| Trading Metrics calculated at close of trading on 09-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2008 |
09-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1,404.50 |
1,358.75 |
-45.75 |
-3.3% |
1,400.75 |
| High |
1,411.00 |
1,371.50 |
-39.50 |
-2.8% |
1,411.00 |
| Low |
1,358.50 |
1,350.50 |
-8.00 |
-0.6% |
1,358.50 |
| Close |
1,359.50 |
1,363.50 |
4.00 |
0.3% |
1,359.50 |
| Range |
52.50 |
21.00 |
-31.50 |
-60.0% |
52.50 |
| ATR |
22.96 |
22.82 |
-0.14 |
-0.6% |
0.00 |
| Volume |
1,991,888 |
2,769,435 |
777,547 |
39.0% |
9,120,583 |
|
| Daily Pivots for day following 09-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,424.75 |
1,415.25 |
1,375.00 |
|
| R3 |
1,403.75 |
1,394.25 |
1,369.25 |
|
| R2 |
1,382.75 |
1,382.75 |
1,367.25 |
|
| R1 |
1,373.25 |
1,373.25 |
1,365.50 |
1,378.00 |
| PP |
1,361.75 |
1,361.75 |
1,361.75 |
1,364.25 |
| S1 |
1,352.25 |
1,352.25 |
1,361.50 |
1,357.00 |
| S2 |
1,340.75 |
1,340.75 |
1,359.75 |
|
| S3 |
1,319.75 |
1,331.25 |
1,357.75 |
|
| S4 |
1,298.75 |
1,310.25 |
1,352.00 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,533.75 |
1,499.25 |
1,388.50 |
|
| R3 |
1,481.25 |
1,446.75 |
1,374.00 |
|
| R2 |
1,428.75 |
1,428.75 |
1,369.00 |
|
| R1 |
1,394.25 |
1,394.25 |
1,364.25 |
1,385.25 |
| PP |
1,376.25 |
1,376.25 |
1,376.25 |
1,372.00 |
| S1 |
1,341.75 |
1,341.75 |
1,354.75 |
1,332.75 |
| S2 |
1,323.75 |
1,323.75 |
1,350.00 |
|
| S3 |
1,271.25 |
1,289.25 |
1,345.00 |
|
| S4 |
1,218.75 |
1,236.75 |
1,330.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,411.00 |
1,350.50 |
60.50 |
4.4% |
29.00 |
2.1% |
21% |
False |
True |
2,142,135 |
| 10 |
1,411.00 |
1,350.50 |
60.50 |
4.4% |
23.25 |
1.7% |
21% |
False |
True |
1,841,118 |
| 20 |
1,441.00 |
1,350.50 |
90.50 |
6.6% |
21.25 |
1.6% |
14% |
False |
True |
1,808,531 |
| 40 |
1,441.00 |
1,325.00 |
116.00 |
8.5% |
20.75 |
1.5% |
33% |
False |
False |
1,774,264 |
| 60 |
1,441.00 |
1,253.00 |
188.00 |
13.8% |
24.50 |
1.8% |
59% |
False |
False |
1,899,303 |
| 80 |
1,441.00 |
1,253.00 |
188.00 |
13.8% |
25.25 |
1.9% |
59% |
False |
False |
1,436,952 |
| 100 |
1,441.00 |
1,253.00 |
188.00 |
13.8% |
27.75 |
2.0% |
59% |
False |
False |
1,151,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,460.75 |
|
2.618 |
1,426.50 |
|
1.618 |
1,405.50 |
|
1.000 |
1,392.50 |
|
0.618 |
1,384.50 |
|
HIGH |
1,371.50 |
|
0.618 |
1,363.50 |
|
0.500 |
1,361.00 |
|
0.382 |
1,358.50 |
|
LOW |
1,350.50 |
|
0.618 |
1,337.50 |
|
1.000 |
1,329.50 |
|
1.618 |
1,316.50 |
|
2.618 |
1,295.50 |
|
4.250 |
1,261.25 |
|
|
| Fisher Pivots for day following 09-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,362.75 |
1,380.75 |
| PP |
1,361.75 |
1,375.00 |
| S1 |
1,361.00 |
1,369.25 |
|