| 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 |
3,524.0 |
3,444.0 |
-80.0 |
-2.3% |
3,604.0 |
| High |
3,533.0 |
3,478.0 |
-55.0 |
-1.6% |
3,613.0 |
| Low |
3,418.0 |
3,438.0 |
20.0 |
0.6% |
3,418.0 |
| Close |
3,453.0 |
3,458.0 |
5.0 |
0.1% |
3,453.0 |
| Range |
115.0 |
40.0 |
-75.0 |
-65.2% |
195.0 |
| ATR |
67.0 |
65.1 |
-1.9 |
-2.9% |
0.0 |
| Volume |
1,862,686 |
1,058,669 |
-804,017 |
-43.2% |
6,407,570 |
|
| Daily Pivots for day following 23-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,578.0 |
3,558.0 |
3,480.0 |
|
| R3 |
3,538.0 |
3,518.0 |
3,469.0 |
|
| R2 |
3,498.0 |
3,498.0 |
3,465.3 |
|
| R1 |
3,478.0 |
3,478.0 |
3,461.7 |
3,488.0 |
| PP |
3,458.0 |
3,458.0 |
3,458.0 |
3,463.0 |
| S1 |
3,438.0 |
3,438.0 |
3,454.3 |
3,448.0 |
| S2 |
3,418.0 |
3,418.0 |
3,450.7 |
|
| S3 |
3,378.0 |
3,398.0 |
3,447.0 |
|
| S4 |
3,338.0 |
3,358.0 |
3,436.0 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,079.7 |
3,961.3 |
3,560.3 |
|
| R3 |
3,884.7 |
3,766.3 |
3,506.6 |
|
| R2 |
3,689.7 |
3,689.7 |
3,488.8 |
|
| R1 |
3,571.3 |
3,571.3 |
3,470.9 |
3,533.0 |
| PP |
3,494.7 |
3,494.7 |
3,494.7 |
3,475.5 |
| S1 |
3,376.3 |
3,376.3 |
3,435.1 |
3,338.0 |
| S2 |
3,299.7 |
3,299.7 |
3,417.3 |
|
| S3 |
3,104.7 |
3,181.3 |
3,399.4 |
|
| S4 |
2,909.7 |
2,986.3 |
3,345.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,613.0 |
3,418.0 |
195.0 |
5.6% |
62.8 |
1.8% |
21% |
False |
False |
1,380,890 |
| 10 |
3,635.0 |
3,418.0 |
217.0 |
6.3% |
66.8 |
1.9% |
18% |
False |
False |
790,005 |
| 20 |
3,822.0 |
3,418.0 |
404.0 |
11.7% |
64.0 |
1.8% |
10% |
False |
False |
399,646 |
| 40 |
3,905.0 |
3,418.0 |
487.0 |
14.1% |
54.6 |
1.6% |
8% |
False |
False |
201,032 |
| 60 |
3,905.0 |
3,418.0 |
487.0 |
14.1% |
58.9 |
1.7% |
8% |
False |
False |
134,343 |
| 80 |
3,905.0 |
3,359.0 |
546.0 |
15.8% |
65.4 |
1.9% |
18% |
False |
False |
104,287 |
| 100 |
3,905.0 |
3,359.0 |
546.0 |
15.8% |
65.9 |
1.9% |
18% |
False |
False |
83,667 |
| 120 |
4,336.0 |
3,359.0 |
977.0 |
28.3% |
68.7 |
2.0% |
10% |
False |
False |
69,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,648.0 |
|
2.618 |
3,582.7 |
|
1.618 |
3,542.7 |
|
1.000 |
3,518.0 |
|
0.618 |
3,502.7 |
|
HIGH |
3,478.0 |
|
0.618 |
3,462.7 |
|
0.500 |
3,458.0 |
|
0.382 |
3,453.3 |
|
LOW |
3,438.0 |
|
0.618 |
3,413.3 |
|
1.000 |
3,398.0 |
|
1.618 |
3,373.3 |
|
2.618 |
3,333.3 |
|
4.250 |
3,268.0 |
|
|
| Fisher Pivots for day following 23-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,458.0 |
3,481.0 |
| PP |
3,458.0 |
3,473.3 |
| S1 |
3,458.0 |
3,465.7 |
|