| Trading Metrics calculated at close of trading on 20-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2008 |
20-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
6,773.0 |
6,812.0 |
39.0 |
0.6% |
6,887.0 |
| High |
6,841.0 |
6,839.0 |
-2.0 |
0.0% |
6,932.5 |
| Low |
6,734.5 |
6,611.5 |
-123.0 |
-1.8% |
6,611.5 |
| Close |
6,802.0 |
6,653.0 |
-149.0 |
-2.2% |
6,653.0 |
| Range |
106.5 |
227.5 |
121.0 |
113.6% |
321.0 |
| ATR |
118.4 |
126.2 |
7.8 |
6.6% |
0.0 |
| Volume |
89,990 |
211,018 |
121,028 |
134.5% |
491,440 |
|
| Daily Pivots for day following 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,383.7 |
7,245.8 |
6,778.1 |
|
| R3 |
7,156.2 |
7,018.3 |
6,715.6 |
|
| R2 |
6,928.7 |
6,928.7 |
6,694.7 |
|
| R1 |
6,790.8 |
6,790.8 |
6,673.9 |
6,746.0 |
| PP |
6,701.2 |
6,701.2 |
6,701.2 |
6,678.8 |
| S1 |
6,563.3 |
6,563.3 |
6,632.1 |
6,518.5 |
| S2 |
6,473.7 |
6,473.7 |
6,611.3 |
|
| S3 |
6,246.2 |
6,335.8 |
6,590.4 |
|
| S4 |
6,018.7 |
6,108.3 |
6,527.9 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,695.3 |
7,495.2 |
6,829.6 |
|
| R3 |
7,374.3 |
7,174.2 |
6,741.3 |
|
| R2 |
7,053.3 |
7,053.3 |
6,711.9 |
|
| R1 |
6,853.2 |
6,853.2 |
6,682.4 |
6,792.8 |
| PP |
6,732.3 |
6,732.3 |
6,732.3 |
6,702.1 |
| S1 |
6,532.2 |
6,532.2 |
6,623.6 |
6,471.8 |
| S2 |
6,411.3 |
6,411.3 |
6,594.2 |
|
| S3 |
6,090.3 |
6,211.2 |
6,564.7 |
|
| S4 |
5,769.3 |
5,890.2 |
6,476.5 |
|
|
| 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 |
6,611.5 |
321.0 |
4.8% |
137.1 |
2.1% |
13% |
False |
True |
98,288 |
| 10 |
6,932.5 |
6,611.5 |
321.0 |
4.8% |
126.6 |
1.9% |
13% |
False |
True |
51,648 |
| 20 |
7,217.0 |
6,611.5 |
605.5 |
9.1% |
117.5 |
1.8% |
7% |
False |
True |
26,411 |
| 40 |
7,340.0 |
6,611.5 |
728.5 |
10.9% |
102.8 |
1.5% |
6% |
False |
True |
13,390 |
| 60 |
7,340.0 |
6,560.0 |
780.0 |
11.7% |
109.2 |
1.6% |
12% |
False |
False |
9,099 |
| 80 |
7,340.0 |
6,306.5 |
1,033.5 |
15.5% |
114.7 |
1.7% |
34% |
False |
False |
7,379 |
| 100 |
7,340.0 |
6,306.5 |
1,033.5 |
15.5% |
117.0 |
1.8% |
34% |
False |
False |
5,978 |
| 120 |
8,211.5 |
6,306.5 |
1,905.0 |
28.6% |
124.1 |
1.9% |
18% |
False |
False |
5,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,805.9 |
|
2.618 |
7,434.6 |
|
1.618 |
7,207.1 |
|
1.000 |
7,066.5 |
|
0.618 |
6,979.6 |
|
HIGH |
6,839.0 |
|
0.618 |
6,752.1 |
|
0.500 |
6,725.3 |
|
0.382 |
6,698.4 |
|
LOW |
6,611.5 |
|
0.618 |
6,470.9 |
|
1.000 |
6,384.0 |
|
1.618 |
6,243.4 |
|
2.618 |
6,015.9 |
|
4.250 |
5,644.6 |
|
|
| Fisher Pivots for day following 20-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,725.3 |
6,743.5 |
| PP |
6,701.2 |
6,713.3 |
| S1 |
6,677.1 |
6,683.2 |
|