| Trading Metrics calculated at close of trading on 19-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2008 |
19-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1,986.00 |
1,961.00 |
-25.00 |
-1.3% |
1,996.00 |
| High |
1,989.75 |
2,001.75 |
12.00 |
0.6% |
2,009.00 |
| Low |
1,952.50 |
1,943.25 |
-9.25 |
-0.5% |
1,919.25 |
| Close |
1,961.50 |
1,990.50 |
29.00 |
1.5% |
1,974.50 |
| Range |
37.25 |
58.50 |
21.25 |
57.0% |
89.75 |
| ATR |
40.62 |
41.89 |
1.28 |
3.1% |
0.00 |
| Volume |
392,702 |
442,572 |
49,870 |
12.7% |
391,314 |
|
| Daily Pivots for day following 19-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,154.00 |
2,130.75 |
2,022.75 |
|
| R3 |
2,095.50 |
2,072.25 |
2,006.50 |
|
| R2 |
2,037.00 |
2,037.00 |
2,001.25 |
|
| R1 |
2,013.75 |
2,013.75 |
1,995.75 |
2,025.50 |
| PP |
1,978.50 |
1,978.50 |
1,978.50 |
1,984.25 |
| S1 |
1,955.25 |
1,955.25 |
1,985.25 |
1,967.00 |
| S2 |
1,920.00 |
1,920.00 |
1,979.75 |
|
| S3 |
1,861.50 |
1,896.75 |
1,974.50 |
|
| S4 |
1,803.00 |
1,838.25 |
1,958.25 |
|
|
| 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 |
2,005.75 |
1,929.00 |
76.75 |
3.9% |
42.50 |
2.1% |
80% |
False |
False |
393,110 |
| 10 |
2,070.75 |
1,919.25 |
151.50 |
7.6% |
47.50 |
2.4% |
47% |
False |
False |
202,221 |
| 20 |
2,070.75 |
1,919.25 |
151.50 |
7.6% |
41.00 |
2.1% |
47% |
False |
False |
101,693 |
| 40 |
2,070.75 |
1,908.50 |
162.25 |
8.2% |
38.25 |
1.9% |
51% |
False |
False |
51,072 |
| 60 |
2,070.75 |
1,774.75 |
296.00 |
14.9% |
38.75 |
1.9% |
73% |
False |
False |
34,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,250.50 |
|
2.618 |
2,155.00 |
|
1.618 |
2,096.50 |
|
1.000 |
2,060.25 |
|
0.618 |
2,038.00 |
|
HIGH |
2,001.75 |
|
0.618 |
1,979.50 |
|
0.500 |
1,972.50 |
|
0.382 |
1,965.50 |
|
LOW |
1,943.25 |
|
0.618 |
1,907.00 |
|
1.000 |
1,884.75 |
|
1.618 |
1,848.50 |
|
2.618 |
1,790.00 |
|
4.250 |
1,694.50 |
|
|
| Fisher Pivots for day following 19-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,984.50 |
1,985.25 |
| PP |
1,978.50 |
1,979.75 |
| S1 |
1,972.50 |
1,974.50 |
|