| 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 |
6,651.5 |
6,710.0 |
58.5 |
0.9% |
6,777.5 |
| High |
6,740.5 |
6,786.0 |
45.5 |
0.7% |
6,851.0 |
| Low |
6,649.0 |
6,653.5 |
4.5 |
0.1% |
6,637.0 |
| Close |
6,723.0 |
6,770.5 |
47.5 |
0.7% |
6,770.5 |
| Range |
91.5 |
132.5 |
41.0 |
44.8% |
214.0 |
| ATR |
118.8 |
119.8 |
1.0 |
0.8% |
0.0 |
| Volume |
166,906 |
172,043 |
5,137 |
3.1% |
906,677 |
|
| Daily Pivots for day following 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,134.2 |
7,084.8 |
6,843.4 |
|
| R3 |
7,001.7 |
6,952.3 |
6,806.9 |
|
| R2 |
6,869.2 |
6,869.2 |
6,794.8 |
|
| R1 |
6,819.8 |
6,819.8 |
6,782.6 |
6,844.5 |
| PP |
6,736.7 |
6,736.7 |
6,736.7 |
6,749.0 |
| S1 |
6,687.3 |
6,687.3 |
6,758.4 |
6,712.0 |
| S2 |
6,604.2 |
6,604.2 |
6,746.2 |
|
| S3 |
6,471.7 |
6,554.8 |
6,734.1 |
|
| S4 |
6,339.2 |
6,422.3 |
6,697.6 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,394.8 |
7,296.7 |
6,888.2 |
|
| R3 |
7,180.8 |
7,082.7 |
6,829.4 |
|
| R2 |
6,966.8 |
6,966.8 |
6,809.7 |
|
| R1 |
6,868.7 |
6,868.7 |
6,790.1 |
6,810.8 |
| PP |
6,752.8 |
6,752.8 |
6,752.8 |
6,723.9 |
| S1 |
6,654.7 |
6,654.7 |
6,750.9 |
6,596.8 |
| S2 |
6,538.8 |
6,538.8 |
6,731.3 |
|
| S3 |
6,324.8 |
6,440.7 |
6,711.7 |
|
| S4 |
6,110.8 |
6,226.7 |
6,652.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,851.0 |
6,637.0 |
214.0 |
3.2% |
116.1 |
1.7% |
62% |
False |
False |
181,335 |
| 10 |
7,126.0 |
6,637.0 |
489.0 |
7.2% |
125.6 |
1.9% |
27% |
False |
False |
142,416 |
| 20 |
7,270.0 |
6,637.0 |
633.0 |
9.3% |
111.9 |
1.7% |
21% |
False |
False |
127,413 |
| 40 |
7,270.0 |
6,637.0 |
633.0 |
9.3% |
106.4 |
1.6% |
21% |
False |
False |
128,414 |
| 60 |
7,270.0 |
6,301.5 |
968.5 |
14.3% |
111.3 |
1.6% |
48% |
False |
False |
133,658 |
| 80 |
7,270.0 |
6,174.0 |
1,096.0 |
16.2% |
122.4 |
1.8% |
54% |
False |
False |
115,430 |
| 100 |
7,270.0 |
6,174.0 |
1,096.0 |
16.2% |
133.1 |
2.0% |
54% |
False |
False |
92,627 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
31.4% |
141.7 |
2.1% |
28% |
False |
False |
77,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,349.1 |
|
2.618 |
7,132.9 |
|
1.618 |
7,000.4 |
|
1.000 |
6,918.5 |
|
0.618 |
6,867.9 |
|
HIGH |
6,786.0 |
|
0.618 |
6,735.4 |
|
0.500 |
6,719.8 |
|
0.382 |
6,704.1 |
|
LOW |
6,653.5 |
|
0.618 |
6,571.6 |
|
1.000 |
6,521.0 |
|
1.618 |
6,439.1 |
|
2.618 |
6,306.6 |
|
4.250 |
6,090.4 |
|
|
| Fisher Pivots for day following 13-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,753.6 |
6,756.9 |
| PP |
6,736.7 |
6,743.3 |
| S1 |
6,719.8 |
6,729.8 |
|