| Trading Metrics calculated at close of trading on 26-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2008 |
26-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1,315.00 |
1,322.25 |
7.25 |
0.6% |
1,359.00 |
| High |
1,337.75 |
1,322.25 |
-15.50 |
-1.2% |
1,372.00 |
| Low |
1,314.50 |
1,283.00 |
-31.50 |
-2.4% |
1,315.25 |
| Close |
1,322.50 |
1,284.50 |
-38.00 |
-2.9% |
1,319.00 |
| Range |
23.25 |
39.25 |
16.00 |
68.8% |
56.75 |
| ATR |
21.43 |
22.72 |
1.29 |
6.0% |
0.00 |
| Volume |
2,115,190 |
2,070,490 |
-44,700 |
-2.1% |
10,411,038 |
|
| Daily Pivots for day following 26-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,414.25 |
1,388.75 |
1,306.00 |
|
| R3 |
1,375.00 |
1,349.50 |
1,295.25 |
|
| R2 |
1,335.75 |
1,335.75 |
1,291.75 |
|
| R1 |
1,310.25 |
1,310.25 |
1,288.00 |
1,303.50 |
| PP |
1,296.50 |
1,296.50 |
1,296.50 |
1,293.25 |
| S1 |
1,271.00 |
1,271.00 |
1,281.00 |
1,264.00 |
| S2 |
1,257.25 |
1,257.25 |
1,277.25 |
|
| S3 |
1,218.00 |
1,231.75 |
1,273.75 |
|
| S4 |
1,178.75 |
1,192.50 |
1,263.00 |
|
|
| 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 |
1,343.50 |
1,283.00 |
60.50 |
4.7% |
25.00 |
1.9% |
2% |
False |
True |
2,063,332 |
| 10 |
1,372.00 |
1,283.00 |
89.00 |
6.9% |
22.50 |
1.7% |
2% |
False |
True |
2,004,420 |
| 20 |
1,414.00 |
1,283.00 |
131.00 |
10.2% |
23.75 |
1.8% |
1% |
False |
True |
1,042,052 |
| 40 |
1,442.25 |
1,283.00 |
159.25 |
12.4% |
20.75 |
1.6% |
1% |
False |
True |
524,005 |
| 60 |
1,442.25 |
1,283.00 |
159.25 |
12.4% |
20.75 |
1.6% |
1% |
False |
True |
350,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,489.00 |
|
2.618 |
1,425.00 |
|
1.618 |
1,385.75 |
|
1.000 |
1,361.50 |
|
0.618 |
1,346.50 |
|
HIGH |
1,322.25 |
|
0.618 |
1,307.25 |
|
0.500 |
1,302.50 |
|
0.382 |
1,298.00 |
|
LOW |
1,283.00 |
|
0.618 |
1,258.75 |
|
1.000 |
1,243.75 |
|
1.618 |
1,219.50 |
|
2.618 |
1,180.25 |
|
4.250 |
1,116.25 |
|
|
| Fisher Pivots for day following 26-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,302.50 |
1,310.50 |
| PP |
1,296.50 |
1,301.75 |
| S1 |
1,290.50 |
1,293.00 |
|