| Trading Metrics calculated at close of trading on 30-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2008 |
30-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
6,507.0 |
6,472.5 |
-34.5 |
-0.5% |
6,650.0 |
| High |
6,530.0 |
6,509.0 |
-21.0 |
-0.3% |
6,703.5 |
| Low |
6,408.5 |
6,368.5 |
-40.0 |
-0.6% |
6,408.5 |
| Close |
6,494.0 |
6,480.0 |
-14.0 |
-0.2% |
6,494.0 |
| Range |
121.5 |
140.5 |
19.0 |
15.6% |
295.0 |
| ATR |
130.2 |
130.9 |
0.7 |
0.6% |
0.0 |
| Volume |
211,988 |
183,545 |
-28,443 |
-13.4% |
872,130 |
|
| Daily Pivots for day following 30-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,874.0 |
6,817.5 |
6,557.3 |
|
| R3 |
6,733.5 |
6,677.0 |
6,518.6 |
|
| R2 |
6,593.0 |
6,593.0 |
6,505.8 |
|
| R1 |
6,536.5 |
6,536.5 |
6,492.9 |
6,564.8 |
| PP |
6,452.5 |
6,452.5 |
6,452.5 |
6,466.6 |
| S1 |
6,396.0 |
6,396.0 |
6,467.1 |
6,424.3 |
| S2 |
6,312.0 |
6,312.0 |
6,454.2 |
|
| S3 |
6,171.5 |
6,255.5 |
6,441.4 |
|
| S4 |
6,031.0 |
6,115.0 |
6,402.7 |
|
|
| 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 |
6,368.5 |
335.0 |
5.2% |
145.0 |
2.2% |
33% |
False |
True |
186,505 |
| 10 |
6,932.5 |
6,368.5 |
564.0 |
8.7% |
132.7 |
2.0% |
20% |
False |
True |
151,139 |
| 20 |
7,115.0 |
6,368.5 |
746.5 |
11.5% |
129.0 |
2.0% |
15% |
False |
True |
79,005 |
| 40 |
7,340.0 |
6,368.5 |
971.5 |
15.0% |
111.6 |
1.7% |
11% |
False |
True |
39,743 |
| 60 |
7,340.0 |
6,368.5 |
971.5 |
15.0% |
108.3 |
1.7% |
11% |
False |
True |
26,626 |
| 80 |
7,340.0 |
6,306.5 |
1,033.5 |
15.9% |
115.9 |
1.8% |
17% |
False |
False |
20,536 |
| 100 |
7,340.0 |
6,306.5 |
1,033.5 |
15.9% |
116.5 |
1.8% |
17% |
False |
False |
16,513 |
| 120 |
8,048.0 |
6,306.5 |
1,741.5 |
26.9% |
125.7 |
1.9% |
10% |
False |
False |
13,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,106.1 |
|
2.618 |
6,876.8 |
|
1.618 |
6,736.3 |
|
1.000 |
6,649.5 |
|
0.618 |
6,595.8 |
|
HIGH |
6,509.0 |
|
0.618 |
6,455.3 |
|
0.500 |
6,438.8 |
|
0.382 |
6,422.2 |
|
LOW |
6,368.5 |
|
0.618 |
6,281.7 |
|
1.000 |
6,228.0 |
|
1.618 |
6,141.2 |
|
2.618 |
6,000.7 |
|
4.250 |
5,771.4 |
|
|
| Fisher Pivots for day following 30-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,466.3 |
6,507.3 |
| PP |
6,452.5 |
6,498.2 |
| S1 |
6,438.8 |
6,489.1 |
|