| Trading Metrics calculated at close of trading on 18-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2008 |
18-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
6,815.5 |
6,871.5 |
56.0 |
0.8% |
6,850.5 |
| High |
6,932.5 |
6,875.5 |
-57.0 |
-0.8% |
6,925.0 |
| Low |
6,815.5 |
6,782.0 |
-33.5 |
-0.5% |
6,710.0 |
| Close |
6,880.0 |
6,801.0 |
-79.0 |
-1.1% |
6,844.5 |
| Range |
117.0 |
93.5 |
-23.5 |
-20.1% |
215.0 |
| ATR |
121.0 |
119.3 |
-1.6 |
-1.4% |
0.0 |
| Volume |
70,581 |
84,133 |
13,552 |
19.2% |
25,045 |
|
| Daily Pivots for day following 18-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,100.0 |
7,044.0 |
6,852.4 |
|
| R3 |
7,006.5 |
6,950.5 |
6,826.7 |
|
| R2 |
6,913.0 |
6,913.0 |
6,818.1 |
|
| R1 |
6,857.0 |
6,857.0 |
6,809.6 |
6,838.3 |
| PP |
6,819.5 |
6,819.5 |
6,819.5 |
6,810.1 |
| S1 |
6,763.5 |
6,763.5 |
6,792.4 |
6,744.8 |
| S2 |
6,726.0 |
6,726.0 |
6,783.9 |
|
| S3 |
6,632.5 |
6,670.0 |
6,775.3 |
|
| S4 |
6,539.0 |
6,576.5 |
6,749.6 |
|
|
| 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 |
6,932.5 |
6,710.0 |
222.5 |
3.3% |
116.7 |
1.7% |
41% |
False |
False |
40,897 |
| 10 |
7,094.5 |
6,710.0 |
384.5 |
5.7% |
129.2 |
1.9% |
24% |
False |
False |
21,998 |
| 20 |
7,217.0 |
6,710.0 |
507.0 |
7.5% |
112.4 |
1.7% |
18% |
False |
False |
11,427 |
| 40 |
7,340.0 |
6,710.0 |
630.0 |
9.3% |
102.2 |
1.5% |
14% |
False |
False |
5,894 |
| 60 |
7,340.0 |
6,560.0 |
780.0 |
11.5% |
107.1 |
1.6% |
31% |
False |
False |
4,090 |
| 80 |
7,340.0 |
6,306.5 |
1,033.5 |
15.2% |
112.7 |
1.7% |
48% |
False |
False |
3,618 |
| 100 |
7,340.0 |
6,306.5 |
1,033.5 |
15.2% |
116.4 |
1.7% |
48% |
False |
False |
2,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,272.9 |
|
2.618 |
7,120.3 |
|
1.618 |
7,026.8 |
|
1.000 |
6,969.0 |
|
0.618 |
6,933.3 |
|
HIGH |
6,875.5 |
|
0.618 |
6,839.8 |
|
0.500 |
6,828.8 |
|
0.382 |
6,817.7 |
|
LOW |
6,782.0 |
|
0.618 |
6,724.2 |
|
1.000 |
6,688.5 |
|
1.618 |
6,630.7 |
|
2.618 |
6,537.2 |
|
4.250 |
6,384.6 |
|
|
| Fisher Pivots for day following 18-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,828.8 |
6,841.3 |
| PP |
6,819.5 |
6,827.8 |
| S1 |
6,810.3 |
6,814.4 |
|