| Trading Metrics calculated at close of trading on 24-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2008 |
24-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1,320.75 |
1,317.75 |
-3.00 |
-0.2% |
1,359.00 |
| High |
1,327.75 |
1,328.00 |
0.25 |
0.0% |
1,372.00 |
| Low |
1,316.25 |
1,305.25 |
-11.00 |
-0.8% |
1,315.25 |
| Close |
1,318.25 |
1,315.50 |
-2.75 |
-0.2% |
1,319.00 |
| Range |
11.50 |
22.75 |
11.25 |
97.8% |
56.75 |
| ATR |
21.18 |
21.29 |
0.11 |
0.5% |
0.00 |
| Volume |
2,322,976 |
1,451,974 |
-871,002 |
-37.5% |
10,411,038 |
|
| Daily Pivots for day following 24-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,384.50 |
1,372.75 |
1,328.00 |
|
| R3 |
1,361.75 |
1,350.00 |
1,321.75 |
|
| R2 |
1,339.00 |
1,339.00 |
1,319.75 |
|
| R1 |
1,327.25 |
1,327.25 |
1,317.50 |
1,321.75 |
| PP |
1,316.25 |
1,316.25 |
1,316.25 |
1,313.50 |
| S1 |
1,304.50 |
1,304.50 |
1,313.50 |
1,299.00 |
| S2 |
1,293.50 |
1,293.50 |
1,311.25 |
|
| S3 |
1,270.75 |
1,281.75 |
1,309.25 |
|
| S4 |
1,248.00 |
1,259.00 |
1,303.00 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,505.75 |
1,469.00 |
1,350.25 |
|
| R3 |
1,449.00 |
1,412.25 |
1,334.50 |
|
| R2 |
1,392.25 |
1,392.25 |
1,329.50 |
|
| R1 |
1,355.50 |
1,355.50 |
1,324.25 |
1,345.50 |
| PP |
1,335.50 |
1,335.50 |
1,335.50 |
1,330.50 |
| S1 |
1,298.75 |
1,298.75 |
1,313.75 |
1,288.75 |
| S2 |
1,278.75 |
1,278.75 |
1,308.50 |
|
| S3 |
1,222.00 |
1,242.00 |
1,303.50 |
|
| S4 |
1,165.25 |
1,185.25 |
1,287.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,355.50 |
1,305.25 |
50.25 |
3.8% |
20.25 |
1.5% |
20% |
False |
True |
2,088,901 |
| 10 |
1,372.00 |
1,305.25 |
66.75 |
5.1% |
21.25 |
1.6% |
15% |
False |
True |
1,635,369 |
| 20 |
1,414.00 |
1,305.25 |
108.75 |
8.3% |
22.25 |
1.7% |
9% |
False |
True |
833,788 |
| 40 |
1,442.25 |
1,305.25 |
137.00 |
10.4% |
20.50 |
1.6% |
7% |
False |
True |
419,561 |
| 60 |
1,442.25 |
1,305.25 |
137.00 |
10.4% |
20.25 |
1.5% |
7% |
False |
True |
281,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,424.75 |
|
2.618 |
1,387.50 |
|
1.618 |
1,364.75 |
|
1.000 |
1,350.75 |
|
0.618 |
1,342.00 |
|
HIGH |
1,328.00 |
|
0.618 |
1,319.25 |
|
0.500 |
1,316.50 |
|
0.382 |
1,314.00 |
|
LOW |
1,305.25 |
|
0.618 |
1,291.25 |
|
1.000 |
1,282.50 |
|
1.618 |
1,268.50 |
|
2.618 |
1,245.75 |
|
4.250 |
1,208.50 |
|
|
| Fisher Pivots for day following 24-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,316.50 |
1,324.50 |
| PP |
1,316.25 |
1,321.50 |
| S1 |
1,316.00 |
1,318.50 |
|