| Trading Metrics calculated at close of trading on 25-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2008 |
25-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
11,829 |
11,806 |
-23 |
-0.2% |
12,300 |
| High |
11,902 |
11,919 |
17 |
0.1% |
12,353 |
| Low |
11,720 |
11,782 |
62 |
0.5% |
11,816 |
| Close |
11,813 |
11,807 |
-6 |
-0.1% |
11,844 |
| Range |
182 |
137 |
-45 |
-24.7% |
537 |
| ATR |
182 |
179 |
-3 |
-1.8% |
0 |
| Volume |
132,271 |
185,083 |
52,812 |
39.9% |
856,690 |
|
| Daily Pivots for day following 25-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,247 |
12,164 |
11,882 |
|
| R3 |
12,110 |
12,027 |
11,845 |
|
| R2 |
11,973 |
11,973 |
11,832 |
|
| R1 |
11,890 |
11,890 |
11,820 |
11,932 |
| PP |
11,836 |
11,836 |
11,836 |
11,857 |
| S1 |
11,753 |
11,753 |
11,795 |
11,795 |
| S2 |
11,699 |
11,699 |
11,782 |
|
| S3 |
11,562 |
11,616 |
11,769 |
|
| S4 |
11,425 |
11,479 |
11,732 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,615 |
13,267 |
12,139 |
|
| R3 |
13,078 |
12,730 |
11,992 |
|
| R2 |
12,541 |
12,541 |
11,943 |
|
| R1 |
12,193 |
12,193 |
11,893 |
12,099 |
| PP |
12,004 |
12,004 |
12,004 |
11,957 |
| S1 |
11,656 |
11,656 |
11,795 |
11,562 |
| S2 |
11,467 |
11,467 |
11,746 |
|
| S3 |
10,930 |
11,119 |
11,696 |
|
| S4 |
10,393 |
10,582 |
11,549 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,115 |
11,720 |
395 |
3.3% |
160 |
1.4% |
22% |
False |
False |
183,884 |
| 10 |
12,353 |
11,720 |
633 |
5.4% |
173 |
1.5% |
14% |
False |
False |
151,225 |
| 20 |
12,722 |
11,720 |
1,002 |
8.5% |
193 |
1.6% |
9% |
False |
False |
76,146 |
| 40 |
13,140 |
11,720 |
1,420 |
12.0% |
176 |
1.5% |
6% |
False |
False |
38,132 |
| 60 |
13,140 |
11,720 |
1,420 |
12.0% |
169 |
1.4% |
6% |
False |
False |
25,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,501 |
|
2.618 |
12,278 |
|
1.618 |
12,141 |
|
1.000 |
12,056 |
|
0.618 |
12,004 |
|
HIGH |
11,919 |
|
0.618 |
11,867 |
|
0.500 |
11,851 |
|
0.382 |
11,834 |
|
LOW |
11,782 |
|
0.618 |
11,697 |
|
1.000 |
11,645 |
|
1.618 |
11,560 |
|
2.618 |
11,423 |
|
4.250 |
11,200 |
|
|
| Fisher Pivots for day following 25-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
11,851 |
11,820 |
| PP |
11,836 |
11,815 |
| S1 |
11,822 |
11,811 |
|