| Trading Metrics calculated at close of trading on 20-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2008 |
20-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
5,355.0 |
5,367.0 |
12.0 |
0.2% |
5,404.0 |
| High |
5,423.0 |
5,373.0 |
-50.0 |
-0.9% |
5,454.0 |
| Low |
5,355.0 |
5,278.0 |
-77.0 |
-1.4% |
5,278.0 |
| Close |
5,360.0 |
5,308.0 |
-52.0 |
-1.0% |
5,308.0 |
| Range |
68.0 |
95.0 |
27.0 |
39.7% |
176.0 |
| ATR |
83.7 |
84.5 |
0.8 |
1.0% |
0.0 |
| Volume |
30,045 |
29,291 |
-754 |
-2.5% |
274,125 |
|
| Daily Pivots for day following 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,604.7 |
5,551.3 |
5,360.3 |
|
| R3 |
5,509.7 |
5,456.3 |
5,334.1 |
|
| R2 |
5,414.7 |
5,414.7 |
5,325.4 |
|
| R1 |
5,361.3 |
5,361.3 |
5,316.7 |
5,340.5 |
| PP |
5,319.7 |
5,319.7 |
5,319.7 |
5,309.3 |
| S1 |
5,266.3 |
5,266.3 |
5,299.3 |
5,245.5 |
| S2 |
5,224.7 |
5,224.7 |
5,290.6 |
|
| S3 |
5,129.7 |
5,171.3 |
5,281.9 |
|
| S4 |
5,034.7 |
5,076.3 |
5,255.8 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,874.7 |
5,767.3 |
5,404.8 |
|
| R3 |
5,698.7 |
5,591.3 |
5,356.4 |
|
| R2 |
5,522.7 |
5,522.7 |
5,340.3 |
|
| R1 |
5,415.3 |
5,415.3 |
5,324.1 |
5,381.0 |
| PP |
5,346.7 |
5,346.7 |
5,346.7 |
5,329.5 |
| S1 |
5,239.3 |
5,239.3 |
5,291.9 |
5,205.0 |
| S2 |
5,170.7 |
5,170.7 |
5,275.7 |
|
| S3 |
4,994.7 |
5,063.3 |
5,259.6 |
|
| S4 |
4,818.7 |
4,887.3 |
5,211.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,454.0 |
5,278.0 |
176.0 |
3.3% |
83.4 |
1.6% |
17% |
False |
True |
54,825 |
| 10 |
5,636.0 |
5,278.0 |
358.0 |
6.7% |
75.5 |
1.4% |
8% |
False |
True |
29,416 |
| 20 |
5,777.0 |
5,278.0 |
499.0 |
9.4% |
64.4 |
1.2% |
6% |
False |
True |
14,814 |
| 40 |
6,006.0 |
5,278.0 |
728.0 |
13.7% |
52.7 |
1.0% |
4% |
False |
True |
7,458 |
| 60 |
6,006.0 |
5,278.0 |
728.0 |
13.7% |
44.6 |
0.8% |
4% |
False |
True |
4,986 |
| 80 |
6,006.0 |
5,110.0 |
896.0 |
16.9% |
36.1 |
0.7% |
22% |
False |
False |
3,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,776.8 |
|
2.618 |
5,621.7 |
|
1.618 |
5,526.7 |
|
1.000 |
5,468.0 |
|
0.618 |
5,431.7 |
|
HIGH |
5,373.0 |
|
0.618 |
5,336.7 |
|
0.500 |
5,325.5 |
|
0.382 |
5,314.3 |
|
LOW |
5,278.0 |
|
0.618 |
5,219.3 |
|
1.000 |
5,183.0 |
|
1.618 |
5,124.3 |
|
2.618 |
5,029.3 |
|
4.250 |
4,874.3 |
|
|
| Fisher Pivots for day following 20-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,325.5 |
5,366.0 |
| PP |
5,319.7 |
5,346.7 |
| S1 |
5,313.8 |
5,327.3 |
|