| Trading Metrics calculated at close of trading on 04-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2008 |
04-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1,385.75 |
1,378.25 |
-7.50 |
-0.5% |
1,374.25 |
| High |
1,393.50 |
1,388.50 |
-5.00 |
-0.4% |
1,407.00 |
| Low |
1,369.25 |
1,371.00 |
1.75 |
0.1% |
1,370.50 |
| Close |
1,378.50 |
1,377.50 |
-1.00 |
-0.1% |
1,400.50 |
| Range |
24.25 |
17.50 |
-6.75 |
-27.8% |
36.50 |
| ATR |
20.14 |
19.96 |
-0.19 |
-0.9% |
0.00 |
| Volume |
1,706,127 |
2,157,451 |
451,324 |
26.5% |
6,521,162 |
|
| Daily Pivots for day following 04-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,431.50 |
1,422.00 |
1,387.00 |
|
| R3 |
1,414.00 |
1,404.50 |
1,382.25 |
|
| R2 |
1,396.50 |
1,396.50 |
1,380.75 |
|
| R1 |
1,387.00 |
1,387.00 |
1,379.00 |
1,383.00 |
| PP |
1,379.00 |
1,379.00 |
1,379.00 |
1,377.00 |
| S1 |
1,369.50 |
1,369.50 |
1,376.00 |
1,365.50 |
| S2 |
1,361.50 |
1,361.50 |
1,374.25 |
|
| S3 |
1,344.00 |
1,352.00 |
1,372.75 |
|
| S4 |
1,326.50 |
1,334.50 |
1,368.00 |
|
|
| 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% |
19.00 |
1.4% |
22% |
False |
False |
1,693,740 |
| 10 |
1,421.00 |
1,369.25 |
51.75 |
3.8% |
19.25 |
1.4% |
16% |
False |
False |
1,753,330 |
| 20 |
1,441.00 |
1,369.25 |
71.75 |
5.2% |
19.00 |
1.4% |
11% |
False |
False |
1,743,145 |
| 40 |
1,441.00 |
1,325.00 |
116.00 |
8.4% |
20.25 |
1.5% |
45% |
False |
False |
1,728,935 |
| 60 |
1,441.00 |
1,253.00 |
188.00 |
13.6% |
24.75 |
1.8% |
66% |
False |
False |
1,794,463 |
| 80 |
1,441.00 |
1,253.00 |
188.00 |
13.6% |
25.00 |
1.8% |
66% |
False |
False |
1,351,544 |
| 100 |
1,441.00 |
1,253.00 |
188.00 |
13.6% |
27.50 |
2.0% |
66% |
False |
False |
1,082,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,463.00 |
|
2.618 |
1,434.25 |
|
1.618 |
1,416.75 |
|
1.000 |
1,406.00 |
|
0.618 |
1,399.25 |
|
HIGH |
1,388.50 |
|
0.618 |
1,381.75 |
|
0.500 |
1,379.75 |
|
0.382 |
1,377.75 |
|
LOW |
1,371.00 |
|
0.618 |
1,360.25 |
|
1.000 |
1,353.50 |
|
1.618 |
1,342.75 |
|
2.618 |
1,325.25 |
|
4.250 |
1,296.50 |
|
|
| Fisher Pivots for day following 04-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,379.75 |
1,385.00 |
| PP |
1,379.00 |
1,382.50 |
| S1 |
1,378.25 |
1,380.00 |
|