| Trading Metrics calculated at close of trading on 12-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2008 |
12-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1,972.25 |
1,923.50 |
-48.75 |
-2.5% |
2,037.00 |
| High |
1,983.75 |
1,956.00 |
-27.75 |
-1.4% |
2,062.75 |
| Low |
1,923.75 |
1,910.25 |
-13.50 |
-0.7% |
1,978.75 |
| Close |
1,926.75 |
1,930.00 |
3.25 |
0.2% |
1,988.75 |
| Range |
60.00 |
45.75 |
-14.25 |
-23.8% |
84.00 |
| ATR |
43.25 |
43.42 |
0.18 |
0.4% |
0.00 |
| Volume |
410,368 |
481,595 |
71,227 |
17.4% |
1,939,776 |
|
| Daily Pivots for day following 12-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,069.25 |
2,045.50 |
1,955.25 |
|
| R3 |
2,023.50 |
1,999.75 |
1,942.50 |
|
| R2 |
1,977.75 |
1,977.75 |
1,938.50 |
|
| R1 |
1,954.00 |
1,954.00 |
1,934.25 |
1,966.00 |
| PP |
1,932.00 |
1,932.00 |
1,932.00 |
1,938.00 |
| S1 |
1,908.25 |
1,908.25 |
1,925.75 |
1,920.00 |
| S2 |
1,886.25 |
1,886.25 |
1,921.50 |
|
| S3 |
1,840.50 |
1,862.50 |
1,917.50 |
|
| S4 |
1,794.75 |
1,816.75 |
1,904.75 |
|
|
| 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 |
1,910.25 |
152.50 |
7.9% |
53.25 |
2.8% |
13% |
False |
True |
462,097 |
| 10 |
2,062.75 |
1,910.25 |
152.50 |
7.9% |
48.00 |
2.5% |
13% |
False |
True |
422,471 |
| 20 |
2,062.75 |
1,910.25 |
152.50 |
7.9% |
42.50 |
2.2% |
13% |
False |
True |
389,163 |
| 40 |
2,062.75 |
1,834.50 |
228.25 |
11.8% |
40.00 |
2.1% |
42% |
False |
False |
352,762 |
| 60 |
2,062.75 |
1,709.75 |
353.00 |
18.3% |
41.25 |
2.1% |
62% |
False |
False |
351,822 |
| 80 |
2,062.75 |
1,674.00 |
388.75 |
20.1% |
43.00 |
2.2% |
66% |
False |
False |
286,078 |
| 100 |
2,062.75 |
1,674.00 |
388.75 |
20.1% |
44.75 |
2.3% |
66% |
False |
False |
228,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,150.50 |
|
2.618 |
2,075.75 |
|
1.618 |
2,030.00 |
|
1.000 |
2,001.75 |
|
0.618 |
1,984.25 |
|
HIGH |
1,956.00 |
|
0.618 |
1,938.50 |
|
0.500 |
1,933.00 |
|
0.382 |
1,927.75 |
|
LOW |
1,910.25 |
|
0.618 |
1,882.00 |
|
1.000 |
1,864.50 |
|
1.618 |
1,836.25 |
|
2.618 |
1,790.50 |
|
4.250 |
1,715.75 |
|
|
| Fisher Pivots for day following 12-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,933.00 |
1,950.00 |
| PP |
1,932.00 |
1,943.25 |
| S1 |
1,931.00 |
1,936.50 |
|