| Trading Metrics calculated at close of trading on 23-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2008 |
23-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1,992.50 |
1,943.00 |
-49.50 |
-2.5% |
1,974.50 |
| High |
1,994.00 |
1,952.00 |
-42.00 |
-2.1% |
2,005.75 |
| Low |
1,927.50 |
1,917.50 |
-10.00 |
-0.5% |
1,927.50 |
| Close |
1,941.50 |
1,918.00 |
-23.50 |
-1.2% |
1,941.50 |
| Range |
66.50 |
34.50 |
-32.00 |
-48.1% |
78.25 |
| ATR |
43.65 |
43.00 |
-0.65 |
-1.5% |
0.00 |
| Volume |
552,215 |
541,065 |
-11,150 |
-2.0% |
2,181,198 |
|
| Daily Pivots for day following 23-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,032.75 |
2,009.75 |
1,937.00 |
|
| R3 |
1,998.25 |
1,975.25 |
1,927.50 |
|
| R2 |
1,963.75 |
1,963.75 |
1,924.25 |
|
| R1 |
1,940.75 |
1,940.75 |
1,921.25 |
1,935.00 |
| PP |
1,929.25 |
1,929.25 |
1,929.25 |
1,926.25 |
| S1 |
1,906.25 |
1,906.25 |
1,914.75 |
1,900.50 |
| S2 |
1,894.75 |
1,894.75 |
1,911.75 |
|
| S3 |
1,860.25 |
1,871.75 |
1,908.50 |
|
| S4 |
1,825.75 |
1,837.25 |
1,899.00 |
|
|
| 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 |
1,917.50 |
88.25 |
4.6% |
44.50 |
2.3% |
1% |
False |
True |
460,891 |
| 10 |
2,005.75 |
1,917.50 |
88.25 |
4.6% |
45.00 |
2.3% |
1% |
False |
True |
311,118 |
| 20 |
2,070.75 |
1,917.50 |
153.25 |
8.0% |
44.50 |
2.3% |
0% |
False |
True |
156,311 |
| 40 |
2,070.75 |
1,917.50 |
153.25 |
8.0% |
39.50 |
2.1% |
0% |
False |
True |
78,394 |
| 60 |
2,070.75 |
1,785.00 |
285.75 |
14.9% |
39.25 |
2.1% |
47% |
False |
False |
52,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,098.50 |
|
2.618 |
2,042.25 |
|
1.618 |
2,007.75 |
|
1.000 |
1,986.50 |
|
0.618 |
1,973.25 |
|
HIGH |
1,952.00 |
|
0.618 |
1,938.75 |
|
0.500 |
1,934.75 |
|
0.382 |
1,930.75 |
|
LOW |
1,917.50 |
|
0.618 |
1,896.25 |
|
1.000 |
1,883.00 |
|
1.618 |
1,861.75 |
|
2.618 |
1,827.25 |
|
4.250 |
1,771.00 |
|
|
| Fisher Pivots for day following 23-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,934.75 |
1,959.50 |
| PP |
1,929.25 |
1,945.75 |
| S1 |
1,923.50 |
1,932.00 |
|