| 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 |
1,359.00 |
1,360.25 |
1.25 |
0.1% |
1,361.00 |
| High |
1,367.50 |
1,372.00 |
4.50 |
0.3% |
1,373.25 |
| Low |
1,351.50 |
1,351.25 |
-0.25 |
0.0% |
1,333.25 |
| Close |
1,360.00 |
1,353.00 |
-7.00 |
-0.5% |
1,359.75 |
| Range |
16.00 |
20.75 |
4.75 |
29.7% |
40.00 |
| ATR |
21.88 |
21.80 |
-0.08 |
-0.4% |
0.00 |
| Volume |
2,033,847 |
1,707,636 |
-326,211 |
-16.0% |
2,318,999 |
|
| Daily Pivots for day following 17-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,421.00 |
1,407.75 |
1,364.50 |
|
| R3 |
1,400.25 |
1,387.00 |
1,358.75 |
|
| R2 |
1,379.50 |
1,379.50 |
1,356.75 |
|
| R1 |
1,366.25 |
1,366.25 |
1,355.00 |
1,362.50 |
| PP |
1,358.75 |
1,358.75 |
1,358.75 |
1,357.00 |
| S1 |
1,345.50 |
1,345.50 |
1,351.00 |
1,341.75 |
| S2 |
1,338.00 |
1,338.00 |
1,349.25 |
|
| S3 |
1,317.25 |
1,324.75 |
1,347.25 |
|
| S4 |
1,296.50 |
1,304.00 |
1,341.50 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,475.50 |
1,457.50 |
1,381.75 |
|
| R3 |
1,435.50 |
1,417.50 |
1,370.75 |
|
| R2 |
1,395.50 |
1,395.50 |
1,367.00 |
|
| R1 |
1,377.50 |
1,377.50 |
1,363.50 |
1,366.50 |
| PP |
1,355.50 |
1,355.50 |
1,355.50 |
1,350.00 |
| S1 |
1,337.50 |
1,337.50 |
1,356.00 |
1,326.50 |
| S2 |
1,315.50 |
1,315.50 |
1,352.50 |
|
| S3 |
1,275.50 |
1,297.50 |
1,348.75 |
|
| S4 |
1,235.50 |
1,257.50 |
1,337.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,372.00 |
1,333.25 |
38.75 |
2.9% |
22.25 |
1.6% |
51% |
True |
False |
1,181,837 |
| 10 |
1,414.00 |
1,333.25 |
80.75 |
6.0% |
25.25 |
1.9% |
24% |
False |
False |
616,035 |
| 20 |
1,422.50 |
1,333.25 |
89.25 |
6.6% |
21.50 |
1.6% |
22% |
False |
False |
313,573 |
| 40 |
1,442.25 |
1,333.25 |
109.00 |
8.1% |
20.25 |
1.5% |
18% |
False |
False |
158,765 |
| 60 |
1,442.25 |
1,309.75 |
132.50 |
9.8% |
20.75 |
1.5% |
33% |
False |
False |
107,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,460.25 |
|
2.618 |
1,426.25 |
|
1.618 |
1,405.50 |
|
1.000 |
1,392.75 |
|
0.618 |
1,384.75 |
|
HIGH |
1,372.00 |
|
0.618 |
1,364.00 |
|
0.500 |
1,361.50 |
|
0.382 |
1,359.25 |
|
LOW |
1,351.25 |
|
0.618 |
1,338.50 |
|
1.000 |
1,330.50 |
|
1.618 |
1,317.75 |
|
2.618 |
1,297.00 |
|
4.250 |
1,263.00 |
|
|
| Fisher Pivots for day following 17-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,361.50 |
1,355.50 |
| PP |
1,358.75 |
1,354.75 |
| S1 |
1,356.00 |
1,353.75 |
|