| Trading Metrics calculated at close of trading on 06-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2008 |
06-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
2,019.50 |
2,055.25 |
35.75 |
1.8% |
2,037.00 |
| High |
2,060.25 |
2,062.75 |
2.50 |
0.1% |
2,062.75 |
| Low |
2,017.25 |
1,987.00 |
-30.25 |
-1.5% |
1,978.75 |
| Close |
2,056.25 |
1,988.75 |
-67.50 |
-3.3% |
1,988.75 |
| Range |
43.00 |
75.75 |
32.75 |
76.2% |
84.00 |
| ATR |
39.37 |
41.96 |
2.60 |
6.6% |
0.00 |
| Volume |
469,216 |
381,105 |
-88,111 |
-18.8% |
1,939,776 |
|
| Daily Pivots for day following 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,240.00 |
2,190.25 |
2,030.50 |
|
| R3 |
2,164.25 |
2,114.50 |
2,009.50 |
|
| R2 |
2,088.50 |
2,088.50 |
2,002.75 |
|
| R1 |
2,038.75 |
2,038.75 |
1,995.75 |
2,025.75 |
| PP |
2,012.75 |
2,012.75 |
2,012.75 |
2,006.50 |
| S1 |
1,963.00 |
1,963.00 |
1,981.75 |
1,950.00 |
| S2 |
1,937.00 |
1,937.00 |
1,974.75 |
|
| S3 |
1,861.25 |
1,887.25 |
1,968.00 |
|
| S4 |
1,785.50 |
1,811.50 |
1,947.00 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,262.00 |
2,209.50 |
2,035.00 |
|
| R3 |
2,178.00 |
2,125.50 |
2,011.75 |
|
| R2 |
2,094.00 |
2,094.00 |
2,004.25 |
|
| R1 |
2,041.50 |
2,041.50 |
1,996.50 |
2,025.75 |
| PP |
2,010.00 |
2,010.00 |
2,010.00 |
2,002.25 |
| S1 |
1,957.50 |
1,957.50 |
1,981.00 |
1,941.75 |
| S2 |
1,926.00 |
1,926.00 |
1,973.25 |
|
| S3 |
1,842.00 |
1,873.50 |
1,965.75 |
|
| S4 |
1,758.00 |
1,789.50 |
1,942.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,062.75 |
1,978.75 |
84.00 |
4.2% |
53.75 |
2.7% |
12% |
True |
False |
387,955 |
| 10 |
2,062.75 |
1,945.75 |
117.00 |
5.9% |
41.50 |
2.1% |
37% |
True |
False |
359,297 |
| 20 |
2,062.75 |
1,945.75 |
117.00 |
5.9% |
39.25 |
2.0% |
37% |
True |
False |
348,670 |
| 40 |
2,062.75 |
1,781.25 |
281.50 |
14.2% |
39.75 |
2.0% |
74% |
True |
False |
334,640 |
| 60 |
2,062.75 |
1,674.00 |
388.75 |
19.5% |
43.00 |
2.2% |
81% |
True |
False |
348,431 |
| 80 |
2,062.75 |
1,674.00 |
388.75 |
19.5% |
42.75 |
2.1% |
81% |
True |
False |
261,991 |
| 100 |
2,062.75 |
1,674.00 |
388.75 |
19.5% |
45.50 |
2.3% |
81% |
True |
False |
209,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,384.75 |
|
2.618 |
2,261.00 |
|
1.618 |
2,185.25 |
|
1.000 |
2,138.50 |
|
0.618 |
2,109.50 |
|
HIGH |
2,062.75 |
|
0.618 |
2,033.75 |
|
0.500 |
2,025.00 |
|
0.382 |
2,016.00 |
|
LOW |
1,987.00 |
|
0.618 |
1,940.25 |
|
1.000 |
1,911.25 |
|
1.618 |
1,864.50 |
|
2.618 |
1,788.75 |
|
4.250 |
1,665.00 |
|
|
| Fisher Pivots for day following 06-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,025.00 |
2,024.50 |
| PP |
2,012.75 |
2,012.50 |
| S1 |
2,000.75 |
2,000.50 |
|