| Trading Metrics calculated at close of trading on 27-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2008 |
27-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1,932.00 |
1,871.75 |
-60.25 |
-3.1% |
1,943.00 |
| High |
1,933.25 |
1,877.75 |
-55.50 |
-2.9% |
1,960.75 |
| Low |
1,862.50 |
1,836.00 |
-26.50 |
-1.4% |
1,836.00 |
| Close |
1,866.50 |
1,865.75 |
-0.75 |
0.0% |
1,865.75 |
| Range |
70.75 |
41.75 |
-29.00 |
-41.0% |
124.75 |
| ATR |
45.19 |
44.95 |
-0.25 |
-0.5% |
0.00 |
| Volume |
395,524 |
492,064 |
96,540 |
24.4% |
2,190,016 |
|
| Daily Pivots for day following 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,985.00 |
1,967.25 |
1,888.75 |
|
| R3 |
1,943.25 |
1,925.50 |
1,877.25 |
|
| R2 |
1,901.50 |
1,901.50 |
1,873.50 |
|
| R1 |
1,883.75 |
1,883.75 |
1,869.50 |
1,871.75 |
| PP |
1,859.75 |
1,859.75 |
1,859.75 |
1,854.00 |
| S1 |
1,842.00 |
1,842.00 |
1,862.00 |
1,830.00 |
| S2 |
1,818.00 |
1,818.00 |
1,858.00 |
|
| S3 |
1,776.25 |
1,800.25 |
1,854.25 |
|
| S4 |
1,734.50 |
1,758.50 |
1,842.75 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,261.75 |
2,188.50 |
1,934.25 |
|
| R3 |
2,137.00 |
2,063.75 |
1,900.00 |
|
| R2 |
2,012.25 |
2,012.25 |
1,888.50 |
|
| R1 |
1,939.00 |
1,939.00 |
1,877.25 |
1,913.25 |
| PP |
1,887.50 |
1,887.50 |
1,887.50 |
1,874.50 |
| S1 |
1,814.25 |
1,814.25 |
1,854.25 |
1,788.50 |
| S2 |
1,762.75 |
1,762.75 |
1,843.00 |
|
| S3 |
1,638.00 |
1,689.50 |
1,831.50 |
|
| S4 |
1,513.25 |
1,564.75 |
1,797.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,960.75 |
1,836.00 |
124.75 |
6.7% |
47.00 |
2.5% |
24% |
False |
True |
438,003 |
| 10 |
2,005.75 |
1,836.00 |
169.75 |
9.1% |
46.50 |
2.5% |
18% |
False |
True |
437,121 |
| 20 |
2,070.75 |
1,836.00 |
234.75 |
12.6% |
48.25 |
2.6% |
13% |
False |
True |
238,564 |
| 40 |
2,070.75 |
1,836.00 |
234.75 |
12.6% |
40.50 |
2.2% |
13% |
False |
True |
119,599 |
| 60 |
2,070.75 |
1,789.25 |
281.50 |
15.1% |
39.50 |
2.1% |
27% |
False |
False |
79,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,055.25 |
|
2.618 |
1,987.00 |
|
1.618 |
1,945.25 |
|
1.000 |
1,919.50 |
|
0.618 |
1,903.50 |
|
HIGH |
1,877.75 |
|
0.618 |
1,861.75 |
|
0.500 |
1,857.00 |
|
0.382 |
1,852.00 |
|
LOW |
1,836.00 |
|
0.618 |
1,810.25 |
|
1.000 |
1,794.25 |
|
1.618 |
1,768.50 |
|
2.618 |
1,726.75 |
|
4.250 |
1,658.50 |
|
|
| Fisher Pivots for day following 27-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,862.75 |
1,898.50 |
| PP |
1,859.75 |
1,887.50 |
| S1 |
1,857.00 |
1,876.50 |
|