| Trading Metrics calculated at close of trading on 24-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2008 |
24-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1,943.00 |
1,919.00 |
-24.00 |
-1.2% |
1,974.50 |
| High |
1,952.00 |
1,934.75 |
-17.25 |
-0.9% |
2,005.75 |
| Low |
1,917.50 |
1,895.00 |
-22.50 |
-1.2% |
1,927.50 |
| Close |
1,918.00 |
1,911.50 |
-6.50 |
-0.3% |
1,941.50 |
| Range |
34.50 |
39.75 |
5.25 |
15.2% |
78.25 |
| ATR |
43.00 |
42.76 |
-0.23 |
-0.5% |
0.00 |
| Volume |
541,065 |
347,901 |
-193,164 |
-35.7% |
2,181,198 |
|
| Daily Pivots for day following 24-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,033.00 |
2,012.00 |
1,933.25 |
|
| R3 |
1,993.25 |
1,972.25 |
1,922.50 |
|
| R2 |
1,953.50 |
1,953.50 |
1,918.75 |
|
| R1 |
1,932.50 |
1,932.50 |
1,915.25 |
1,923.00 |
| PP |
1,913.75 |
1,913.75 |
1,913.75 |
1,909.00 |
| S1 |
1,892.75 |
1,892.75 |
1,907.75 |
1,883.50 |
| S2 |
1,874.00 |
1,874.00 |
1,904.25 |
|
| S3 |
1,834.25 |
1,853.00 |
1,900.50 |
|
| S4 |
1,794.50 |
1,813.25 |
1,889.75 |
|
|
| 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 |
2,001.75 |
1,895.00 |
106.75 |
5.6% |
47.25 |
2.5% |
15% |
False |
True |
455,291 |
| 10 |
2,005.75 |
1,895.00 |
110.75 |
5.8% |
45.75 |
2.4% |
15% |
False |
True |
345,122 |
| 20 |
2,070.75 |
1,895.00 |
175.75 |
9.2% |
44.50 |
2.3% |
9% |
False |
True |
173,673 |
| 40 |
2,070.75 |
1,895.00 |
175.75 |
9.2% |
40.00 |
2.1% |
9% |
False |
True |
87,088 |
| 60 |
2,070.75 |
1,789.25 |
281.50 |
14.7% |
38.50 |
2.0% |
43% |
False |
False |
58,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,103.75 |
|
2.618 |
2,038.75 |
|
1.618 |
1,999.00 |
|
1.000 |
1,974.50 |
|
0.618 |
1,959.25 |
|
HIGH |
1,934.75 |
|
0.618 |
1,919.50 |
|
0.500 |
1,915.00 |
|
0.382 |
1,910.25 |
|
LOW |
1,895.00 |
|
0.618 |
1,870.50 |
|
1.000 |
1,855.25 |
|
1.618 |
1,830.75 |
|
2.618 |
1,791.00 |
|
4.250 |
1,726.00 |
|
|
| Fisher Pivots for day following 24-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,915.00 |
1,944.50 |
| PP |
1,913.75 |
1,933.50 |
| S1 |
1,912.50 |
1,922.50 |
|