| Trading Metrics calculated at close of trading on 16-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2008 |
16-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
5,367.0 |
5,404.0 |
37.0 |
0.7% |
5,508.0 |
| High |
5,400.0 |
5,419.0 |
19.0 |
0.4% |
5,509.0 |
| Low |
5,298.0 |
5,366.0 |
68.0 |
1.3% |
5,298.0 |
| Close |
5,371.0 |
5,386.0 |
15.0 |
0.3% |
5,371.0 |
| Range |
102.0 |
53.0 |
-49.0 |
-48.0% |
211.0 |
| ATR |
83.1 |
81.0 |
-2.2 |
-2.6% |
0.0 |
| Volume |
12,406 |
46,735 |
34,329 |
276.7% |
19,676 |
|
| Daily Pivots for day following 16-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,549.3 |
5,520.7 |
5,415.2 |
|
| R3 |
5,496.3 |
5,467.7 |
5,400.6 |
|
| R2 |
5,443.3 |
5,443.3 |
5,395.7 |
|
| R1 |
5,414.7 |
5,414.7 |
5,390.9 |
5,402.5 |
| PP |
5,390.3 |
5,390.3 |
5,390.3 |
5,384.3 |
| S1 |
5,361.7 |
5,361.7 |
5,381.1 |
5,349.5 |
| S2 |
5,337.3 |
5,337.3 |
5,376.3 |
|
| S3 |
5,284.3 |
5,308.7 |
5,371.4 |
|
| S4 |
5,231.3 |
5,255.7 |
5,356.9 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,025.7 |
5,909.3 |
5,487.1 |
|
| R3 |
5,814.7 |
5,698.3 |
5,429.0 |
|
| R2 |
5,603.7 |
5,603.7 |
5,409.7 |
|
| R1 |
5,487.3 |
5,487.3 |
5,390.3 |
5,440.0 |
| PP |
5,392.7 |
5,392.7 |
5,392.7 |
5,369.0 |
| S1 |
5,276.3 |
5,276.3 |
5,351.7 |
5,229.0 |
| S2 |
5,181.7 |
5,181.7 |
5,332.3 |
|
| S3 |
4,970.7 |
5,065.3 |
5,313.0 |
|
| S4 |
4,759.7 |
4,854.3 |
5,255.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,509.0 |
5,298.0 |
211.0 |
3.9% |
68.4 |
1.3% |
42% |
False |
False |
13,282 |
| 10 |
5,715.0 |
5,298.0 |
417.0 |
7.7% |
64.0 |
1.2% |
21% |
False |
False |
6,803 |
| 20 |
6,006.0 |
5,298.0 |
708.0 |
13.1% |
55.8 |
1.0% |
12% |
False |
False |
3,471 |
| 40 |
6,006.0 |
5,298.0 |
708.0 |
13.1% |
45.7 |
0.8% |
12% |
False |
False |
1,777 |
| 60 |
6,006.0 |
5,184.0 |
822.0 |
15.3% |
39.4 |
0.7% |
25% |
False |
False |
1,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,644.3 |
|
2.618 |
5,557.8 |
|
1.618 |
5,504.8 |
|
1.000 |
5,472.0 |
|
0.618 |
5,451.8 |
|
HIGH |
5,419.0 |
|
0.618 |
5,398.8 |
|
0.500 |
5,392.5 |
|
0.382 |
5,386.2 |
|
LOW |
5,366.0 |
|
0.618 |
5,333.2 |
|
1.000 |
5,313.0 |
|
1.618 |
5,280.2 |
|
2.618 |
5,227.2 |
|
4.250 |
5,140.8 |
|
|
| Fisher Pivots for day following 16-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,392.5 |
5,376.8 |
| PP |
5,390.3 |
5,367.7 |
| S1 |
5,388.2 |
5,358.5 |
|