| Trading Metrics calculated at close of trading on 17-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2008 |
17-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
5,392.0 |
5,367.0 |
-25.0 |
-0.5% |
5,500.0 |
| High |
5,412.0 |
5,439.0 |
27.0 |
0.5% |
5,508.0 |
| Low |
5,359.0 |
5,312.0 |
-47.0 |
-0.9% |
5,296.0 |
| Close |
5,375.0 |
5,418.0 |
43.0 |
0.8% |
5,367.0 |
| Range |
53.0 |
127.0 |
74.0 |
139.6% |
212.0 |
| ATR |
94.5 |
96.8 |
2.3 |
2.5% |
0.0 |
| Volume |
65,777 |
127,078 |
61,301 |
93.2% |
131,303 |
|
| Daily Pivots for day following 17-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,770.7 |
5,721.3 |
5,487.9 |
|
| R3 |
5,643.7 |
5,594.3 |
5,452.9 |
|
| R2 |
5,516.7 |
5,516.7 |
5,441.3 |
|
| R1 |
5,467.3 |
5,467.3 |
5,429.6 |
5,492.0 |
| PP |
5,389.7 |
5,389.7 |
5,389.7 |
5,402.0 |
| S1 |
5,340.3 |
5,340.3 |
5,406.4 |
5,365.0 |
| S2 |
5,262.7 |
5,262.7 |
5,394.7 |
|
| S3 |
5,135.7 |
5,213.3 |
5,383.1 |
|
| S4 |
5,008.7 |
5,086.3 |
5,348.2 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,026.3 |
5,908.7 |
5,483.6 |
|
| R3 |
5,814.3 |
5,696.7 |
5,425.3 |
|
| R2 |
5,602.3 |
5,602.3 |
5,405.9 |
|
| R1 |
5,484.7 |
5,484.7 |
5,386.4 |
5,437.5 |
| PP |
5,390.3 |
5,390.3 |
5,390.3 |
5,366.8 |
| S1 |
5,272.7 |
5,272.7 |
5,347.6 |
5,225.5 |
| S2 |
5,178.3 |
5,178.3 |
5,328.1 |
|
| S3 |
4,966.3 |
5,060.7 |
5,308.7 |
|
| S4 |
4,754.3 |
4,848.7 |
5,250.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,477.0 |
5,296.0 |
181.0 |
3.3% |
81.0 |
1.5% |
67% |
False |
False |
57,604 |
| 10 |
5,675.0 |
5,296.0 |
379.0 |
7.0% |
77.9 |
1.4% |
32% |
False |
False |
43,338 |
| 20 |
5,972.0 |
5,296.0 |
676.0 |
12.5% |
78.0 |
1.4% |
18% |
False |
False |
31,760 |
| 40 |
6,004.0 |
5,296.0 |
708.0 |
13.1% |
83.1 |
1.5% |
17% |
False |
False |
26,870 |
| 60 |
6,004.0 |
5,173.0 |
831.0 |
15.3% |
82.6 |
1.5% |
29% |
False |
False |
25,207 |
| 80 |
6,004.0 |
5,090.0 |
914.0 |
16.9% |
80.0 |
1.5% |
36% |
False |
False |
21,966 |
| 100 |
6,004.0 |
5,090.0 |
914.0 |
16.9% |
78.2 |
1.4% |
36% |
False |
False |
17,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,978.8 |
|
2.618 |
5,771.5 |
|
1.618 |
5,644.5 |
|
1.000 |
5,566.0 |
|
0.618 |
5,517.5 |
|
HIGH |
5,439.0 |
|
0.618 |
5,390.5 |
|
0.500 |
5,375.5 |
|
0.382 |
5,360.5 |
|
LOW |
5,312.0 |
|
0.618 |
5,233.5 |
|
1.000 |
5,185.0 |
|
1.618 |
5,106.5 |
|
2.618 |
4,979.5 |
|
4.250 |
4,772.3 |
|
|
| Fisher Pivots for day following 17-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,403.8 |
5,401.2 |
| PP |
5,389.7 |
5,384.3 |
| S1 |
5,375.5 |
5,367.5 |
|