| Trading Metrics calculated at close of trading on 10-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2008 |
10-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1,987.50 |
1,986.00 |
-1.50 |
-0.1% |
2,037.00 |
| High |
2,000.50 |
1,989.50 |
-11.00 |
-0.5% |
2,062.75 |
| Low |
1,949.00 |
1,956.50 |
7.50 |
0.4% |
1,978.75 |
| Close |
1,987.75 |
1,973.25 |
-14.50 |
-0.7% |
1,988.75 |
| Range |
51.50 |
33.00 |
-18.50 |
-35.9% |
84.00 |
| ATR |
42.65 |
41.96 |
-0.69 |
-1.6% |
0.00 |
| Volume |
524,914 |
512,506 |
-12,408 |
-2.4% |
1,939,776 |
|
| Daily Pivots for day following 10-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,072.00 |
2,055.75 |
1,991.50 |
|
| R3 |
2,039.00 |
2,022.75 |
1,982.25 |
|
| R2 |
2,006.00 |
2,006.00 |
1,979.25 |
|
| R1 |
1,989.75 |
1,989.75 |
1,976.25 |
1,981.50 |
| PP |
1,973.00 |
1,973.00 |
1,973.00 |
1,969.00 |
| S1 |
1,956.75 |
1,956.75 |
1,970.25 |
1,948.50 |
| S2 |
1,940.00 |
1,940.00 |
1,967.25 |
|
| S3 |
1,907.00 |
1,923.75 |
1,964.25 |
|
| S4 |
1,874.00 |
1,890.75 |
1,955.00 |
|
|
| 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 |
1,949.00 |
113.75 |
5.8% |
51.00 |
2.6% |
21% |
False |
False |
470,015 |
| 10 |
2,062.75 |
1,949.00 |
113.75 |
5.8% |
43.25 |
2.2% |
21% |
False |
False |
397,027 |
| 20 |
2,062.75 |
1,945.75 |
117.00 |
5.9% |
40.25 |
2.0% |
24% |
False |
False |
372,324 |
| 40 |
2,062.75 |
1,781.25 |
281.50 |
14.3% |
39.50 |
2.0% |
68% |
False |
False |
344,147 |
| 60 |
2,062.75 |
1,674.00 |
388.75 |
19.7% |
42.00 |
2.1% |
77% |
False |
False |
357,945 |
| 80 |
2,062.75 |
1,674.00 |
388.75 |
19.7% |
42.75 |
2.2% |
77% |
False |
False |
274,945 |
| 100 |
2,062.75 |
1,674.00 |
388.75 |
19.7% |
45.25 |
2.3% |
77% |
False |
False |
220,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,129.75 |
|
2.618 |
2,076.00 |
|
1.618 |
2,043.00 |
|
1.000 |
2,022.50 |
|
0.618 |
2,010.00 |
|
HIGH |
1,989.50 |
|
0.618 |
1,977.00 |
|
0.500 |
1,973.00 |
|
0.382 |
1,969.00 |
|
LOW |
1,956.50 |
|
0.618 |
1,936.00 |
|
1.000 |
1,923.50 |
|
1.618 |
1,903.00 |
|
2.618 |
1,870.00 |
|
4.250 |
1,816.25 |
|
|
| Fisher Pivots for day following 10-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,973.25 |
2,006.00 |
| PP |
1,973.00 |
1,995.00 |
| S1 |
1,973.00 |
1,984.00 |
|