| Trading Metrics calculated at close of trading on 16-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2008 |
16-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1,938.50 |
1,974.50 |
36.00 |
1.9% |
1,996.00 |
| High |
1,979.50 |
2,002.50 |
23.00 |
1.2% |
2,009.00 |
| Low |
1,929.00 |
1,962.50 |
33.50 |
1.7% |
1,919.25 |
| Close |
1,974.50 |
1,990.25 |
15.75 |
0.8% |
1,974.50 |
| Range |
50.50 |
40.00 |
-10.50 |
-20.8% |
89.75 |
| ATR |
42.15 |
42.00 |
-0.15 |
-0.4% |
0.00 |
| Volume |
336,568 |
417,808 |
81,240 |
24.1% |
391,314 |
|
| Daily Pivots for day following 16-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,105.00 |
2,087.75 |
2,012.25 |
|
| R3 |
2,065.00 |
2,047.75 |
2,001.25 |
|
| R2 |
2,025.00 |
2,025.00 |
1,997.50 |
|
| R1 |
2,007.75 |
2,007.75 |
1,994.00 |
2,016.50 |
| PP |
1,985.00 |
1,985.00 |
1,985.00 |
1,989.50 |
| S1 |
1,967.75 |
1,967.75 |
1,986.50 |
1,976.50 |
| S2 |
1,945.00 |
1,945.00 |
1,983.00 |
|
| S3 |
1,905.00 |
1,927.75 |
1,979.25 |
|
| S4 |
1,865.00 |
1,887.75 |
1,968.25 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,236.75 |
2,195.50 |
2,023.75 |
|
| R3 |
2,147.00 |
2,105.75 |
1,999.25 |
|
| R2 |
2,057.25 |
2,057.25 |
1,991.00 |
|
| R1 |
2,016.00 |
2,016.00 |
1,982.75 |
1,991.75 |
| PP |
1,967.50 |
1,967.50 |
1,967.50 |
1,955.50 |
| S1 |
1,926.25 |
1,926.25 |
1,966.25 |
1,902.00 |
| S2 |
1,877.75 |
1,877.75 |
1,958.00 |
|
| S3 |
1,788.00 |
1,836.50 |
1,949.75 |
|
| S4 |
1,698.25 |
1,746.75 |
1,925.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,002.50 |
1,919.25 |
83.25 |
4.2% |
45.50 |
2.3% |
85% |
True |
False |
161,346 |
| 10 |
2,070.75 |
1,919.25 |
151.50 |
7.6% |
49.50 |
2.5% |
47% |
False |
False |
81,736 |
| 20 |
2,070.75 |
1,919.25 |
151.50 |
7.6% |
40.75 |
2.1% |
47% |
False |
False |
41,271 |
| 40 |
2,070.75 |
1,882.25 |
188.50 |
9.5% |
38.50 |
1.9% |
57% |
False |
False |
20,827 |
| 60 |
2,070.75 |
1,774.75 |
296.00 |
14.9% |
38.25 |
1.9% |
73% |
False |
False |
14,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,172.50 |
|
2.618 |
2,107.25 |
|
1.618 |
2,067.25 |
|
1.000 |
2,042.50 |
|
0.618 |
2,027.25 |
|
HIGH |
2,002.50 |
|
0.618 |
1,987.25 |
|
0.500 |
1,982.50 |
|
0.382 |
1,977.75 |
|
LOW |
1,962.50 |
|
0.618 |
1,937.75 |
|
1.000 |
1,922.50 |
|
1.618 |
1,897.75 |
|
2.618 |
1,857.75 |
|
4.250 |
1,792.50 |
|
|
| Fisher Pivots for day following 16-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,987.75 |
1,980.50 |
| PP |
1,985.00 |
1,970.75 |
| S1 |
1,982.50 |
1,961.00 |
|