| 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 |
3,551.0 |
3,554.0 |
3.0 |
0.1% |
3,629.0 |
| High |
3,571.0 |
3,558.0 |
-13.0 |
-0.4% |
3,640.0 |
| Low |
3,534.0 |
3,447.0 |
-87.0 |
-2.5% |
3,447.0 |
| Close |
3,546.0 |
3,479.0 |
-67.0 |
-1.9% |
3,479.0 |
| Range |
37.0 |
111.0 |
74.0 |
200.0% |
193.0 |
| ATR |
58.7 |
62.4 |
3.7 |
6.4% |
0.0 |
| Volume |
37,692 |
5,816 |
-31,876 |
-84.6% |
106,118 |
|
| Daily Pivots for day following 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,827.7 |
3,764.3 |
3,540.1 |
|
| R3 |
3,716.7 |
3,653.3 |
3,509.5 |
|
| R2 |
3,605.7 |
3,605.7 |
3,499.4 |
|
| R1 |
3,542.3 |
3,542.3 |
3,489.2 |
3,518.5 |
| PP |
3,494.7 |
3,494.7 |
3,494.7 |
3,482.8 |
| S1 |
3,431.3 |
3,431.3 |
3,468.8 |
3,407.5 |
| S2 |
3,383.7 |
3,383.7 |
3,458.7 |
|
| S3 |
3,272.7 |
3,320.3 |
3,448.5 |
|
| S4 |
3,161.7 |
3,209.3 |
3,418.0 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,101.0 |
3,983.0 |
3,585.2 |
|
| R3 |
3,908.0 |
3,790.0 |
3,532.1 |
|
| R2 |
3,715.0 |
3,715.0 |
3,514.4 |
|
| R1 |
3,597.0 |
3,597.0 |
3,496.7 |
3,559.5 |
| PP |
3,522.0 |
3,522.0 |
3,522.0 |
3,503.3 |
| S1 |
3,404.0 |
3,404.0 |
3,461.3 |
3,366.5 |
| S2 |
3,329.0 |
3,329.0 |
3,443.6 |
|
| S3 |
3,136.0 |
3,211.0 |
3,425.9 |
|
| S4 |
2,943.0 |
3,018.0 |
3,372.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,640.0 |
3,447.0 |
193.0 |
5.5% |
64.6 |
1.9% |
17% |
False |
True |
21,223 |
| 10 |
3,676.0 |
3,447.0 |
229.0 |
6.6% |
64.2 |
1.8% |
14% |
False |
True |
15,220 |
| 20 |
3,850.0 |
3,447.0 |
403.0 |
11.6% |
56.6 |
1.6% |
8% |
False |
True |
9,415 |
| 40 |
3,931.0 |
3,447.0 |
484.0 |
13.9% |
45.8 |
1.3% |
7% |
False |
True |
5,132 |
| 60 |
3,931.0 |
3,447.0 |
484.0 |
13.9% |
49.0 |
1.4% |
7% |
False |
True |
3,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,029.8 |
|
2.618 |
3,848.6 |
|
1.618 |
3,737.6 |
|
1.000 |
3,669.0 |
|
0.618 |
3,626.6 |
|
HIGH |
3,558.0 |
|
0.618 |
3,515.6 |
|
0.500 |
3,502.5 |
|
0.382 |
3,489.4 |
|
LOW |
3,447.0 |
|
0.618 |
3,378.4 |
|
1.000 |
3,336.0 |
|
1.618 |
3,267.4 |
|
2.618 |
3,156.4 |
|
4.250 |
2,975.3 |
|
|
| Fisher Pivots for day following 20-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,502.5 |
3,528.5 |
| PP |
3,494.7 |
3,512.0 |
| S1 |
3,486.8 |
3,495.5 |
|