| Trading Metrics calculated at close of trading on 25-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2008 |
25-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
6,665.5 |
6,602.0 |
-63.5 |
-1.0% |
6,887.0 |
| High |
6,687.0 |
6,703.5 |
16.5 |
0.2% |
6,932.5 |
| Low |
6,508.5 |
6,600.0 |
91.5 |
1.4% |
6,611.5 |
| Close |
6,617.0 |
6,687.0 |
70.0 |
1.1% |
6,653.0 |
| Range |
178.5 |
103.5 |
-75.0 |
-42.0% |
321.0 |
| ATR |
125.4 |
123.8 |
-1.6 |
-1.2% |
0.0 |
| Volume |
203,646 |
139,929 |
-63,717 |
-31.3% |
491,440 |
|
| Daily Pivots for day following 25-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,974.0 |
6,934.0 |
6,743.9 |
|
| R3 |
6,870.5 |
6,830.5 |
6,715.5 |
|
| R2 |
6,767.0 |
6,767.0 |
6,706.0 |
|
| R1 |
6,727.0 |
6,727.0 |
6,696.5 |
6,747.0 |
| PP |
6,663.5 |
6,663.5 |
6,663.5 |
6,673.5 |
| S1 |
6,623.5 |
6,623.5 |
6,677.5 |
6,643.5 |
| S2 |
6,560.0 |
6,560.0 |
6,668.0 |
|
| S3 |
6,456.5 |
6,520.0 |
6,658.5 |
|
| S4 |
6,353.0 |
6,416.5 |
6,630.1 |
|
|
| 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 |
6,841.0 |
6,508.5 |
332.5 |
5.0% |
134.7 |
2.0% |
54% |
False |
False |
153,545 |
| 10 |
6,932.5 |
6,508.5 |
424.0 |
6.3% |
125.7 |
1.9% |
42% |
False |
False |
97,221 |
| 20 |
7,217.0 |
6,508.5 |
708.5 |
10.6% |
121.4 |
1.8% |
25% |
False |
False |
49,679 |
| 40 |
7,340.0 |
6,508.5 |
831.5 |
12.4% |
106.4 |
1.6% |
21% |
False |
False |
25,036 |
| 60 |
7,340.0 |
6,508.5 |
831.5 |
12.4% |
105.6 |
1.6% |
21% |
False |
False |
16,830 |
| 80 |
7,340.0 |
6,306.5 |
1,033.5 |
15.5% |
114.2 |
1.7% |
37% |
False |
False |
13,179 |
| 100 |
7,340.0 |
6,306.5 |
1,033.5 |
15.5% |
116.8 |
1.7% |
37% |
False |
False |
10,630 |
| 120 |
8,164.5 |
6,306.5 |
1,858.0 |
27.8% |
124.6 |
1.9% |
20% |
False |
False |
8,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,143.4 |
|
2.618 |
6,974.5 |
|
1.618 |
6,871.0 |
|
1.000 |
6,807.0 |
|
0.618 |
6,767.5 |
|
HIGH |
6,703.5 |
|
0.618 |
6,664.0 |
|
0.500 |
6,651.8 |
|
0.382 |
6,639.5 |
|
LOW |
6,600.0 |
|
0.618 |
6,536.0 |
|
1.000 |
6,496.5 |
|
1.618 |
6,432.5 |
|
2.618 |
6,329.0 |
|
4.250 |
6,160.1 |
|
|
| Fisher Pivots for day following 25-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,675.3 |
6,660.0 |
| PP |
6,663.5 |
6,633.0 |
| S1 |
6,651.8 |
6,606.0 |
|