| Trading Metrics calculated at close of trading on 05-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2008 |
05-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1,999.00 |
2,019.50 |
20.50 |
1.0% |
1,960.25 |
| High |
2,038.00 |
2,060.25 |
22.25 |
1.1% |
2,043.75 |
| Low |
1,986.00 |
2,017.25 |
31.25 |
1.6% |
1,954.00 |
| Close |
2,020.75 |
2,056.25 |
35.50 |
1.8% |
2,035.25 |
| Range |
52.00 |
43.00 |
-9.00 |
-17.3% |
89.75 |
| ATR |
39.09 |
39.37 |
0.28 |
0.7% |
0.00 |
| Volume |
462,336 |
469,216 |
6,880 |
1.5% |
1,275,039 |
|
| Daily Pivots for day following 05-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,173.50 |
2,158.00 |
2,080.00 |
|
| R3 |
2,130.50 |
2,115.00 |
2,068.00 |
|
| R2 |
2,087.50 |
2,087.50 |
2,064.25 |
|
| R1 |
2,072.00 |
2,072.00 |
2,060.25 |
2,079.75 |
| PP |
2,044.50 |
2,044.50 |
2,044.50 |
2,048.50 |
| S1 |
2,029.00 |
2,029.00 |
2,052.25 |
2,036.75 |
| S2 |
2,001.50 |
2,001.50 |
2,048.25 |
|
| S3 |
1,958.50 |
1,986.00 |
2,044.50 |
|
| S4 |
1,915.50 |
1,943.00 |
2,032.50 |
|
|
| 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 |
2,060.25 |
1,978.75 |
81.50 |
4.0% |
42.75 |
2.1% |
95% |
True |
False |
382,845 |
| 10 |
2,060.25 |
1,945.75 |
114.50 |
5.6% |
36.50 |
1.8% |
97% |
True |
False |
369,280 |
| 20 |
2,060.25 |
1,945.75 |
114.50 |
5.6% |
36.75 |
1.8% |
97% |
True |
False |
348,472 |
| 40 |
2,060.25 |
1,781.25 |
279.00 |
13.6% |
39.00 |
1.9% |
99% |
True |
False |
333,512 |
| 60 |
2,060.25 |
1,674.00 |
386.25 |
18.8% |
42.50 |
2.1% |
99% |
True |
False |
342,386 |
| 80 |
2,060.25 |
1,674.00 |
386.25 |
18.8% |
42.25 |
2.1% |
99% |
True |
False |
257,229 |
| 100 |
2,060.25 |
1,674.00 |
386.25 |
18.8% |
45.25 |
2.2% |
99% |
True |
False |
205,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,243.00 |
|
2.618 |
2,172.75 |
|
1.618 |
2,129.75 |
|
1.000 |
2,103.25 |
|
0.618 |
2,086.75 |
|
HIGH |
2,060.25 |
|
0.618 |
2,043.75 |
|
0.500 |
2,038.75 |
|
0.382 |
2,033.75 |
|
LOW |
2,017.25 |
|
0.618 |
1,990.75 |
|
1.000 |
1,974.25 |
|
1.618 |
1,947.75 |
|
2.618 |
1,904.75 |
|
4.250 |
1,834.50 |
|
|
| Fisher Pivots for day following 05-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,050.50 |
2,044.00 |
| PP |
2,044.50 |
2,031.75 |
| S1 |
2,038.75 |
2,019.50 |
|