| 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 |
1,357.75 |
1,337.00 |
-20.75 |
-1.5% |
1,402.25 |
| High |
1,365.25 |
1,355.50 |
-9.75 |
-0.7% |
1,414.00 |
| Low |
1,337.25 |
1,333.25 |
-4.00 |
-0.3% |
1,360.25 |
| Close |
1,338.00 |
1,343.25 |
5.25 |
0.4% |
1,361.25 |
| Range |
28.00 |
22.25 |
-5.75 |
-20.5% |
53.75 |
| ATR |
22.16 |
22.16 |
0.01 |
0.0% |
0.00 |
| Volume |
154,431 |
340,738 |
186,307 |
120.6% |
136,751 |
|
| Daily Pivots for day following 12-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,410.75 |
1,399.25 |
1,355.50 |
|
| R3 |
1,388.50 |
1,377.00 |
1,349.25 |
|
| R2 |
1,366.25 |
1,366.25 |
1,347.25 |
|
| R1 |
1,354.75 |
1,354.75 |
1,345.25 |
1,360.50 |
| PP |
1,344.00 |
1,344.00 |
1,344.00 |
1,347.00 |
| S1 |
1,332.50 |
1,332.50 |
1,341.25 |
1,338.25 |
| S2 |
1,321.75 |
1,321.75 |
1,339.25 |
|
| S3 |
1,299.50 |
1,310.25 |
1,337.25 |
|
| S4 |
1,277.25 |
1,288.00 |
1,331.00 |
|
|
| 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 |
1,333.25 |
80.75 |
6.0% |
29.00 |
2.2% |
12% |
False |
True |
134,430 |
| 10 |
1,414.00 |
1,333.25 |
80.75 |
6.0% |
24.75 |
1.8% |
12% |
False |
True |
79,683 |
| 20 |
1,442.25 |
1,333.25 |
109.00 |
8.1% |
21.00 |
1.6% |
9% |
False |
True |
43,670 |
| 40 |
1,442.25 |
1,333.25 |
109.00 |
8.1% |
20.25 |
1.5% |
9% |
False |
True |
24,166 |
| 60 |
1,442.25 |
1,296.00 |
146.25 |
10.9% |
21.25 |
1.6% |
32% |
False |
False |
17,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,450.00 |
|
2.618 |
1,413.75 |
|
1.618 |
1,391.50 |
|
1.000 |
1,377.75 |
|
0.618 |
1,369.25 |
|
HIGH |
1,355.50 |
|
0.618 |
1,347.00 |
|
0.500 |
1,344.50 |
|
0.382 |
1,341.75 |
|
LOW |
1,333.25 |
|
0.618 |
1,319.50 |
|
1.000 |
1,311.00 |
|
1.618 |
1,297.25 |
|
2.618 |
1,275.00 |
|
4.250 |
1,238.75 |
|
|
| Fisher Pivots for day following 12-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,344.50 |
1,351.50 |
| PP |
1,344.00 |
1,348.75 |
| S1 |
1,343.50 |
1,346.00 |
|