| Trading Metrics calculated at close of trading on 01-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2008 |
01-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1,866.75 |
1,848.75 |
-18.00 |
-1.0% |
1,943.00 |
| High |
1,873.00 |
1,872.00 |
-1.00 |
-0.1% |
1,960.75 |
| Low |
1,842.25 |
1,815.75 |
-26.50 |
-1.4% |
1,836.00 |
| Close |
1,846.00 |
1,869.00 |
23.00 |
1.2% |
1,865.75 |
| Range |
30.75 |
56.25 |
25.50 |
82.9% |
124.75 |
| ATR |
43.93 |
44.81 |
0.88 |
2.0% |
0.00 |
| Volume |
434,636 |
369,687 |
-64,949 |
-14.9% |
2,190,016 |
|
| Daily Pivots for day following 01-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,021.00 |
2,001.25 |
1,900.00 |
|
| R3 |
1,964.75 |
1,945.00 |
1,884.50 |
|
| R2 |
1,908.50 |
1,908.50 |
1,879.25 |
|
| R1 |
1,888.75 |
1,888.75 |
1,874.25 |
1,898.50 |
| PP |
1,852.25 |
1,852.25 |
1,852.25 |
1,857.25 |
| S1 |
1,832.50 |
1,832.50 |
1,863.75 |
1,842.50 |
| S2 |
1,796.00 |
1,796.00 |
1,858.75 |
|
| S3 |
1,739.75 |
1,776.25 |
1,853.50 |
|
| S4 |
1,683.50 |
1,720.00 |
1,838.00 |
|
|
| 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 |
1,815.75 |
145.00 |
7.8% |
49.75 |
2.7% |
37% |
False |
True |
421,074 |
| 10 |
2,001.75 |
1,815.75 |
186.00 |
10.0% |
48.50 |
2.6% |
29% |
False |
True |
438,182 |
| 20 |
2,070.75 |
1,815.75 |
255.00 |
13.6% |
48.00 |
2.6% |
21% |
False |
True |
278,674 |
| 40 |
2,070.75 |
1,815.75 |
255.00 |
13.6% |
41.00 |
2.2% |
21% |
False |
True |
139,693 |
| 60 |
2,070.75 |
1,789.25 |
281.50 |
15.1% |
40.25 |
2.2% |
28% |
False |
False |
93,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,111.00 |
|
2.618 |
2,019.25 |
|
1.618 |
1,963.00 |
|
1.000 |
1,928.25 |
|
0.618 |
1,906.75 |
|
HIGH |
1,872.00 |
|
0.618 |
1,850.50 |
|
0.500 |
1,844.00 |
|
0.382 |
1,837.25 |
|
LOW |
1,815.75 |
|
0.618 |
1,781.00 |
|
1.000 |
1,759.50 |
|
1.618 |
1,724.75 |
|
2.618 |
1,668.50 |
|
4.250 |
1,576.75 |
|
|
| Fisher Pivots for day following 01-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,860.50 |
1,861.50 |
| PP |
1,852.25 |
1,854.25 |
| S1 |
1,844.00 |
1,846.75 |
|