| 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 |
1,974.50 |
1,988.75 |
14.25 |
0.7% |
1,996.00 |
| High |
2,002.50 |
2,005.75 |
3.25 |
0.2% |
2,009.00 |
| Low |
1,962.50 |
1,979.50 |
17.00 |
0.9% |
1,919.25 |
| Close |
1,990.25 |
1,986.25 |
-4.00 |
-0.2% |
1,974.50 |
| Range |
40.00 |
26.25 |
-13.75 |
-34.4% |
89.75 |
| ATR |
42.00 |
40.87 |
-1.12 |
-2.7% |
0.00 |
| Volume |
417,808 |
375,901 |
-41,907 |
-10.0% |
391,314 |
|
| Daily Pivots for day following 17-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,069.25 |
2,054.00 |
2,000.75 |
|
| R3 |
2,043.00 |
2,027.75 |
1,993.50 |
|
| R2 |
2,016.75 |
2,016.75 |
1,991.00 |
|
| R1 |
2,001.50 |
2,001.50 |
1,988.75 |
1,996.00 |
| PP |
1,990.50 |
1,990.50 |
1,990.50 |
1,987.75 |
| S1 |
1,975.25 |
1,975.25 |
1,983.75 |
1,969.75 |
| S2 |
1,964.25 |
1,964.25 |
1,981.50 |
|
| S3 |
1,938.00 |
1,949.00 |
1,979.00 |
|
| S4 |
1,911.75 |
1,922.75 |
1,971.75 |
|
|
| 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 |
2,005.75 |
1,919.25 |
86.50 |
4.4% |
44.25 |
2.2% |
77% |
True |
False |
234,953 |
| 10 |
2,070.75 |
1,919.25 |
151.50 |
7.6% |
47.25 |
2.4% |
44% |
False |
False |
119,166 |
| 20 |
2,070.75 |
1,919.25 |
151.50 |
7.6% |
40.50 |
2.0% |
44% |
False |
False |
60,016 |
| 40 |
2,070.75 |
1,896.75 |
174.00 |
8.8% |
38.25 |
1.9% |
51% |
False |
False |
30,200 |
| 60 |
2,070.75 |
1,774.75 |
296.00 |
14.9% |
38.25 |
1.9% |
71% |
False |
False |
20,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,117.25 |
|
2.618 |
2,074.50 |
|
1.618 |
2,048.25 |
|
1.000 |
2,032.00 |
|
0.618 |
2,022.00 |
|
HIGH |
2,005.75 |
|
0.618 |
1,995.75 |
|
0.500 |
1,992.50 |
|
0.382 |
1,989.50 |
|
LOW |
1,979.50 |
|
0.618 |
1,963.25 |
|
1.000 |
1,953.25 |
|
1.618 |
1,937.00 |
|
2.618 |
1,910.75 |
|
4.250 |
1,868.00 |
|
|
| Fisher Pivots for day following 17-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,992.50 |
1,980.00 |
| PP |
1,990.50 |
1,973.75 |
| S1 |
1,988.50 |
1,967.50 |
|