| Trading Metrics calculated at close of trading on 25-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2008 |
25-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1,919.00 |
1,912.00 |
-7.00 |
-0.4% |
1,974.50 |
| High |
1,934.75 |
1,960.75 |
26.00 |
1.3% |
2,005.75 |
| Low |
1,895.00 |
1,912.00 |
17.00 |
0.9% |
1,927.50 |
| Close |
1,911.50 |
1,932.25 |
20.75 |
1.1% |
1,941.50 |
| Range |
39.75 |
48.75 |
9.00 |
22.6% |
78.25 |
| ATR |
42.76 |
43.23 |
0.46 |
1.1% |
0.00 |
| Volume |
347,901 |
413,462 |
65,561 |
18.8% |
2,181,198 |
|
| Daily Pivots for day following 25-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,081.25 |
2,055.50 |
1,959.00 |
|
| R3 |
2,032.50 |
2,006.75 |
1,945.75 |
|
| R2 |
1,983.75 |
1,983.75 |
1,941.25 |
|
| R1 |
1,958.00 |
1,958.00 |
1,936.75 |
1,971.00 |
| PP |
1,935.00 |
1,935.00 |
1,935.00 |
1,941.50 |
| S1 |
1,909.25 |
1,909.25 |
1,927.75 |
1,922.00 |
| S2 |
1,886.25 |
1,886.25 |
1,923.25 |
|
| S3 |
1,837.50 |
1,860.50 |
1,918.75 |
|
| S4 |
1,788.75 |
1,811.75 |
1,905.50 |
|
|
| 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 |
5.5% |
49.50 |
2.6% |
35% |
False |
False |
459,443 |
| 10 |
2,005.75 |
1,895.00 |
110.75 |
5.7% |
44.75 |
2.3% |
34% |
False |
False |
385,585 |
| 20 |
2,070.75 |
1,895.00 |
175.75 |
9.1% |
45.50 |
2.4% |
21% |
False |
False |
194,311 |
| 40 |
2,070.75 |
1,895.00 |
175.75 |
9.1% |
40.25 |
2.1% |
21% |
False |
False |
97,420 |
| 60 |
2,070.75 |
1,789.25 |
281.50 |
14.6% |
38.75 |
2.0% |
51% |
False |
False |
65,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,168.00 |
|
2.618 |
2,088.50 |
|
1.618 |
2,039.75 |
|
1.000 |
2,009.50 |
|
0.618 |
1,991.00 |
|
HIGH |
1,960.75 |
|
0.618 |
1,942.25 |
|
0.500 |
1,936.50 |
|
0.382 |
1,930.50 |
|
LOW |
1,912.00 |
|
0.618 |
1,881.75 |
|
1.000 |
1,863.25 |
|
1.618 |
1,833.00 |
|
2.618 |
1,784.25 |
|
4.250 |
1,704.75 |
|
|
| Fisher Pivots for day following 25-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,936.50 |
1,930.75 |
| PP |
1,935.00 |
1,929.25 |
| S1 |
1,933.50 |
1,928.00 |
|