| Trading Metrics calculated at close of trading on 11-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2008 |
11-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
5,500.0 |
5,426.0 |
-74.0 |
-1.3% |
5,700.0 |
| High |
5,508.0 |
5,477.0 |
-31.0 |
-0.6% |
5,717.0 |
| Low |
5,419.0 |
5,403.0 |
-16.0 |
-0.3% |
5,523.0 |
| Close |
5,420.0 |
5,458.0 |
38.0 |
0.7% |
5,580.0 |
| Range |
89.0 |
74.0 |
-15.0 |
-16.9% |
194.0 |
| ATR |
96.6 |
95.0 |
-1.6 |
-1.7% |
0.0 |
| Volume |
36,134 |
28,860 |
-7,274 |
-20.1% |
136,162 |
|
| Daily Pivots for day following 11-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,668.0 |
5,637.0 |
5,498.7 |
|
| R3 |
5,594.0 |
5,563.0 |
5,478.4 |
|
| R2 |
5,520.0 |
5,520.0 |
5,471.6 |
|
| R1 |
5,489.0 |
5,489.0 |
5,464.8 |
5,504.5 |
| PP |
5,446.0 |
5,446.0 |
5,446.0 |
5,453.8 |
| S1 |
5,415.0 |
5,415.0 |
5,451.2 |
5,430.5 |
| S2 |
5,372.0 |
5,372.0 |
5,444.4 |
|
| S3 |
5,298.0 |
5,341.0 |
5,437.7 |
|
| S4 |
5,224.0 |
5,267.0 |
5,417.3 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,188.7 |
6,078.3 |
5,686.7 |
|
| R3 |
5,994.7 |
5,884.3 |
5,633.4 |
|
| R2 |
5,800.7 |
5,800.7 |
5,615.6 |
|
| R1 |
5,690.3 |
5,690.3 |
5,597.8 |
5,648.5 |
| PP |
5,606.7 |
5,606.7 |
5,606.7 |
5,585.8 |
| S1 |
5,496.3 |
5,496.3 |
5,562.2 |
5,454.5 |
| S2 |
5,412.7 |
5,412.7 |
5,544.4 |
|
| S3 |
5,218.7 |
5,302.3 |
5,526.7 |
|
| S4 |
5,024.7 |
5,108.3 |
5,473.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,639.0 |
5,403.0 |
236.0 |
4.3% |
72.2 |
1.3% |
23% |
False |
True |
27,778 |
| 10 |
5,738.0 |
5,403.0 |
335.0 |
6.1% |
78.1 |
1.4% |
16% |
False |
True |
26,265 |
| 20 |
6,004.0 |
5,403.0 |
601.0 |
11.0% |
74.2 |
1.4% |
9% |
False |
True |
22,395 |
| 40 |
6,004.0 |
5,374.0 |
630.0 |
11.5% |
83.9 |
1.5% |
13% |
False |
False |
22,297 |
| 60 |
6,004.0 |
5,090.0 |
914.0 |
16.7% |
82.8 |
1.5% |
40% |
False |
False |
24,701 |
| 80 |
6,004.0 |
5,090.0 |
914.0 |
16.7% |
78.0 |
1.4% |
40% |
False |
False |
18,730 |
| 100 |
6,004.0 |
5,090.0 |
914.0 |
16.7% |
79.8 |
1.5% |
40% |
False |
False |
15,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,791.5 |
|
2.618 |
5,670.7 |
|
1.618 |
5,596.7 |
|
1.000 |
5,551.0 |
|
0.618 |
5,522.7 |
|
HIGH |
5,477.0 |
|
0.618 |
5,448.7 |
|
0.500 |
5,440.0 |
|
0.382 |
5,431.3 |
|
LOW |
5,403.0 |
|
0.618 |
5,357.3 |
|
1.000 |
5,329.0 |
|
1.618 |
5,283.3 |
|
2.618 |
5,209.3 |
|
4.250 |
5,088.5 |
|
|
| Fisher Pivots for day following 11-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,452.0 |
5,521.0 |
| PP |
5,446.0 |
5,500.0 |
| S1 |
5,440.0 |
5,479.0 |
|