| Trading Metrics calculated at close of trading on 26-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2008 |
26-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1,912.00 |
1,932.00 |
20.00 |
1.0% |
1,974.50 |
| High |
1,960.75 |
1,933.25 |
-27.50 |
-1.4% |
2,005.75 |
| Low |
1,912.00 |
1,862.50 |
-49.50 |
-2.6% |
1,927.50 |
| Close |
1,932.25 |
1,866.50 |
-65.75 |
-3.4% |
1,941.50 |
| Range |
48.75 |
70.75 |
22.00 |
45.1% |
78.25 |
| ATR |
43.23 |
45.19 |
1.97 |
4.5% |
0.00 |
| Volume |
413,462 |
395,524 |
-17,938 |
-4.3% |
2,181,198 |
|
| Daily Pivots for day following 26-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,099.75 |
2,053.75 |
1,905.50 |
|
| R3 |
2,029.00 |
1,983.00 |
1,886.00 |
|
| R2 |
1,958.25 |
1,958.25 |
1,879.50 |
|
| R1 |
1,912.25 |
1,912.25 |
1,873.00 |
1,900.00 |
| PP |
1,887.50 |
1,887.50 |
1,887.50 |
1,881.25 |
| S1 |
1,841.50 |
1,841.50 |
1,860.00 |
1,829.00 |
| S2 |
1,816.75 |
1,816.75 |
1,853.50 |
|
| S3 |
1,746.00 |
1,770.75 |
1,847.00 |
|
| S4 |
1,675.25 |
1,700.00 |
1,827.50 |
|
|
| 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 |
1,994.00 |
1,862.50 |
131.50 |
7.0% |
52.00 |
2.8% |
3% |
False |
True |
450,033 |
| 10 |
2,005.75 |
1,862.50 |
143.25 |
7.7% |
47.25 |
2.5% |
3% |
False |
True |
421,571 |
| 20 |
2,070.75 |
1,862.50 |
208.25 |
11.2% |
47.25 |
2.5% |
2% |
False |
True |
214,042 |
| 40 |
2,070.75 |
1,862.50 |
208.25 |
11.2% |
40.25 |
2.2% |
2% |
False |
True |
107,305 |
| 60 |
2,070.75 |
1,789.25 |
281.50 |
15.1% |
39.50 |
2.1% |
27% |
False |
False |
71,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,234.00 |
|
2.618 |
2,118.50 |
|
1.618 |
2,047.75 |
|
1.000 |
2,004.00 |
|
0.618 |
1,977.00 |
|
HIGH |
1,933.25 |
|
0.618 |
1,906.25 |
|
0.500 |
1,898.00 |
|
0.382 |
1,889.50 |
|
LOW |
1,862.50 |
|
0.618 |
1,818.75 |
|
1.000 |
1,791.75 |
|
1.618 |
1,748.00 |
|
2.618 |
1,677.25 |
|
4.250 |
1,561.75 |
|
|
| Fisher Pivots for day following 26-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,898.00 |
1,911.50 |
| PP |
1,887.50 |
1,896.50 |
| S1 |
1,877.00 |
1,881.50 |
|