| Trading Metrics calculated at close of trading on 23-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2008 |
23-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
6,812.0 |
6,650.0 |
-162.0 |
-2.4% |
6,887.0 |
| High |
6,839.0 |
6,698.5 |
-140.5 |
-2.1% |
6,932.5 |
| Low |
6,611.5 |
6,641.0 |
29.5 |
0.4% |
6,611.5 |
| Close |
6,653.0 |
6,668.5 |
15.5 |
0.2% |
6,653.0 |
| Range |
227.5 |
57.5 |
-170.0 |
-74.7% |
321.0 |
| ATR |
126.2 |
121.3 |
-4.9 |
-3.9% |
0.0 |
| Volume |
211,018 |
123,146 |
-87,872 |
-41.6% |
491,440 |
|
| Daily Pivots for day following 23-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,841.8 |
6,812.7 |
6,700.1 |
|
| R3 |
6,784.3 |
6,755.2 |
6,684.3 |
|
| R2 |
6,726.8 |
6,726.8 |
6,679.0 |
|
| R1 |
6,697.7 |
6,697.7 |
6,673.8 |
6,712.3 |
| PP |
6,669.3 |
6,669.3 |
6,669.3 |
6,676.6 |
| S1 |
6,640.2 |
6,640.2 |
6,663.2 |
6,654.8 |
| S2 |
6,611.8 |
6,611.8 |
6,658.0 |
|
| S3 |
6,554.3 |
6,582.7 |
6,652.7 |
|
| S4 |
6,496.8 |
6,525.2 |
6,636.9 |
|
|
| 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% |
120.4 |
1.8% |
18% |
False |
False |
115,773 |
| 10 |
6,932.5 |
6,611.5 |
321.0 |
4.8% |
124.7 |
1.9% |
18% |
False |
False |
63,640 |
| 20 |
7,217.0 |
6,611.5 |
605.5 |
9.1% |
118.1 |
1.8% |
9% |
False |
False |
32,560 |
| 40 |
7,340.0 |
6,611.5 |
728.5 |
10.9% |
101.9 |
1.5% |
8% |
False |
False |
16,460 |
| 60 |
7,340.0 |
6,560.0 |
780.0 |
11.7% |
108.3 |
1.6% |
14% |
False |
False |
11,145 |
| 80 |
7,340.0 |
6,306.5 |
1,033.5 |
15.5% |
114.3 |
1.7% |
35% |
False |
False |
8,915 |
| 100 |
7,340.0 |
6,306.5 |
1,033.5 |
15.5% |
116.6 |
1.7% |
35% |
False |
False |
7,208 |
| 120 |
8,192.0 |
6,306.5 |
1,885.5 |
28.3% |
124.1 |
1.9% |
19% |
False |
False |
6,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,942.9 |
|
2.618 |
6,849.0 |
|
1.618 |
6,791.5 |
|
1.000 |
6,756.0 |
|
0.618 |
6,734.0 |
|
HIGH |
6,698.5 |
|
0.618 |
6,676.5 |
|
0.500 |
6,669.8 |
|
0.382 |
6,663.0 |
|
LOW |
6,641.0 |
|
0.618 |
6,605.5 |
|
1.000 |
6,583.5 |
|
1.618 |
6,548.0 |
|
2.618 |
6,490.5 |
|
4.250 |
6,396.6 |
|
|
| Fisher Pivots for day following 23-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,669.8 |
6,726.3 |
| PP |
6,669.3 |
6,707.0 |
| S1 |
6,668.9 |
6,687.8 |
|