| Trading Metrics calculated at close of trading on 09-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2008 |
09-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
2,055.25 |
1,987.50 |
-67.75 |
-3.3% |
2,037.00 |
| High |
2,062.75 |
2,000.50 |
-62.25 |
-3.0% |
2,062.75 |
| Low |
1,987.00 |
1,949.00 |
-38.00 |
-1.9% |
1,978.75 |
| Close |
1,988.75 |
1,987.75 |
-1.00 |
-0.1% |
1,988.75 |
| Range |
75.75 |
51.50 |
-24.25 |
-32.0% |
84.00 |
| ATR |
41.96 |
42.65 |
0.68 |
1.6% |
0.00 |
| Volume |
381,105 |
524,914 |
143,809 |
37.7% |
1,939,776 |
|
| Daily Pivots for day following 09-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,133.50 |
2,112.25 |
2,016.00 |
|
| R3 |
2,082.00 |
2,060.75 |
2,002.00 |
|
| R2 |
2,030.50 |
2,030.50 |
1,997.25 |
|
| R1 |
2,009.25 |
2,009.25 |
1,992.50 |
2,020.00 |
| PP |
1,979.00 |
1,979.00 |
1,979.00 |
1,984.50 |
| S1 |
1,957.75 |
1,957.75 |
1,983.00 |
1,968.50 |
| S2 |
1,927.50 |
1,927.50 |
1,978.25 |
|
| S3 |
1,876.00 |
1,906.25 |
1,973.50 |
|
| S4 |
1,824.50 |
1,854.75 |
1,959.50 |
|
|
| 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 |
1,949.00 |
113.75 |
5.7% |
54.50 |
2.7% |
34% |
False |
True |
441,791 |
| 10 |
2,062.75 |
1,949.00 |
113.75 |
5.7% |
44.50 |
2.2% |
34% |
False |
True |
373,972 |
| 20 |
2,062.75 |
1,945.75 |
117.00 |
5.9% |
40.75 |
2.0% |
36% |
False |
False |
359,718 |
| 40 |
2,062.75 |
1,781.25 |
281.50 |
14.2% |
39.25 |
2.0% |
73% |
False |
False |
340,071 |
| 60 |
2,062.75 |
1,674.00 |
388.75 |
19.6% |
43.00 |
2.2% |
81% |
False |
False |
356,373 |
| 80 |
2,062.75 |
1,674.00 |
388.75 |
19.6% |
42.75 |
2.2% |
81% |
False |
False |
268,552 |
| 100 |
2,062.75 |
1,674.00 |
388.75 |
19.6% |
45.50 |
2.3% |
81% |
False |
False |
214,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,219.50 |
|
2.618 |
2,135.25 |
|
1.618 |
2,083.75 |
|
1.000 |
2,052.00 |
|
0.618 |
2,032.25 |
|
HIGH |
2,000.50 |
|
0.618 |
1,980.75 |
|
0.500 |
1,974.75 |
|
0.382 |
1,968.75 |
|
LOW |
1,949.00 |
|
0.618 |
1,917.25 |
|
1.000 |
1,897.50 |
|
1.618 |
1,865.75 |
|
2.618 |
1,814.25 |
|
4.250 |
1,730.00 |
|
|
| Fisher Pivots for day following 09-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,983.50 |
2,006.00 |
| PP |
1,979.00 |
1,999.75 |
| S1 |
1,974.75 |
1,993.75 |
|