| Trading Metrics calculated at close of trading on 10-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2008 |
10-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
6,850.5 |
6,854.0 |
3.5 |
0.1% |
7,192.0 |
| High |
6,925.0 |
6,892.0 |
-33.0 |
-0.5% |
7,196.5 |
| Low |
6,849.0 |
6,802.5 |
-46.5 |
-0.7% |
6,825.0 |
| Close |
6,899.0 |
6,859.0 |
-40.0 |
-0.6% |
6,893.0 |
| Range |
76.0 |
89.5 |
13.5 |
17.8% |
371.5 |
| ATR |
115.3 |
114.0 |
-1.3 |
-1.2% |
0.0 |
| Volume |
3,223 |
2,901 |
-322 |
-10.0% |
8,414 |
|
| Daily Pivots for day following 10-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,119.7 |
7,078.8 |
6,908.2 |
|
| R3 |
7,030.2 |
6,989.3 |
6,883.6 |
|
| R2 |
6,940.7 |
6,940.7 |
6,875.4 |
|
| R1 |
6,899.8 |
6,899.8 |
6,867.2 |
6,920.3 |
| PP |
6,851.2 |
6,851.2 |
6,851.2 |
6,861.4 |
| S1 |
6,810.3 |
6,810.3 |
6,850.8 |
6,830.8 |
| S2 |
6,761.7 |
6,761.7 |
6,842.6 |
|
| S3 |
6,672.2 |
6,720.8 |
6,834.4 |
|
| S4 |
6,582.7 |
6,631.3 |
6,809.8 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,086.0 |
7,861.0 |
7,097.3 |
|
| R3 |
7,714.5 |
7,489.5 |
6,995.2 |
|
| R2 |
7,343.0 |
7,343.0 |
6,961.1 |
|
| R1 |
7,118.0 |
7,118.0 |
6,927.1 |
7,044.8 |
| PP |
6,971.5 |
6,971.5 |
6,971.5 |
6,934.9 |
| S1 |
6,746.5 |
6,746.5 |
6,858.9 |
6,673.3 |
| S2 |
6,600.0 |
6,600.0 |
6,824.9 |
|
| S3 |
6,228.5 |
6,375.0 |
6,790.8 |
|
| S4 |
5,857.0 |
6,003.5 |
6,688.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,094.5 |
6,802.5 |
292.0 |
4.3% |
124.2 |
1.8% |
19% |
False |
True |
2,633 |
| 10 |
7,217.0 |
6,802.5 |
414.5 |
6.0% |
111.5 |
1.6% |
14% |
False |
True |
1,740 |
| 20 |
7,340.0 |
6,802.5 |
537.5 |
7.8% |
105.6 |
1.5% |
11% |
False |
True |
1,102 |
| 40 |
7,340.0 |
6,655.0 |
685.0 |
10.0% |
99.9 |
1.5% |
30% |
False |
False |
715 |
| 60 |
7,340.0 |
6,306.5 |
1,033.5 |
15.1% |
110.6 |
1.6% |
53% |
False |
False |
1,225 |
| 80 |
7,340.0 |
6,306.5 |
1,033.5 |
15.1% |
112.7 |
1.6% |
53% |
False |
False |
1,023 |
| 100 |
7,699.0 |
6,306.5 |
1,392.5 |
20.3% |
125.5 |
1.8% |
40% |
False |
False |
893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,272.4 |
|
2.618 |
7,126.3 |
|
1.618 |
7,036.8 |
|
1.000 |
6,981.5 |
|
0.618 |
6,947.3 |
|
HIGH |
6,892.0 |
|
0.618 |
6,857.8 |
|
0.500 |
6,847.3 |
|
0.382 |
6,836.7 |
|
LOW |
6,802.5 |
|
0.618 |
6,747.2 |
|
1.000 |
6,713.0 |
|
1.618 |
6,657.7 |
|
2.618 |
6,568.2 |
|
4.250 |
6,422.1 |
|
|
| Fisher Pivots for day following 10-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,855.1 |
6,945.5 |
| PP |
6,851.2 |
6,916.7 |
| S1 |
6,847.3 |
6,887.8 |
|