| Trading Metrics calculated at close of trading on 13-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2008 |
13-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
12,089.63 |
12,144.59 |
54.96 |
0.5% |
12,210.13 |
| High |
12,269.24 |
12,310.28 |
41.04 |
0.3% |
12,369.23 |
| Low |
12,076.93 |
12,144.59 |
67.66 |
0.6% |
12,076.93 |
| Close |
12,141.58 |
12,307.35 |
165.77 |
1.4% |
12,307.35 |
| Range |
192.31 |
165.69 |
-26.62 |
-13.8% |
292.30 |
| ATR |
183.44 |
182.39 |
-1.05 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,751.14 |
12,694.94 |
12,398.48 |
|
| R3 |
12,585.45 |
12,529.25 |
12,352.91 |
|
| R2 |
12,419.76 |
12,419.76 |
12,337.73 |
|
| R1 |
12,363.56 |
12,363.56 |
12,322.54 |
12,391.66 |
| PP |
12,254.07 |
12,254.07 |
12,254.07 |
12,268.13 |
| S1 |
12,197.87 |
12,197.87 |
12,292.16 |
12,225.97 |
| S2 |
12,088.38 |
12,088.38 |
12,276.97 |
|
| S3 |
11,922.69 |
12,032.18 |
12,261.79 |
|
| S4 |
11,757.00 |
11,866.49 |
12,216.22 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,128.07 |
13,010.01 |
12,468.12 |
|
| R3 |
12,835.77 |
12,717.71 |
12,387.73 |
|
| R2 |
12,543.47 |
12,543.47 |
12,360.94 |
|
| R1 |
12,425.41 |
12,425.41 |
12,334.14 |
12,484.44 |
| PP |
12,251.17 |
12,251.17 |
12,251.17 |
12,280.69 |
| S1 |
12,133.11 |
12,133.11 |
12,280.56 |
12,192.14 |
| S2 |
11,958.87 |
11,958.87 |
12,253.76 |
|
| S3 |
11,666.57 |
11,840.81 |
12,226.97 |
|
| S4 |
11,374.27 |
11,548.51 |
12,146.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,369.23 |
12,076.93 |
292.30 |
2.4% |
172.87 |
1.4% |
79% |
False |
False |
|
| 10 |
12,638.08 |
12,076.93 |
561.15 |
4.6% |
207.71 |
1.7% |
41% |
False |
False |
|
| 20 |
13,136.69 |
12,076.93 |
1,059.76 |
8.6% |
180.62 |
1.5% |
22% |
False |
False |
|
| 40 |
13,136.69 |
12,076.93 |
1,059.76 |
8.6% |
170.72 |
1.4% |
22% |
False |
False |
|
| 60 |
13,136.69 |
12,076.93 |
1,059.76 |
8.6% |
172.94 |
1.4% |
22% |
False |
False |
|
| 80 |
13,136.69 |
11,731.60 |
1,405.09 |
11.4% |
196.07 |
1.6% |
41% |
False |
False |
|
| 100 |
13,136.69 |
11,644.81 |
1,491.88 |
12.1% |
205.47 |
1.7% |
44% |
False |
False |
|
| 120 |
13,563.48 |
11,634.82 |
1,928.66 |
15.7% |
210.77 |
1.7% |
35% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,014.46 |
|
2.618 |
12,744.06 |
|
1.618 |
12,578.37 |
|
1.000 |
12,475.97 |
|
0.618 |
12,412.68 |
|
HIGH |
12,310.28 |
|
0.618 |
12,246.99 |
|
0.500 |
12,227.44 |
|
0.382 |
12,207.88 |
|
LOW |
12,144.59 |
|
0.618 |
12,042.19 |
|
1.000 |
11,978.90 |
|
1.618 |
11,876.50 |
|
2.618 |
11,710.81 |
|
4.250 |
11,440.41 |
|
|
| Fisher Pivots for day following 13-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,280.71 |
12,269.44 |
| PP |
12,254.07 |
12,231.52 |
| S1 |
12,227.44 |
12,193.61 |
|