| Trading Metrics calculated at close of trading on 17-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2008 |
17-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1,968.75 |
1,979.50 |
10.75 |
0.5% |
1,987.50 |
| High |
1,992.50 |
1,996.25 |
3.75 |
0.2% |
2,000.50 |
| Low |
1,952.50 |
1,970.00 |
17.50 |
0.9% |
1,910.25 |
| Close |
1,980.50 |
1,976.50 |
-4.00 |
-0.2% |
1,965.00 |
| Range |
40.00 |
26.25 |
-13.75 |
-34.4% |
90.25 |
| ATR |
43.68 |
42.44 |
-1.25 |
-2.9% |
0.00 |
| Volume |
131,468 |
101,858 |
-29,610 |
-22.5% |
2,172,013 |
|
| Daily Pivots for day following 17-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,059.75 |
2,044.25 |
1,991.00 |
|
| R3 |
2,033.50 |
2,018.00 |
1,983.75 |
|
| R2 |
2,007.25 |
2,007.25 |
1,981.25 |
|
| R1 |
1,991.75 |
1,991.75 |
1,979.00 |
1,986.50 |
| PP |
1,981.00 |
1,981.00 |
1,981.00 |
1,978.25 |
| S1 |
1,965.50 |
1,965.50 |
1,974.00 |
1,960.00 |
| S2 |
1,954.75 |
1,954.75 |
1,971.75 |
|
| S3 |
1,928.50 |
1,939.25 |
1,969.25 |
|
| S4 |
1,902.25 |
1,913.00 |
1,962.00 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,229.25 |
2,187.50 |
2,014.75 |
|
| R3 |
2,139.00 |
2,097.25 |
1,989.75 |
|
| R2 |
2,048.75 |
2,048.75 |
1,981.50 |
|
| R1 |
2,007.00 |
2,007.00 |
1,973.25 |
1,982.75 |
| PP |
1,958.50 |
1,958.50 |
1,958.50 |
1,946.50 |
| S1 |
1,916.75 |
1,916.75 |
1,956.75 |
1,892.50 |
| S2 |
1,868.25 |
1,868.25 |
1,948.50 |
|
| S3 |
1,778.00 |
1,826.50 |
1,940.25 |
|
| S4 |
1,687.75 |
1,736.25 |
1,915.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,996.25 |
1,910.25 |
86.00 |
4.4% |
44.50 |
2.3% |
77% |
True |
False |
273,583 |
| 10 |
2,062.75 |
1,910.25 |
152.50 |
7.7% |
47.75 |
2.4% |
43% |
False |
False |
371,799 |
| 20 |
2,062.75 |
1,910.25 |
152.50 |
7.7% |
42.50 |
2.1% |
43% |
False |
False |
360,033 |
| 40 |
2,062.75 |
1,872.75 |
190.00 |
9.6% |
40.25 |
2.0% |
55% |
False |
False |
336,832 |
| 60 |
2,062.75 |
1,767.50 |
295.25 |
14.9% |
40.00 |
2.0% |
71% |
False |
False |
334,093 |
| 80 |
2,062.75 |
1,674.00 |
388.75 |
19.7% |
42.75 |
2.2% |
78% |
False |
False |
292,014 |
| 100 |
2,062.75 |
1,674.00 |
388.75 |
19.7% |
43.50 |
2.2% |
78% |
False |
False |
233,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,107.75 |
|
2.618 |
2,065.00 |
|
1.618 |
2,038.75 |
|
1.000 |
2,022.50 |
|
0.618 |
2,012.50 |
|
HIGH |
1,996.25 |
|
0.618 |
1,986.25 |
|
0.500 |
1,983.00 |
|
0.382 |
1,980.00 |
|
LOW |
1,970.00 |
|
0.618 |
1,953.75 |
|
1.000 |
1,943.75 |
|
1.618 |
1,927.50 |
|
2.618 |
1,901.25 |
|
4.250 |
1,858.50 |
|
|
| Fisher Pivots for day following 17-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,983.00 |
1,970.25 |
| PP |
1,981.00 |
1,964.00 |
| S1 |
1,978.75 |
1,958.00 |
|