| Trading Metrics calculated at close of trading on 11-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2009 |
11-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,503.0 |
2,508.0 |
5.0 |
0.2% |
2,485.0 |
| High |
2,538.0 |
2,537.0 |
-1.0 |
0.0% |
2,551.0 |
| Low |
2,477.0 |
2,492.0 |
15.0 |
0.6% |
2,456.0 |
| Close |
2,500.0 |
2,525.0 |
25.0 |
1.0% |
2,505.0 |
| Range |
61.0 |
45.0 |
-16.0 |
-26.2% |
95.0 |
| ATR |
65.4 |
64.0 |
-1.5 |
-2.2% |
0.0 |
| Volume |
1,131,615 |
956,084 |
-175,531 |
-15.5% |
5,381,387 |
|
| Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,653.0 |
2,634.0 |
2,549.8 |
|
| R3 |
2,608.0 |
2,589.0 |
2,537.4 |
|
| R2 |
2,563.0 |
2,563.0 |
2,533.3 |
|
| R1 |
2,544.0 |
2,544.0 |
2,529.1 |
2,553.5 |
| PP |
2,518.0 |
2,518.0 |
2,518.0 |
2,522.8 |
| S1 |
2,499.0 |
2,499.0 |
2,520.9 |
2,508.5 |
| S2 |
2,473.0 |
2,473.0 |
2,516.8 |
|
| S3 |
2,428.0 |
2,454.0 |
2,512.6 |
|
| S4 |
2,383.0 |
2,409.0 |
2,500.3 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,789.0 |
2,742.0 |
2,557.3 |
|
| R3 |
2,694.0 |
2,647.0 |
2,531.1 |
|
| R2 |
2,599.0 |
2,599.0 |
2,522.4 |
|
| R1 |
2,552.0 |
2,552.0 |
2,513.7 |
2,575.5 |
| PP |
2,504.0 |
2,504.0 |
2,504.0 |
2,515.8 |
| S1 |
2,457.0 |
2,457.0 |
2,496.3 |
2,480.5 |
| S2 |
2,409.0 |
2,409.0 |
2,487.6 |
|
| S3 |
2,314.0 |
2,362.0 |
2,478.9 |
|
| S4 |
2,219.0 |
2,267.0 |
2,452.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,546.0 |
2,452.0 |
94.0 |
3.7% |
49.0 |
1.9% |
78% |
False |
False |
1,048,831 |
| 10 |
2,551.0 |
2,435.0 |
116.0 |
4.6% |
53.0 |
2.1% |
78% |
False |
False |
1,047,103 |
| 20 |
2,551.0 |
2,293.0 |
258.0 |
10.2% |
59.0 |
2.3% |
90% |
False |
False |
1,113,717 |
| 40 |
2,551.0 |
2,111.0 |
440.0 |
17.4% |
65.3 |
2.6% |
94% |
False |
False |
1,194,530 |
| 60 |
2,551.0 |
1,912.0 |
639.0 |
25.3% |
68.4 |
2.7% |
96% |
False |
False |
1,227,451 |
| 80 |
2,551.0 |
1,693.0 |
858.0 |
34.0% |
71.2 |
2.8% |
97% |
False |
False |
931,738 |
| 100 |
2,551.0 |
1,693.0 |
858.0 |
34.0% |
73.6 |
2.9% |
97% |
False |
False |
746,232 |
| 120 |
2,562.0 |
1,693.0 |
869.0 |
34.4% |
74.0 |
2.9% |
96% |
False |
False |
623,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,728.3 |
|
2.618 |
2,654.8 |
|
1.618 |
2,609.8 |
|
1.000 |
2,582.0 |
|
0.618 |
2,564.8 |
|
HIGH |
2,537.0 |
|
0.618 |
2,519.8 |
|
0.500 |
2,514.5 |
|
0.382 |
2,509.2 |
|
LOW |
2,492.0 |
|
0.618 |
2,464.2 |
|
1.000 |
2,447.0 |
|
1.618 |
2,419.2 |
|
2.618 |
2,374.2 |
|
4.250 |
2,300.8 |
|
|
| Fisher Pivots for day following 11-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,521.5 |
2,517.7 |
| PP |
2,518.0 |
2,510.3 |
| S1 |
2,514.5 |
2,503.0 |
|