| Trading Metrics calculated at close of trading on 03-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2008 |
03-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1,400.75 |
1,385.75 |
-15.00 |
-1.1% |
1,374.25 |
| High |
1,401.00 |
1,393.50 |
-7.50 |
-0.5% |
1,407.00 |
| Low |
1,377.50 |
1,369.25 |
-8.25 |
-0.6% |
1,370.50 |
| Close |
1,385.50 |
1,378.50 |
-7.00 |
-0.5% |
1,400.50 |
| Range |
23.50 |
24.25 |
0.75 |
3.2% |
36.50 |
| ATR |
19.83 |
20.14 |
0.32 |
1.6% |
0.00 |
| Volume |
1,179,341 |
1,706,127 |
526,786 |
44.7% |
6,521,162 |
|
| Daily Pivots for day following 03-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,453.25 |
1,440.00 |
1,391.75 |
|
| R3 |
1,429.00 |
1,415.75 |
1,385.25 |
|
| R2 |
1,404.75 |
1,404.75 |
1,383.00 |
|
| R1 |
1,391.50 |
1,391.50 |
1,380.75 |
1,386.00 |
| PP |
1,380.50 |
1,380.50 |
1,380.50 |
1,377.50 |
| S1 |
1,367.25 |
1,367.25 |
1,376.25 |
1,361.75 |
| S2 |
1,356.25 |
1,356.25 |
1,374.00 |
|
| S3 |
1,332.00 |
1,343.00 |
1,371.75 |
|
| S4 |
1,307.75 |
1,318.75 |
1,365.25 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,502.25 |
1,487.75 |
1,420.50 |
|
| R3 |
1,465.75 |
1,451.25 |
1,410.50 |
|
| R2 |
1,429.25 |
1,429.25 |
1,407.25 |
|
| R1 |
1,414.75 |
1,414.75 |
1,403.75 |
1,422.00 |
| PP |
1,392.75 |
1,392.75 |
1,392.75 |
1,396.25 |
| S1 |
1,378.25 |
1,378.25 |
1,397.25 |
1,385.50 |
| S2 |
1,356.25 |
1,356.25 |
1,393.75 |
|
| S3 |
1,319.75 |
1,341.75 |
1,390.50 |
|
| S4 |
1,283.25 |
1,305.25 |
1,380.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,407.00 |
1,369.25 |
37.75 |
2.7% |
18.75 |
1.4% |
25% |
False |
True |
1,576,816 |
| 10 |
1,429.25 |
1,369.25 |
60.00 |
4.4% |
19.50 |
1.4% |
15% |
False |
True |
1,716,490 |
| 20 |
1,441.00 |
1,369.25 |
71.75 |
5.2% |
19.50 |
1.4% |
13% |
False |
True |
1,697,642 |
| 40 |
1,441.00 |
1,325.00 |
116.00 |
8.4% |
20.00 |
1.5% |
46% |
False |
False |
1,711,904 |
| 60 |
1,441.00 |
1,253.00 |
188.00 |
13.6% |
25.00 |
1.8% |
67% |
False |
False |
1,760,187 |
| 80 |
1,441.00 |
1,253.00 |
188.00 |
13.6% |
25.00 |
1.8% |
67% |
False |
False |
1,324,598 |
| 100 |
1,441.00 |
1,253.00 |
188.00 |
13.6% |
27.75 |
2.0% |
67% |
False |
False |
1,061,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,496.50 |
|
2.618 |
1,457.00 |
|
1.618 |
1,432.75 |
|
1.000 |
1,417.75 |
|
0.618 |
1,408.50 |
|
HIGH |
1,393.50 |
|
0.618 |
1,384.25 |
|
0.500 |
1,381.50 |
|
0.382 |
1,378.50 |
|
LOW |
1,369.25 |
|
0.618 |
1,354.25 |
|
1.000 |
1,345.00 |
|
1.618 |
1,330.00 |
|
2.618 |
1,305.75 |
|
4.250 |
1,266.25 |
|
|
| Fisher Pivots for day following 03-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,381.50 |
1,387.00 |
| PP |
1,380.50 |
1,384.25 |
| S1 |
1,379.50 |
1,381.50 |
|