| Trading Metrics calculated at close of trading on 18-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2008 |
18-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1,988.75 |
1,986.00 |
-2.75 |
-0.1% |
1,996.00 |
| High |
2,005.75 |
1,989.75 |
-16.00 |
-0.8% |
2,009.00 |
| Low |
1,979.50 |
1,952.50 |
-27.00 |
-1.4% |
1,919.25 |
| Close |
1,986.25 |
1,961.50 |
-24.75 |
-1.2% |
1,974.50 |
| Range |
26.25 |
37.25 |
11.00 |
41.9% |
89.75 |
| ATR |
40.87 |
40.62 |
-0.26 |
-0.6% |
0.00 |
| Volume |
375,901 |
392,702 |
16,801 |
4.5% |
391,314 |
|
| Daily Pivots for day following 18-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,079.75 |
2,057.75 |
1,982.00 |
|
| R3 |
2,042.50 |
2,020.50 |
1,971.75 |
|
| R2 |
2,005.25 |
2,005.25 |
1,968.25 |
|
| R1 |
1,983.25 |
1,983.25 |
1,965.00 |
1,975.50 |
| PP |
1,968.00 |
1,968.00 |
1,968.00 |
1,964.00 |
| S1 |
1,946.00 |
1,946.00 |
1,958.00 |
1,938.50 |
| S2 |
1,930.75 |
1,930.75 |
1,954.75 |
|
| S3 |
1,893.50 |
1,908.75 |
1,951.25 |
|
| S4 |
1,856.25 |
1,871.50 |
1,941.00 |
|
|
| 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% |
39.75 |
2.0% |
49% |
False |
False |
311,728 |
| 10 |
2,070.75 |
1,919.25 |
151.50 |
7.7% |
46.00 |
2.3% |
28% |
False |
False |
158,143 |
| 20 |
2,070.75 |
1,919.25 |
151.50 |
7.7% |
39.25 |
2.0% |
28% |
False |
False |
79,603 |
| 40 |
2,070.75 |
1,896.75 |
174.00 |
8.9% |
38.25 |
2.0% |
37% |
False |
False |
40,014 |
| 60 |
2,070.75 |
1,774.75 |
296.00 |
15.1% |
38.50 |
2.0% |
63% |
False |
False |
26,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,148.00 |
|
2.618 |
2,087.25 |
|
1.618 |
2,050.00 |
|
1.000 |
2,027.00 |
|
0.618 |
2,012.75 |
|
HIGH |
1,989.75 |
|
0.618 |
1,975.50 |
|
0.500 |
1,971.00 |
|
0.382 |
1,966.75 |
|
LOW |
1,952.50 |
|
0.618 |
1,929.50 |
|
1.000 |
1,915.25 |
|
1.618 |
1,892.25 |
|
2.618 |
1,855.00 |
|
4.250 |
1,794.25 |
|
|
| Fisher Pivots for day following 18-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,971.00 |
1,979.00 |
| PP |
1,968.00 |
1,973.25 |
| S1 |
1,964.75 |
1,967.50 |
|