| Trading Metrics calculated at close of trading on 26-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2008 |
26-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
6,602.0 |
6,638.0 |
36.0 |
0.5% |
6,887.0 |
| High |
6,703.5 |
6,646.0 |
-57.5 |
-0.9% |
6,932.5 |
| Low |
6,600.0 |
6,465.0 |
-135.0 |
-2.0% |
6,611.5 |
| Close |
6,687.0 |
6,529.0 |
-158.0 |
-2.4% |
6,653.0 |
| Range |
103.5 |
181.0 |
77.5 |
74.9% |
321.0 |
| ATR |
123.8 |
130.8 |
7.0 |
5.7% |
0.0 |
| Volume |
139,929 |
193,421 |
53,492 |
38.2% |
491,440 |
|
| Daily Pivots for day following 26-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,089.7 |
6,990.3 |
6,628.6 |
|
| R3 |
6,908.7 |
6,809.3 |
6,578.8 |
|
| R2 |
6,727.7 |
6,727.7 |
6,562.2 |
|
| R1 |
6,628.3 |
6,628.3 |
6,545.6 |
6,587.5 |
| PP |
6,546.7 |
6,546.7 |
6,546.7 |
6,526.3 |
| S1 |
6,447.3 |
6,447.3 |
6,512.4 |
6,406.5 |
| S2 |
6,365.7 |
6,365.7 |
6,495.8 |
|
| S3 |
6,184.7 |
6,266.3 |
6,479.2 |
|
| S4 |
6,003.7 |
6,085.3 |
6,429.5 |
|
|
| 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 |
6,839.0 |
6,465.0 |
374.0 |
5.7% |
149.6 |
2.3% |
17% |
False |
True |
174,232 |
| 10 |
6,932.5 |
6,465.0 |
467.5 |
7.2% |
133.5 |
2.0% |
14% |
False |
True |
116,115 |
| 20 |
7,217.0 |
6,465.0 |
752.0 |
11.5% |
125.6 |
1.9% |
9% |
False |
True |
59,295 |
| 40 |
7,340.0 |
6,465.0 |
875.0 |
13.4% |
108.3 |
1.7% |
7% |
False |
True |
29,862 |
| 60 |
7,340.0 |
6,465.0 |
875.0 |
13.4% |
107.4 |
1.6% |
7% |
False |
True |
20,044 |
| 80 |
7,340.0 |
6,306.5 |
1,033.5 |
15.8% |
115.6 |
1.8% |
22% |
False |
False |
15,594 |
| 100 |
7,340.0 |
6,306.5 |
1,033.5 |
15.8% |
117.7 |
1.8% |
22% |
False |
False |
12,561 |
| 120 |
8,164.5 |
6,306.5 |
1,858.0 |
28.5% |
125.5 |
1.9% |
12% |
False |
False |
10,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,415.3 |
|
2.618 |
7,119.9 |
|
1.618 |
6,938.9 |
|
1.000 |
6,827.0 |
|
0.618 |
6,757.9 |
|
HIGH |
6,646.0 |
|
0.618 |
6,576.9 |
|
0.500 |
6,555.5 |
|
0.382 |
6,534.1 |
|
LOW |
6,465.0 |
|
0.618 |
6,353.1 |
|
1.000 |
6,284.0 |
|
1.618 |
6,172.1 |
|
2.618 |
5,991.1 |
|
4.250 |
5,695.8 |
|
|
| Fisher Pivots for day following 26-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,555.5 |
6,584.3 |
| PP |
6,546.7 |
6,565.8 |
| S1 |
6,537.8 |
6,547.4 |
|