| Trading Metrics calculated at close of trading on 05-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2008 |
05-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
12,400 |
12,394 |
-6 |
0.0% |
12,480 |
| High |
12,502 |
12,620 |
118 |
0.9% |
12,726 |
| Low |
12,343 |
12,380 |
37 |
0.3% |
12,438 |
| Close |
12,404 |
12,618 |
214 |
1.7% |
12,637 |
| Range |
159 |
240 |
81 |
50.9% |
288 |
| ATR |
175 |
180 |
5 |
2.6% |
0 |
| Volume |
191,360 |
201,647 |
10,287 |
5.4% |
564,350 |
|
| Daily Pivots for day following 05-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,259 |
13,179 |
12,750 |
|
| R3 |
13,019 |
12,939 |
12,684 |
|
| R2 |
12,779 |
12,779 |
12,662 |
|
| R1 |
12,699 |
12,699 |
12,640 |
12,739 |
| PP |
12,539 |
12,539 |
12,539 |
12,560 |
| S1 |
12,459 |
12,459 |
12,596 |
12,499 |
| S2 |
12,299 |
12,299 |
12,574 |
|
| S3 |
12,059 |
12,219 |
12,552 |
|
| S4 |
11,819 |
11,979 |
12,486 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,464 |
13,339 |
12,796 |
|
| R3 |
13,176 |
13,051 |
12,716 |
|
| R2 |
12,888 |
12,888 |
12,690 |
|
| R1 |
12,763 |
12,763 |
12,664 |
12,826 |
| PP |
12,600 |
12,600 |
12,600 |
12,632 |
| S1 |
12,475 |
12,475 |
12,611 |
12,538 |
| S2 |
12,312 |
12,312 |
12,584 |
|
| S3 |
12,024 |
12,187 |
12,558 |
|
| S4 |
11,736 |
11,899 |
12,479 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,687 |
12,339 |
348 |
2.8% |
185 |
1.5% |
80% |
False |
False |
160,535 |
| 10 |
12,726 |
12,339 |
387 |
3.1% |
161 |
1.3% |
72% |
False |
False |
156,607 |
| 20 |
13,140 |
12,339 |
801 |
6.3% |
170 |
1.3% |
35% |
False |
False |
151,659 |
| 40 |
13,140 |
12,262 |
878 |
7.0% |
176 |
1.4% |
41% |
False |
False |
145,968 |
| 60 |
13,140 |
11,671 |
1,469 |
11.6% |
205 |
1.6% |
64% |
False |
False |
151,925 |
| 80 |
13,140 |
11,671 |
1,469 |
11.6% |
208 |
1.6% |
64% |
False |
False |
114,009 |
| 100 |
13,140 |
11,542 |
1,598 |
12.7% |
216 |
1.7% |
67% |
False |
False |
91,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,640 |
|
2.618 |
13,248 |
|
1.618 |
13,008 |
|
1.000 |
12,860 |
|
0.618 |
12,768 |
|
HIGH |
12,620 |
|
0.618 |
12,528 |
|
0.500 |
12,500 |
|
0.382 |
12,472 |
|
LOW |
12,380 |
|
0.618 |
12,232 |
|
1.000 |
12,140 |
|
1.618 |
11,992 |
|
2.618 |
11,752 |
|
4.250 |
11,360 |
|
|
| Fisher Pivots for day following 05-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,579 |
12,572 |
| PP |
12,539 |
12,526 |
| S1 |
12,500 |
12,480 |
|