| Trading Metrics calculated at close of trading on 12-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,508.0 |
2,515.0 |
7.0 |
0.3% |
2,487.0 |
| High |
2,537.0 |
2,523.0 |
-14.0 |
-0.6% |
2,538.0 |
| Low |
2,492.0 |
2,497.0 |
5.0 |
0.2% |
2,452.0 |
| Close |
2,525.0 |
2,507.0 |
-18.0 |
-0.7% |
2,507.0 |
| Range |
45.0 |
26.0 |
-19.0 |
-42.2% |
86.0 |
| ATR |
64.0 |
61.4 |
-2.6 |
-4.0% |
0.0 |
| Volume |
956,084 |
812,574 |
-143,510 |
-15.0% |
4,793,638 |
|
| Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,587.0 |
2,573.0 |
2,521.3 |
|
| R3 |
2,561.0 |
2,547.0 |
2,514.2 |
|
| R2 |
2,535.0 |
2,535.0 |
2,511.8 |
|
| R1 |
2,521.0 |
2,521.0 |
2,509.4 |
2,515.0 |
| PP |
2,509.0 |
2,509.0 |
2,509.0 |
2,506.0 |
| S1 |
2,495.0 |
2,495.0 |
2,504.6 |
2,489.0 |
| S2 |
2,483.0 |
2,483.0 |
2,502.2 |
|
| S3 |
2,457.0 |
2,469.0 |
2,499.9 |
|
| S4 |
2,431.0 |
2,443.0 |
2,492.7 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,757.0 |
2,718.0 |
2,554.3 |
|
| R3 |
2,671.0 |
2,632.0 |
2,530.7 |
|
| R2 |
2,585.0 |
2,585.0 |
2,522.8 |
|
| R1 |
2,546.0 |
2,546.0 |
2,514.9 |
2,565.5 |
| PP |
2,499.0 |
2,499.0 |
2,499.0 |
2,508.8 |
| S1 |
2,460.0 |
2,460.0 |
2,499.1 |
2,479.5 |
| S2 |
2,413.0 |
2,413.0 |
2,491.2 |
|
| S3 |
2,327.0 |
2,374.0 |
2,483.4 |
|
| S4 |
2,241.0 |
2,288.0 |
2,459.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,538.0 |
2,452.0 |
86.0 |
3.4% |
42.2 |
1.7% |
64% |
False |
False |
958,727 |
| 10 |
2,551.0 |
2,452.0 |
99.0 |
3.9% |
49.9 |
2.0% |
56% |
False |
False |
1,017,502 |
| 20 |
2,551.0 |
2,299.0 |
252.0 |
10.1% |
57.4 |
2.3% |
83% |
False |
False |
1,083,202 |
| 40 |
2,551.0 |
2,111.0 |
440.0 |
17.6% |
64.6 |
2.6% |
90% |
False |
False |
1,184,838 |
| 60 |
2,551.0 |
1,912.0 |
639.0 |
25.5% |
68.0 |
2.7% |
93% |
False |
False |
1,229,390 |
| 80 |
2,551.0 |
1,693.0 |
858.0 |
34.2% |
70.9 |
2.8% |
95% |
False |
False |
941,886 |
| 100 |
2,551.0 |
1,693.0 |
858.0 |
34.2% |
73.0 |
2.9% |
95% |
False |
False |
754,355 |
| 120 |
2,562.0 |
1,693.0 |
869.0 |
34.7% |
73.1 |
2.9% |
94% |
False |
False |
630,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,633.5 |
|
2.618 |
2,591.1 |
|
1.618 |
2,565.1 |
|
1.000 |
2,549.0 |
|
0.618 |
2,539.1 |
|
HIGH |
2,523.0 |
|
0.618 |
2,513.1 |
|
0.500 |
2,510.0 |
|
0.382 |
2,506.9 |
|
LOW |
2,497.0 |
|
0.618 |
2,480.9 |
|
1.000 |
2,471.0 |
|
1.618 |
2,454.9 |
|
2.618 |
2,428.9 |
|
4.250 |
2,386.5 |
|
|
| Fisher Pivots for day following 12-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,510.0 |
2,507.5 |
| PP |
2,509.0 |
2,507.3 |
| S1 |
2,508.0 |
2,507.2 |
|