| Trading Metrics calculated at close of trading on 17-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2008 |
17-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
6,887.0 |
6,815.5 |
-71.5 |
-1.0% |
6,850.5 |
| High |
6,891.0 |
6,932.5 |
41.5 |
0.6% |
6,925.0 |
| Low |
6,750.0 |
6,815.5 |
65.5 |
1.0% |
6,710.0 |
| Close |
6,800.5 |
6,880.0 |
79.5 |
1.2% |
6,844.5 |
| Range |
141.0 |
117.0 |
-24.0 |
-17.0% |
215.0 |
| ATR |
120.1 |
121.0 |
0.8 |
0.7% |
0.0 |
| Volume |
35,718 |
70,581 |
34,863 |
97.6% |
25,045 |
|
| Daily Pivots for day following 17-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,227.0 |
7,170.5 |
6,944.4 |
|
| R3 |
7,110.0 |
7,053.5 |
6,912.2 |
|
| R2 |
6,993.0 |
6,993.0 |
6,901.5 |
|
| R1 |
6,936.5 |
6,936.5 |
6,890.7 |
6,964.8 |
| PP |
6,876.0 |
6,876.0 |
6,876.0 |
6,890.1 |
| S1 |
6,819.5 |
6,819.5 |
6,869.3 |
6,847.8 |
| S2 |
6,759.0 |
6,759.0 |
6,858.6 |
|
| S3 |
6,642.0 |
6,702.5 |
6,847.8 |
|
| S4 |
6,525.0 |
6,585.5 |
6,815.7 |
|
|
| 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 |
6,932.5 |
6,710.0 |
222.5 |
3.2% |
134.5 |
2.0% |
76% |
True |
False |
25,044 |
| 10 |
7,094.5 |
6,710.0 |
384.5 |
5.6% |
129.4 |
1.9% |
44% |
False |
False |
13,838 |
| 20 |
7,254.0 |
6,710.0 |
544.0 |
7.9% |
116.9 |
1.7% |
31% |
False |
False |
7,259 |
| 40 |
7,340.0 |
6,710.0 |
630.0 |
9.2% |
103.1 |
1.5% |
27% |
False |
False |
3,797 |
| 60 |
7,340.0 |
6,560.0 |
780.0 |
11.3% |
106.8 |
1.6% |
41% |
False |
False |
2,697 |
| 80 |
7,340.0 |
6,306.5 |
1,033.5 |
15.0% |
112.8 |
1.6% |
55% |
False |
False |
2,568 |
| 100 |
7,340.0 |
6,306.5 |
1,033.5 |
15.0% |
117.3 |
1.7% |
55% |
False |
False |
2,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,429.8 |
|
2.618 |
7,238.8 |
|
1.618 |
7,121.8 |
|
1.000 |
7,049.5 |
|
0.618 |
7,004.8 |
|
HIGH |
6,932.5 |
|
0.618 |
6,887.8 |
|
0.500 |
6,874.0 |
|
0.382 |
6,860.2 |
|
LOW |
6,815.5 |
|
0.618 |
6,743.2 |
|
1.000 |
6,698.5 |
|
1.618 |
6,626.2 |
|
2.618 |
6,509.2 |
|
4.250 |
6,318.3 |
|
|
| Fisher Pivots for day following 17-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,878.0 |
6,863.3 |
| PP |
6,876.0 |
6,846.5 |
| S1 |
6,874.0 |
6,829.8 |
|