| Trading Metrics calculated at close of trading on 20-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2008 |
20-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1,961.00 |
1,992.50 |
31.50 |
1.6% |
1,974.50 |
| High |
2,001.75 |
1,994.00 |
-7.75 |
-0.4% |
2,005.75 |
| Low |
1,943.25 |
1,927.50 |
-15.75 |
-0.8% |
1,927.50 |
| Close |
1,990.50 |
1,941.50 |
-49.00 |
-2.5% |
1,941.50 |
| Range |
58.50 |
66.50 |
8.00 |
13.7% |
78.25 |
| ATR |
41.89 |
43.65 |
1.76 |
4.2% |
0.00 |
| Volume |
442,572 |
552,215 |
109,643 |
24.8% |
2,181,198 |
|
| Daily Pivots for day following 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,153.75 |
2,114.25 |
1,978.00 |
|
| R3 |
2,087.25 |
2,047.75 |
1,959.75 |
|
| R2 |
2,020.75 |
2,020.75 |
1,953.75 |
|
| R1 |
1,981.25 |
1,981.25 |
1,947.50 |
1,967.75 |
| PP |
1,954.25 |
1,954.25 |
1,954.25 |
1,947.50 |
| S1 |
1,914.75 |
1,914.75 |
1,935.50 |
1,901.25 |
| S2 |
1,887.75 |
1,887.75 |
1,929.25 |
|
| S3 |
1,821.25 |
1,848.25 |
1,923.25 |
|
| S4 |
1,754.75 |
1,781.75 |
1,905.00 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,193.00 |
2,145.50 |
1,984.50 |
|
| R3 |
2,114.75 |
2,067.25 |
1,963.00 |
|
| R2 |
2,036.50 |
2,036.50 |
1,955.75 |
|
| R1 |
1,989.00 |
1,989.00 |
1,948.75 |
1,973.50 |
| PP |
1,958.25 |
1,958.25 |
1,958.25 |
1,950.50 |
| S1 |
1,910.75 |
1,910.75 |
1,934.25 |
1,895.50 |
| S2 |
1,880.00 |
1,880.00 |
1,927.25 |
|
| S3 |
1,801.75 |
1,832.50 |
1,920.00 |
|
| S4 |
1,723.50 |
1,754.25 |
1,898.50 |
|
|
| 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 |
1,927.50 |
78.25 |
4.0% |
45.75 |
2.4% |
18% |
False |
True |
436,239 |
| 10 |
2,009.00 |
1,919.25 |
89.75 |
4.6% |
46.75 |
2.4% |
25% |
False |
False |
257,251 |
| 20 |
2,070.75 |
1,919.25 |
151.50 |
7.8% |
43.25 |
2.2% |
15% |
False |
False |
129,281 |
| 40 |
2,070.75 |
1,919.25 |
151.50 |
7.8% |
39.00 |
2.0% |
15% |
False |
False |
64,874 |
| 60 |
2,070.75 |
1,775.75 |
295.00 |
15.2% |
39.25 |
2.0% |
56% |
False |
False |
43,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,276.50 |
|
2.618 |
2,168.00 |
|
1.618 |
2,101.50 |
|
1.000 |
2,060.50 |
|
0.618 |
2,035.00 |
|
HIGH |
1,994.00 |
|
0.618 |
1,968.50 |
|
0.500 |
1,960.75 |
|
0.382 |
1,953.00 |
|
LOW |
1,927.50 |
|
0.618 |
1,886.50 |
|
1.000 |
1,861.00 |
|
1.618 |
1,820.00 |
|
2.618 |
1,753.50 |
|
4.250 |
1,645.00 |
|
|
| Fisher Pivots for day following 20-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,960.75 |
1,964.50 |
| PP |
1,954.25 |
1,957.00 |
| S1 |
1,948.00 |
1,949.25 |
|