| Trading Metrics calculated at close of trading on 27-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2008 |
27-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1,322.25 |
1,285.00 |
-37.25 |
-2.8% |
1,320.75 |
| High |
1,322.25 |
1,291.75 |
-30.50 |
-2.3% |
1,337.75 |
| Low |
1,283.00 |
1,272.75 |
-10.25 |
-0.8% |
1,272.75 |
| Close |
1,284.50 |
1,280.00 |
-4.50 |
-0.4% |
1,280.00 |
| Range |
39.25 |
19.00 |
-20.25 |
-51.6% |
65.00 |
| ATR |
22.72 |
22.46 |
-0.27 |
-1.2% |
0.00 |
| Volume |
2,070,490 |
2,644,046 |
573,556 |
27.7% |
10,604,676 |
|
| Daily Pivots for day following 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,338.50 |
1,328.25 |
1,290.50 |
|
| R3 |
1,319.50 |
1,309.25 |
1,285.25 |
|
| R2 |
1,300.50 |
1,300.50 |
1,283.50 |
|
| R1 |
1,290.25 |
1,290.25 |
1,281.75 |
1,286.00 |
| PP |
1,281.50 |
1,281.50 |
1,281.50 |
1,279.25 |
| S1 |
1,271.25 |
1,271.25 |
1,278.25 |
1,267.00 |
| S2 |
1,262.50 |
1,262.50 |
1,276.50 |
|
| S3 |
1,243.50 |
1,252.25 |
1,274.75 |
|
| S4 |
1,224.50 |
1,233.25 |
1,269.50 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,491.75 |
1,451.00 |
1,315.75 |
|
| R3 |
1,426.75 |
1,386.00 |
1,298.00 |
|
| R2 |
1,361.75 |
1,361.75 |
1,292.00 |
|
| R1 |
1,321.00 |
1,321.00 |
1,286.00 |
1,309.00 |
| PP |
1,296.75 |
1,296.75 |
1,296.75 |
1,290.75 |
| S1 |
1,256.00 |
1,256.00 |
1,274.00 |
1,244.00 |
| S2 |
1,231.75 |
1,231.75 |
1,268.00 |
|
| S3 |
1,166.75 |
1,191.00 |
1,262.00 |
|
| S4 |
1,101.75 |
1,126.00 |
1,244.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,337.75 |
1,272.75 |
65.00 |
5.1% |
23.25 |
1.8% |
11% |
False |
True |
2,120,935 |
| 10 |
1,372.00 |
1,272.75 |
99.25 |
7.8% |
22.00 |
1.7% |
7% |
False |
True |
2,101,571 |
| 20 |
1,414.00 |
1,272.75 |
141.25 |
11.0% |
24.00 |
1.9% |
5% |
False |
True |
1,173,573 |
| 40 |
1,442.25 |
1,272.75 |
169.50 |
13.2% |
20.75 |
1.6% |
4% |
False |
True |
590,042 |
| 60 |
1,442.25 |
1,272.75 |
169.50 |
13.2% |
20.50 |
1.6% |
4% |
False |
True |
394,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,372.50 |
|
2.618 |
1,341.50 |
|
1.618 |
1,322.50 |
|
1.000 |
1,310.75 |
|
0.618 |
1,303.50 |
|
HIGH |
1,291.75 |
|
0.618 |
1,284.50 |
|
0.500 |
1,282.25 |
|
0.382 |
1,280.00 |
|
LOW |
1,272.75 |
|
0.618 |
1,261.00 |
|
1.000 |
1,253.75 |
|
1.618 |
1,242.00 |
|
2.618 |
1,223.00 |
|
4.250 |
1,192.00 |
|
|
| Fisher Pivots for day following 27-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,282.25 |
1,305.25 |
| PP |
1,281.50 |
1,296.75 |
| S1 |
1,280.75 |
1,288.50 |
|