| Trading Metrics calculated at close of trading on 30-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2008 |
30-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1,871.75 |
1,866.75 |
-5.00 |
-0.3% |
1,943.00 |
| High |
1,877.75 |
1,873.00 |
-4.75 |
-0.3% |
1,960.75 |
| Low |
1,836.00 |
1,842.25 |
6.25 |
0.3% |
1,836.00 |
| Close |
1,865.75 |
1,846.00 |
-19.75 |
-1.1% |
1,865.75 |
| Range |
41.75 |
30.75 |
-11.00 |
-26.3% |
124.75 |
| ATR |
44.95 |
43.93 |
-1.01 |
-2.3% |
0.00 |
| Volume |
492,064 |
434,636 |
-57,428 |
-11.7% |
2,190,016 |
|
| Daily Pivots for day following 30-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,946.00 |
1,926.75 |
1,863.00 |
|
| R3 |
1,915.25 |
1,896.00 |
1,854.50 |
|
| R2 |
1,884.50 |
1,884.50 |
1,851.75 |
|
| R1 |
1,865.25 |
1,865.25 |
1,848.75 |
1,859.50 |
| PP |
1,853.75 |
1,853.75 |
1,853.75 |
1,851.00 |
| S1 |
1,834.50 |
1,834.50 |
1,843.25 |
1,828.75 |
| S2 |
1,823.00 |
1,823.00 |
1,840.25 |
|
| S3 |
1,792.25 |
1,803.75 |
1,837.50 |
|
| S4 |
1,761.50 |
1,773.00 |
1,829.00 |
|
|
| 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 |
6.8% |
46.25 |
2.5% |
8% |
False |
False |
416,717 |
| 10 |
2,005.75 |
1,836.00 |
169.75 |
9.2% |
45.50 |
2.5% |
6% |
False |
False |
438,804 |
| 20 |
2,070.75 |
1,836.00 |
234.75 |
12.7% |
47.50 |
2.6% |
4% |
False |
False |
260,270 |
| 40 |
2,070.75 |
1,836.00 |
234.75 |
12.7% |
40.75 |
2.2% |
4% |
False |
False |
130,464 |
| 60 |
2,070.75 |
1,789.25 |
281.50 |
15.2% |
39.50 |
2.1% |
20% |
False |
False |
87,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,003.75 |
|
2.618 |
1,953.50 |
|
1.618 |
1,922.75 |
|
1.000 |
1,903.75 |
|
0.618 |
1,892.00 |
|
HIGH |
1,873.00 |
|
0.618 |
1,861.25 |
|
0.500 |
1,857.50 |
|
0.382 |
1,854.00 |
|
LOW |
1,842.25 |
|
0.618 |
1,823.25 |
|
1.000 |
1,811.50 |
|
1.618 |
1,792.50 |
|
2.618 |
1,761.75 |
|
4.250 |
1,711.50 |
|
|
| Fisher Pivots for day following 30-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,857.50 |
1,884.50 |
| PP |
1,853.75 |
1,871.75 |
| S1 |
1,850.00 |
1,859.00 |
|