| Trading Metrics calculated at close of trading on 02-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2008 |
02-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
2,025.75 |
2,037.00 |
11.25 |
0.6% |
1,960.25 |
| High |
2,043.75 |
2,038.50 |
-5.25 |
-0.3% |
2,043.75 |
| Low |
2,023.50 |
1,991.00 |
-32.50 |
-1.6% |
1,954.00 |
| Close |
2,035.25 |
2,011.25 |
-24.00 |
-1.2% |
2,035.25 |
| Range |
20.25 |
47.50 |
27.25 |
134.6% |
89.75 |
| ATR |
36.34 |
37.14 |
0.80 |
2.2% |
0.00 |
| Volume |
355,558 |
255,734 |
-99,824 |
-28.1% |
1,275,039 |
|
| Daily Pivots for day following 02-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,156.00 |
2,131.25 |
2,037.50 |
|
| R3 |
2,108.50 |
2,083.75 |
2,024.25 |
|
| R2 |
2,061.00 |
2,061.00 |
2,020.00 |
|
| R1 |
2,036.25 |
2,036.25 |
2,015.50 |
2,025.00 |
| PP |
2,013.50 |
2,013.50 |
2,013.50 |
2,008.00 |
| S1 |
1,988.75 |
1,988.75 |
2,007.00 |
1,977.50 |
| S2 |
1,966.00 |
1,966.00 |
2,002.50 |
|
| S3 |
1,918.50 |
1,941.25 |
1,998.25 |
|
| S4 |
1,871.00 |
1,893.75 |
1,985.00 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,280.25 |
2,247.50 |
2,084.50 |
|
| R3 |
2,190.50 |
2,157.75 |
2,060.00 |
|
| R2 |
2,100.75 |
2,100.75 |
2,051.75 |
|
| R1 |
2,068.00 |
2,068.00 |
2,043.50 |
2,084.50 |
| PP |
2,011.00 |
2,011.00 |
2,011.00 |
2,019.25 |
| S1 |
1,978.25 |
1,978.25 |
2,027.00 |
1,994.50 |
| S2 |
1,921.25 |
1,921.25 |
2,018.75 |
|
| S3 |
1,831.50 |
1,888.50 |
2,010.50 |
|
| S4 |
1,741.75 |
1,798.75 |
1,986.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,043.75 |
1,954.00 |
89.75 |
4.5% |
34.25 |
1.7% |
64% |
False |
False |
306,154 |
| 10 |
2,054.25 |
1,945.75 |
108.50 |
5.4% |
36.50 |
1.8% |
60% |
False |
False |
345,068 |
| 20 |
2,054.25 |
1,945.75 |
108.50 |
5.4% |
35.75 |
1.8% |
60% |
False |
False |
329,609 |
| 40 |
2,054.25 |
1,781.25 |
273.00 |
13.6% |
37.75 |
1.9% |
84% |
False |
False |
322,617 |
| 60 |
2,054.25 |
1,674.00 |
380.25 |
18.9% |
43.00 |
2.1% |
89% |
False |
False |
321,076 |
| 80 |
2,054.25 |
1,674.00 |
380.25 |
18.9% |
42.00 |
2.1% |
89% |
False |
False |
240,964 |
| 100 |
2,054.25 |
1,674.00 |
380.25 |
18.9% |
45.25 |
2.3% |
89% |
False |
False |
192,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,240.50 |
|
2.618 |
2,162.75 |
|
1.618 |
2,115.25 |
|
1.000 |
2,086.00 |
|
0.618 |
2,067.75 |
|
HIGH |
2,038.50 |
|
0.618 |
2,020.25 |
|
0.500 |
2,014.75 |
|
0.382 |
2,009.25 |
|
LOW |
1,991.00 |
|
0.618 |
1,961.75 |
|
1.000 |
1,943.50 |
|
1.618 |
1,914.25 |
|
2.618 |
1,866.75 |
|
4.250 |
1,789.00 |
|
|
| Fisher Pivots for day following 02-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,014.75 |
2,017.50 |
| PP |
2,013.50 |
2,015.25 |
| S1 |
2,012.50 |
2,013.25 |
|