| Trading Metrics calculated at close of trading on 19-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2008 |
19-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1,352.75 |
1,338.75 |
-14.00 |
-1.0% |
1,361.00 |
| High |
1,355.50 |
1,349.75 |
-5.75 |
-0.4% |
1,373.25 |
| Low |
1,334.50 |
1,332.25 |
-2.25 |
-0.2% |
1,333.25 |
| Close |
1,338.75 |
1,341.50 |
2.75 |
0.2% |
1,359.75 |
| Range |
21.00 |
17.50 |
-3.50 |
-16.7% |
40.00 |
| ATR |
21.74 |
21.44 |
-0.30 |
-1.4% |
0.00 |
| Volume |
2,018,896 |
2,294,625 |
275,729 |
13.7% |
2,318,999 |
|
| Daily Pivots for day following 19-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,393.75 |
1,385.00 |
1,351.00 |
|
| R3 |
1,376.25 |
1,367.50 |
1,346.25 |
|
| R2 |
1,358.75 |
1,358.75 |
1,344.75 |
|
| R1 |
1,350.00 |
1,350.00 |
1,343.00 |
1,354.50 |
| PP |
1,341.25 |
1,341.25 |
1,341.25 |
1,343.25 |
| S1 |
1,332.50 |
1,332.50 |
1,340.00 |
1,337.00 |
| S2 |
1,323.75 |
1,323.75 |
1,338.25 |
|
| S3 |
1,306.25 |
1,315.00 |
1,336.75 |
|
| S4 |
1,288.75 |
1,297.50 |
1,332.00 |
|
|
| 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 |
1,332.25 |
39.75 |
3.0% |
20.00 |
1.5% |
23% |
False |
True |
1,945,508 |
| 10 |
1,414.00 |
1,332.25 |
81.75 |
6.1% |
24.50 |
1.8% |
11% |
False |
True |
1,039,969 |
| 20 |
1,414.00 |
1,332.25 |
81.75 |
6.1% |
21.25 |
1.6% |
11% |
False |
True |
528,184 |
| 40 |
1,442.25 |
1,332.25 |
110.00 |
8.2% |
20.00 |
1.5% |
8% |
False |
True |
266,453 |
| 60 |
1,442.25 |
1,309.75 |
132.50 |
9.9% |
20.75 |
1.6% |
24% |
False |
False |
179,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,424.00 |
|
2.618 |
1,395.50 |
|
1.618 |
1,378.00 |
|
1.000 |
1,367.25 |
|
0.618 |
1,360.50 |
|
HIGH |
1,349.75 |
|
0.618 |
1,343.00 |
|
0.500 |
1,341.00 |
|
0.382 |
1,339.00 |
|
LOW |
1,332.25 |
|
0.618 |
1,321.50 |
|
1.000 |
1,314.75 |
|
1.618 |
1,304.00 |
|
2.618 |
1,286.50 |
|
4.250 |
1,258.00 |
|
|
| Fisher Pivots for day following 19-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,341.25 |
1,352.00 |
| PP |
1,341.25 |
1,348.50 |
| S1 |
1,341.00 |
1,345.00 |
|