| Trading Metrics calculated at close of trading on 13-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2008 |
13-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
6,710.0 |
6,770.0 |
60.0 |
0.9% |
6,850.5 |
| High |
6,813.0 |
6,856.0 |
43.0 |
0.6% |
6,925.0 |
| Low |
6,710.0 |
6,727.0 |
17.0 |
0.3% |
6,710.0 |
| Close |
6,796.0 |
6,844.5 |
48.5 |
0.7% |
6,844.5 |
| Range |
103.0 |
129.0 |
26.0 |
25.2% |
215.0 |
| ATR |
117.7 |
118.5 |
0.8 |
0.7% |
0.0 |
| Volume |
4,481 |
9,573 |
5,092 |
113.6% |
25,045 |
|
| Daily Pivots for day following 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,196.2 |
7,149.3 |
6,915.5 |
|
| R3 |
7,067.2 |
7,020.3 |
6,880.0 |
|
| R2 |
6,938.2 |
6,938.2 |
6,868.2 |
|
| R1 |
6,891.3 |
6,891.3 |
6,856.3 |
6,914.8 |
| PP |
6,809.2 |
6,809.2 |
6,809.2 |
6,820.9 |
| S1 |
6,762.3 |
6,762.3 |
6,832.7 |
6,785.8 |
| S2 |
6,680.2 |
6,680.2 |
6,820.9 |
|
| S3 |
6,551.2 |
6,633.3 |
6,809.0 |
|
| S4 |
6,422.2 |
6,504.3 |
6,773.6 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,471.5 |
7,373.0 |
6,962.8 |
|
| R3 |
7,256.5 |
7,158.0 |
6,903.6 |
|
| R2 |
7,041.5 |
7,041.5 |
6,883.9 |
|
| R1 |
6,943.0 |
6,943.0 |
6,864.2 |
6,884.8 |
| PP |
6,826.5 |
6,826.5 |
6,826.5 |
6,797.4 |
| S1 |
6,728.0 |
6,728.0 |
6,824.8 |
6,669.8 |
| S2 |
6,611.5 |
6,611.5 |
6,805.1 |
|
| S3 |
6,396.5 |
6,513.0 |
6,785.4 |
|
| S4 |
6,181.5 |
6,298.0 |
6,726.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,925.0 |
6,710.0 |
215.0 |
3.1% |
116.0 |
1.7% |
63% |
False |
False |
5,009 |
| 10 |
7,196.5 |
6,710.0 |
486.5 |
7.1% |
125.9 |
1.8% |
28% |
False |
False |
3,345 |
| 20 |
7,340.0 |
6,710.0 |
630.0 |
9.2% |
111.3 |
1.6% |
21% |
False |
False |
1,969 |
| 40 |
7,340.0 |
6,710.0 |
630.0 |
9.2% |
102.4 |
1.5% |
21% |
False |
False |
1,155 |
| 60 |
7,340.0 |
6,415.0 |
925.0 |
13.5% |
107.2 |
1.6% |
46% |
False |
False |
1,299 |
| 80 |
7,340.0 |
6,306.5 |
1,033.5 |
15.1% |
112.7 |
1.6% |
52% |
False |
False |
1,249 |
| 100 |
7,340.0 |
6,306.5 |
1,033.5 |
15.1% |
119.8 |
1.7% |
52% |
False |
False |
1,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,404.3 |
|
2.618 |
7,193.7 |
|
1.618 |
7,064.7 |
|
1.000 |
6,985.0 |
|
0.618 |
6,935.7 |
|
HIGH |
6,856.0 |
|
0.618 |
6,806.7 |
|
0.500 |
6,791.5 |
|
0.382 |
6,776.3 |
|
LOW |
6,727.0 |
|
0.618 |
6,647.3 |
|
1.000 |
6,598.0 |
|
1.618 |
6,518.3 |
|
2.618 |
6,389.3 |
|
4.250 |
6,178.8 |
|
|
| Fisher Pivots for day following 13-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,826.8 |
6,830.5 |
| PP |
6,809.2 |
6,816.5 |
| S1 |
6,791.5 |
6,802.5 |
|