| Trading Metrics calculated at close of trading on 16-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2008 |
16-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
6,770.0 |
6,887.0 |
117.0 |
1.7% |
6,850.5 |
| High |
6,856.0 |
6,891.0 |
35.0 |
0.5% |
6,925.0 |
| Low |
6,727.0 |
6,750.0 |
23.0 |
0.3% |
6,710.0 |
| Close |
6,844.5 |
6,800.5 |
-44.0 |
-0.6% |
6,844.5 |
| Range |
129.0 |
141.0 |
12.0 |
9.3% |
215.0 |
| ATR |
118.5 |
120.1 |
1.6 |
1.4% |
0.0 |
| Volume |
9,573 |
35,718 |
26,145 |
273.1% |
25,045 |
|
| Daily Pivots for day following 16-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,236.8 |
7,159.7 |
6,878.1 |
|
| R3 |
7,095.8 |
7,018.7 |
6,839.3 |
|
| R2 |
6,954.8 |
6,954.8 |
6,826.4 |
|
| R1 |
6,877.7 |
6,877.7 |
6,813.4 |
6,845.8 |
| PP |
6,813.8 |
6,813.8 |
6,813.8 |
6,797.9 |
| S1 |
6,736.7 |
6,736.7 |
6,787.6 |
6,704.8 |
| S2 |
6,672.8 |
6,672.8 |
6,774.7 |
|
| S3 |
6,531.8 |
6,595.7 |
6,761.7 |
|
| S4 |
6,390.8 |
6,454.7 |
6,723.0 |
|
|
| 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 |
6,895.0 |
6,710.0 |
185.0 |
2.7% |
129.0 |
1.9% |
49% |
False |
False |
11,508 |
| 10 |
7,115.0 |
6,710.0 |
405.0 |
6.0% |
125.2 |
1.8% |
22% |
False |
False |
6,872 |
| 20 |
7,285.0 |
6,710.0 |
575.0 |
8.5% |
115.1 |
1.7% |
16% |
False |
False |
3,743 |
| 40 |
7,340.0 |
6,710.0 |
630.0 |
9.3% |
102.4 |
1.5% |
14% |
False |
False |
2,040 |
| 60 |
7,340.0 |
6,427.0 |
913.0 |
13.4% |
106.4 |
1.6% |
41% |
False |
False |
1,623 |
| 80 |
7,340.0 |
6,306.5 |
1,033.5 |
15.2% |
112.8 |
1.7% |
48% |
False |
False |
1,691 |
| 100 |
7,340.0 |
6,306.5 |
1,033.5 |
15.2% |
117.3 |
1.7% |
48% |
False |
False |
1,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,490.3 |
|
2.618 |
7,260.1 |
|
1.618 |
7,119.1 |
|
1.000 |
7,032.0 |
|
0.618 |
6,978.1 |
|
HIGH |
6,891.0 |
|
0.618 |
6,837.1 |
|
0.500 |
6,820.5 |
|
0.382 |
6,803.9 |
|
LOW |
6,750.0 |
|
0.618 |
6,662.9 |
|
1.000 |
6,609.0 |
|
1.618 |
6,521.9 |
|
2.618 |
6,380.9 |
|
4.250 |
6,150.8 |
|
|
| Fisher Pivots for day following 16-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,820.5 |
6,800.5 |
| PP |
6,813.8 |
6,800.5 |
| S1 |
6,807.2 |
6,800.5 |
|