| Trading Metrics calculated at close of trading on 04-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2008 |
04-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
2,011.75 |
1,999.00 |
-12.75 |
-0.6% |
1,960.25 |
| High |
2,029.25 |
2,038.00 |
8.75 |
0.4% |
2,043.75 |
| Low |
1,978.75 |
1,986.00 |
7.25 |
0.4% |
1,954.00 |
| Close |
1,998.25 |
2,020.75 |
22.50 |
1.1% |
2,035.25 |
| Range |
50.50 |
52.00 |
1.50 |
3.0% |
89.75 |
| ATR |
38.09 |
39.09 |
0.99 |
2.6% |
0.00 |
| Volume |
371,385 |
462,336 |
90,951 |
24.5% |
1,275,039 |
|
| Daily Pivots for day following 04-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,171.00 |
2,147.75 |
2,049.25 |
|
| R3 |
2,119.00 |
2,095.75 |
2,035.00 |
|
| R2 |
2,067.00 |
2,067.00 |
2,030.25 |
|
| R1 |
2,043.75 |
2,043.75 |
2,025.50 |
2,055.50 |
| PP |
2,015.00 |
2,015.00 |
2,015.00 |
2,020.75 |
| S1 |
1,991.75 |
1,991.75 |
2,016.00 |
2,003.50 |
| S2 |
1,963.00 |
1,963.00 |
2,011.25 |
|
| S3 |
1,911.00 |
1,939.75 |
2,006.50 |
|
| S4 |
1,859.00 |
1,887.75 |
1,992.25 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,280.25 |
2,247.50 |
2,084.50 |
|
| R3 |
2,190.50 |
2,157.75 |
2,060.00 |
|
| R2 |
2,100.75 |
2,100.75 |
2,051.75 |
|
| R1 |
2,068.00 |
2,068.00 |
2,043.50 |
2,084.50 |
| PP |
2,011.00 |
2,011.00 |
2,011.00 |
2,019.25 |
| S1 |
1,978.25 |
1,978.25 |
2,027.00 |
1,994.50 |
| S2 |
1,921.25 |
1,921.25 |
2,018.75 |
|
| S3 |
1,831.50 |
1,888.50 |
2,010.50 |
|
| S4 |
1,741.75 |
1,798.75 |
1,986.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,043.75 |
1,978.75 |
65.00 |
3.2% |
40.75 |
2.0% |
65% |
False |
False |
350,956 |
| 10 |
2,043.75 |
1,945.75 |
98.00 |
4.8% |
38.75 |
1.9% |
77% |
False |
False |
358,074 |
| 20 |
2,054.25 |
1,945.75 |
108.50 |
5.4% |
37.25 |
1.8% |
69% |
False |
False |
342,087 |
| 40 |
2,054.25 |
1,781.25 |
273.00 |
13.5% |
39.00 |
1.9% |
88% |
False |
False |
328,137 |
| 60 |
2,054.25 |
1,674.00 |
380.25 |
18.8% |
43.00 |
2.1% |
91% |
False |
False |
334,757 |
| 80 |
2,054.25 |
1,674.00 |
380.25 |
18.8% |
42.25 |
2.1% |
91% |
False |
False |
251,368 |
| 100 |
2,054.25 |
1,674.00 |
380.25 |
18.8% |
45.50 |
2.2% |
91% |
False |
False |
201,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,259.00 |
|
2.618 |
2,174.25 |
|
1.618 |
2,122.25 |
|
1.000 |
2,090.00 |
|
0.618 |
2,070.25 |
|
HIGH |
2,038.00 |
|
0.618 |
2,018.25 |
|
0.500 |
2,012.00 |
|
0.382 |
2,005.75 |
|
LOW |
1,986.00 |
|
0.618 |
1,953.75 |
|
1.000 |
1,934.00 |
|
1.618 |
1,901.75 |
|
2.618 |
1,849.75 |
|
4.250 |
1,765.00 |
|
|
| Fisher Pivots for day following 04-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,017.75 |
2,016.75 |
| PP |
2,015.00 |
2,012.75 |
| S1 |
2,012.00 |
2,008.50 |
|