| Trading Metrics calculated at close of trading on 11-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2008 |
11-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
6,854.0 |
6,868.0 |
14.0 |
0.2% |
7,192.0 |
| High |
6,892.0 |
6,895.0 |
3.0 |
0.0% |
7,196.5 |
| Low |
6,802.5 |
6,712.5 |
-90.0 |
-1.3% |
6,825.0 |
| Close |
6,859.0 |
6,736.0 |
-123.0 |
-1.8% |
6,893.0 |
| Range |
89.5 |
182.5 |
93.0 |
103.9% |
371.5 |
| ATR |
114.0 |
118.9 |
4.9 |
4.3% |
0.0 |
| Volume |
2,901 |
4,867 |
1,966 |
67.8% |
8,414 |
|
| Daily Pivots for day following 11-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,328.7 |
7,214.8 |
6,836.4 |
|
| R3 |
7,146.2 |
7,032.3 |
6,786.2 |
|
| R2 |
6,963.7 |
6,963.7 |
6,769.5 |
|
| R1 |
6,849.8 |
6,849.8 |
6,752.7 |
6,815.5 |
| PP |
6,781.2 |
6,781.2 |
6,781.2 |
6,764.0 |
| S1 |
6,667.3 |
6,667.3 |
6,719.3 |
6,633.0 |
| S2 |
6,598.7 |
6,598.7 |
6,702.5 |
|
| S3 |
6,416.2 |
6,484.8 |
6,685.8 |
|
| S4 |
6,233.7 |
6,302.3 |
6,635.6 |
|
|
| 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 |
6,712.5 |
382.0 |
5.7% |
141.7 |
2.1% |
6% |
False |
True |
3,099 |
| 10 |
7,217.0 |
6,712.5 |
504.5 |
7.5% |
117.1 |
1.7% |
5% |
False |
True |
2,137 |
| 20 |
7,340.0 |
6,712.5 |
627.5 |
9.3% |
109.7 |
1.6% |
4% |
False |
True |
1,319 |
| 40 |
7,340.0 |
6,712.5 |
627.5 |
9.3% |
102.0 |
1.5% |
4% |
False |
True |
830 |
| 60 |
7,340.0 |
6,306.5 |
1,033.5 |
15.3% |
109.3 |
1.6% |
42% |
False |
False |
1,273 |
| 80 |
7,340.0 |
6,306.5 |
1,033.5 |
15.3% |
113.5 |
1.7% |
42% |
False |
False |
1,081 |
| 100 |
7,448.0 |
6,306.5 |
1,141.5 |
16.9% |
125.6 |
1.9% |
38% |
False |
False |
941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,670.6 |
|
2.618 |
7,372.8 |
|
1.618 |
7,190.3 |
|
1.000 |
7,077.5 |
|
0.618 |
7,007.8 |
|
HIGH |
6,895.0 |
|
0.618 |
6,825.3 |
|
0.500 |
6,803.8 |
|
0.382 |
6,782.2 |
|
LOW |
6,712.5 |
|
0.618 |
6,599.7 |
|
1.000 |
6,530.0 |
|
1.618 |
6,417.2 |
|
2.618 |
6,234.7 |
|
4.250 |
5,936.9 |
|
|
| Fisher Pivots for day following 11-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,803.8 |
6,818.8 |
| PP |
6,781.2 |
6,791.2 |
| S1 |
6,758.6 |
6,763.6 |
|