| 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 |
1,407.75 |
1,361.00 |
-46.75 |
-3.3% |
1,402.25 |
| High |
1,414.00 |
1,373.25 |
-40.75 |
-2.9% |
1,414.00 |
| Low |
1,360.25 |
1,352.50 |
-7.75 |
-0.6% |
1,360.25 |
| Close |
1,361.25 |
1,365.50 |
4.25 |
0.3% |
1,361.25 |
| Range |
53.75 |
20.75 |
-33.00 |
-61.4% |
53.75 |
| ATR |
21.92 |
21.84 |
-0.08 |
-0.4% |
0.00 |
| Volume |
25,689 |
75,059 |
49,370 |
192.2% |
136,751 |
|
| Daily Pivots for day following 09-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,426.00 |
1,416.50 |
1,377.00 |
|
| R3 |
1,405.25 |
1,395.75 |
1,371.25 |
|
| R2 |
1,384.50 |
1,384.50 |
1,369.25 |
|
| R1 |
1,375.00 |
1,375.00 |
1,367.50 |
1,379.75 |
| PP |
1,363.75 |
1,363.75 |
1,363.75 |
1,366.00 |
| S1 |
1,354.25 |
1,354.25 |
1,363.50 |
1,359.00 |
| S2 |
1,343.00 |
1,343.00 |
1,361.75 |
|
| S3 |
1,322.25 |
1,333.50 |
1,359.75 |
|
| S4 |
1,301.50 |
1,312.75 |
1,354.00 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,539.75 |
1,504.25 |
1,390.75 |
|
| R3 |
1,486.00 |
1,450.50 |
1,376.00 |
|
| R2 |
1,432.25 |
1,432.25 |
1,371.00 |
|
| R1 |
1,396.75 |
1,396.75 |
1,366.25 |
1,387.50 |
| PP |
1,378.50 |
1,378.50 |
1,378.50 |
1,374.00 |
| S1 |
1,343.00 |
1,343.00 |
1,356.25 |
1,334.00 |
| S2 |
1,324.75 |
1,324.75 |
1,351.50 |
|
| S3 |
1,271.00 |
1,289.25 |
1,346.50 |
|
| S4 |
1,217.25 |
1,235.50 |
1,331.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,414.00 |
1,352.50 |
61.50 |
4.5% |
29.00 |
2.1% |
21% |
False |
True |
40,549 |
| 10 |
1,414.00 |
1,352.50 |
61.50 |
4.5% |
23.00 |
1.7% |
21% |
False |
True |
25,239 |
| 20 |
1,442.25 |
1,352.50 |
89.75 |
6.6% |
20.25 |
1.5% |
14% |
False |
True |
15,947 |
| 40 |
1,442.25 |
1,326.00 |
116.25 |
8.5% |
20.00 |
1.5% |
34% |
False |
False |
10,050 |
| 60 |
1,442.25 |
1,258.75 |
183.50 |
13.4% |
21.50 |
1.6% |
58% |
False |
False |
7,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,461.50 |
|
2.618 |
1,427.50 |
|
1.618 |
1,406.75 |
|
1.000 |
1,394.00 |
|
0.618 |
1,386.00 |
|
HIGH |
1,373.25 |
|
0.618 |
1,365.25 |
|
0.500 |
1,363.00 |
|
0.382 |
1,360.50 |
|
LOW |
1,352.50 |
|
0.618 |
1,339.75 |
|
1.000 |
1,331.75 |
|
1.618 |
1,319.00 |
|
2.618 |
1,298.25 |
|
4.250 |
1,264.25 |
|
|
| Fisher Pivots for day following 09-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,364.50 |
1,383.25 |
| PP |
1,363.75 |
1,377.25 |
| S1 |
1,363.00 |
1,371.50 |
|