| 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 |
6,638.0 |
6,507.0 |
-131.0 |
-2.0% |
6,650.0 |
| High |
6,646.0 |
6,530.0 |
-116.0 |
-1.7% |
6,703.5 |
| Low |
6,465.0 |
6,408.5 |
-56.5 |
-0.9% |
6,408.5 |
| Close |
6,529.0 |
6,494.0 |
-35.0 |
-0.5% |
6,494.0 |
| Range |
181.0 |
121.5 |
-59.5 |
-32.9% |
295.0 |
| ATR |
130.8 |
130.2 |
-0.7 |
-0.5% |
0.0 |
| Volume |
193,421 |
211,988 |
18,567 |
9.6% |
872,130 |
|
| Daily Pivots for day following 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,842.0 |
6,789.5 |
6,560.8 |
|
| R3 |
6,720.5 |
6,668.0 |
6,527.4 |
|
| R2 |
6,599.0 |
6,599.0 |
6,516.3 |
|
| R1 |
6,546.5 |
6,546.5 |
6,505.1 |
6,512.0 |
| PP |
6,477.5 |
6,477.5 |
6,477.5 |
6,460.3 |
| S1 |
6,425.0 |
6,425.0 |
6,482.9 |
6,390.5 |
| S2 |
6,356.0 |
6,356.0 |
6,471.7 |
|
| S3 |
6,234.5 |
6,303.5 |
6,460.6 |
|
| S4 |
6,113.0 |
6,182.0 |
6,427.2 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,420.3 |
7,252.2 |
6,656.3 |
|
| R3 |
7,125.3 |
6,957.2 |
6,575.1 |
|
| R2 |
6,830.3 |
6,830.3 |
6,548.1 |
|
| R1 |
6,662.2 |
6,662.2 |
6,521.0 |
6,598.8 |
| PP |
6,535.3 |
6,535.3 |
6,535.3 |
6,503.6 |
| S1 |
6,367.2 |
6,367.2 |
6,467.0 |
6,303.8 |
| S2 |
6,240.3 |
6,240.3 |
6,439.9 |
|
| S3 |
5,945.3 |
6,072.2 |
6,412.9 |
|
| S4 |
5,650.3 |
5,777.2 |
6,331.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,703.5 |
6,408.5 |
295.0 |
4.5% |
128.4 |
2.0% |
29% |
False |
True |
174,426 |
| 10 |
6,932.5 |
6,408.5 |
524.0 |
8.1% |
132.8 |
2.0% |
16% |
False |
True |
136,357 |
| 20 |
7,196.5 |
6,408.5 |
788.0 |
12.1% |
129.3 |
2.0% |
11% |
False |
True |
69,851 |
| 40 |
7,340.0 |
6,408.5 |
931.5 |
14.3% |
109.1 |
1.7% |
9% |
False |
True |
35,157 |
| 60 |
7,340.0 |
6,408.5 |
931.5 |
14.3% |
107.8 |
1.7% |
9% |
False |
True |
23,572 |
| 80 |
7,340.0 |
6,306.5 |
1,033.5 |
15.9% |
114.8 |
1.8% |
18% |
False |
False |
18,243 |
| 100 |
7,340.0 |
6,306.5 |
1,033.5 |
15.9% |
116.6 |
1.8% |
18% |
False |
False |
14,679 |
| 120 |
8,070.0 |
6,306.5 |
1,763.5 |
27.2% |
125.1 |
1.9% |
11% |
False |
False |
12,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,046.4 |
|
2.618 |
6,848.1 |
|
1.618 |
6,726.6 |
|
1.000 |
6,651.5 |
|
0.618 |
6,605.1 |
|
HIGH |
6,530.0 |
|
0.618 |
6,483.6 |
|
0.500 |
6,469.3 |
|
0.382 |
6,454.9 |
|
LOW |
6,408.5 |
|
0.618 |
6,333.4 |
|
1.000 |
6,287.0 |
|
1.618 |
6,211.9 |
|
2.618 |
6,090.4 |
|
4.250 |
5,892.1 |
|
|
| Fisher Pivots for day following 27-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,485.8 |
6,556.0 |
| PP |
6,477.5 |
6,535.3 |
| S1 |
6,469.3 |
6,514.7 |
|