| Trading Metrics calculated at close of trading on 06-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2008 |
06-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
12,394 |
12,620 |
226 |
1.8% |
12,627 |
| High |
12,620 |
12,660 |
40 |
0.3% |
12,660 |
| Low |
12,380 |
12,187 |
-193 |
-1.6% |
12,187 |
| Close |
12,618 |
12,214 |
-404 |
-3.2% |
12,214 |
| Range |
240 |
473 |
233 |
97.1% |
473 |
| ATR |
180 |
201 |
21 |
11.6% |
0 |
| Volume |
201,647 |
188,112 |
-13,535 |
-6.7% |
838,587 |
|
| Daily Pivots for day following 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,773 |
13,466 |
12,474 |
|
| R3 |
13,300 |
12,993 |
12,344 |
|
| R2 |
12,827 |
12,827 |
12,301 |
|
| R1 |
12,520 |
12,520 |
12,257 |
12,437 |
| PP |
12,354 |
12,354 |
12,354 |
12,312 |
| S1 |
12,047 |
12,047 |
12,171 |
11,964 |
| S2 |
11,881 |
11,881 |
12,127 |
|
| S3 |
11,408 |
11,574 |
12,084 |
|
| S4 |
10,935 |
11,101 |
11,954 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,773 |
13,466 |
12,474 |
|
| R3 |
13,300 |
12,993 |
12,344 |
|
| R2 |
12,827 |
12,827 |
12,301 |
|
| R1 |
12,520 |
12,520 |
12,257 |
12,437 |
| PP |
12,354 |
12,354 |
12,354 |
12,312 |
| S1 |
12,047 |
12,047 |
12,171 |
11,964 |
| S2 |
11,881 |
11,881 |
12,127 |
|
| S3 |
11,408 |
11,574 |
12,084 |
|
| S4 |
10,935 |
11,101 |
11,954 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,660 |
12,187 |
473 |
3.9% |
259 |
2.1% |
6% |
True |
True |
167,717 |
| 10 |
12,726 |
12,187 |
539 |
4.4% |
200 |
1.6% |
5% |
False |
True |
154,901 |
| 20 |
13,140 |
12,187 |
953 |
7.8% |
188 |
1.5% |
3% |
False |
True |
153,130 |
| 40 |
13,140 |
12,187 |
953 |
7.8% |
184 |
1.5% |
3% |
False |
True |
146,987 |
| 60 |
13,140 |
11,671 |
1,469 |
12.0% |
209 |
1.7% |
37% |
False |
False |
155,019 |
| 80 |
13,140 |
11,671 |
1,469 |
12.0% |
211 |
1.7% |
37% |
False |
False |
116,360 |
| 100 |
13,140 |
11,542 |
1,598 |
13.1% |
219 |
1.8% |
42% |
False |
False |
93,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,670 |
|
2.618 |
13,898 |
|
1.618 |
13,425 |
|
1.000 |
13,133 |
|
0.618 |
12,952 |
|
HIGH |
12,660 |
|
0.618 |
12,479 |
|
0.500 |
12,424 |
|
0.382 |
12,368 |
|
LOW |
12,187 |
|
0.618 |
11,895 |
|
1.000 |
11,714 |
|
1.618 |
11,422 |
|
2.618 |
10,949 |
|
4.250 |
10,177 |
|
|
| Fisher Pivots for day following 06-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,424 |
12,424 |
| PP |
12,354 |
12,354 |
| S1 |
12,284 |
12,284 |
|