.9% |
25% |
False |
False |
195,290 |
| 20 |
7,142.0 |
6,637.0 |
505.0 |
7.5% |
115.1 |
1.7% |
18% |
False |
False |
148,643 |
| 40 |
7,270.0 |
6,637.0 |
633.0 |
9.4% |
103.7 |
1.5% |
15% |
False |
False |
132,317 |
| 60 |
7,270.0 |
6,495.0 |
775.0 |
11.5% |
112.6 |
1.7% |
30% |
False |
False |
139,181 |
| 80 |
7,270.0 |
6,174.0 |
1,096.0 |
16.3% |
121.8 |
1.8% |
51% |
False |
False |
125,502 |
| 100 |
7,270.0 |
6,174.0 |
1,096.0 |
16.3% |
129.2 |
1.9% |
51% |
False |
False |
100,678 |
| 120 |
8,258.0 |
6,174.0 |
2,084.0 |
31.0% |
142.2 |
2.1% |
27% |
False |
False |
84,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,223.8 |
|
2.618 |
7,049.1 |
|
1.618 |
6,942.1 |
|
1.000 |
6,876.0 |
|
0.618 |
6,835.1 |
|
HIGH |
6,769.0 |
|
0.618 |
6,728.1 |
|
0.500 |
6,715.5 |
|
0.382 |
6,702.9 |
|
LOW |
6,662.0 |
|
0.618 |
6,595.9 |
|
1.000 |
6,555.0 |
|
1.618 |
6,488.9 |
|
2.618 |
6,381.9 |
|
4.250 |
6,207.3 |
|
|
| Fisher Pivots for day following 19-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,725.2 |
6,761.3 |
| PP |
6,720.3 |
6,750.8 |
| S1 |
6,715.5 |
6,740.4 |
|