| Trading Metrics calculated at close of trading on 12-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2008 |
12-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
6,868.0 |
6,710.0 |
-158.0 |
-2.3% |
7,192.0 |
| High |
6,895.0 |
6,813.0 |
-82.0 |
-1.2% |
7,196.5 |
| Low |
6,712.5 |
6,710.0 |
-2.5 |
0.0% |
6,825.0 |
| Close |
6,736.0 |
6,796.0 |
60.0 |
0.9% |
6,893.0 |
| Range |
182.5 |
103.0 |
-79.5 |
-43.6% |
371.5 |
| ATR |
118.9 |
117.7 |
-1.1 |
-1.0% |
0.0 |
| Volume |
4,867 |
4,481 |
-386 |
-7.9% |
8,414 |
|
| Daily Pivots for day following 12-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,082.0 |
7,042.0 |
6,852.7 |
|
| R3 |
6,979.0 |
6,939.0 |
6,824.3 |
|
| R2 |
6,876.0 |
6,876.0 |
6,814.9 |
|
| R1 |
6,836.0 |
6,836.0 |
6,805.4 |
6,856.0 |
| PP |
6,773.0 |
6,773.0 |
6,773.0 |
6,783.0 |
| S1 |
6,733.0 |
6,733.0 |
6,786.6 |
6,753.0 |
| S2 |
6,670.0 |
6,670.0 |
6,777.1 |
|
| S3 |
6,567.0 |
6,630.0 |
6,767.7 |
|
| S4 |
6,464.0 |
6,527.0 |
6,739.4 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,086.0 |
7,861.0 |
7,097.3 |
|
| R3 |
7,714.5 |
7,489.5 |
6,995.2 |
|
| R2 |
7,343.0 |
7,343.0 |
6,961.1 |
|
| R1 |
7,118.0 |
7,118.0 |
6,927.1 |
7,044.8 |
| PP |
6,971.5 |
6,971.5 |
6,971.5 |
6,934.9 |
| S1 |
6,746.5 |
6,746.5 |
6,858.9 |
6,673.3 |
| S2 |
6,600.0 |
6,600.0 |
6,824.9 |
|
| S3 |
6,228.5 |
6,375.0 |
6,790.8 |
|
| S4 |
5,857.0 |
6,003.5 |
6,688.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,088.5 |
6,710.0 |
378.5 |
5.6% |
142.9 |
2.1% |
23% |
False |
True |
3,669 |
| 10 |
7,217.0 |
6,710.0 |
507.0 |
7.5% |
117.8 |
1.7% |
17% |
False |
True |
2,474 |
| 20 |
7,340.0 |
6,710.0 |
630.0 |
9.3% |
109.9 |
1.6% |
14% |
False |
True |
1,519 |
| 40 |
7,340.0 |
6,710.0 |
630.0 |
9.3% |
101.1 |
1.5% |
14% |
False |
True |
924 |
| 60 |
7,340.0 |
6,402.5 |
937.5 |
13.8% |
108.7 |
1.6% |
42% |
False |
False |
1,242 |
| 80 |
7,340.0 |
6,306.5 |
1,033.5 |
15.2% |
113.4 |
1.7% |
47% |
False |
False |
1,134 |
| 100 |
7,340.0 |
6,306.5 |
1,033.5 |
15.2% |
121.9 |
1.8% |
47% |
False |
False |
982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,250.8 |
|
2.618 |
7,082.7 |
|
1.618 |
6,979.7 |
|
1.000 |
6,916.0 |
|
0.618 |
6,876.7 |
|
HIGH |
6,813.0 |
|
0.618 |
6,773.7 |
|
0.500 |
6,761.5 |
|
0.382 |
6,749.3 |
|
LOW |
6,710.0 |
|
0.618 |
6,646.3 |
|
1.000 |
6,607.0 |
|
1.618 |
6,543.3 |
|
2.618 |
6,440.3 |
|
4.250 |
6,272.3 |
|
|
| Fisher Pivots for day following 12-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,784.5 |
6,802.5 |
| PP |
6,773.0 |
6,800.3 |
| S1 |
6,761.5 |
6,798.2 |
|