| Trading Metrics calculated at close of trading on 16-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,504.0 |
2,430.0 |
-74.0 |
-3.0% |
2,487.0 |
| High |
2,506.0 |
2,452.0 |
-54.0 |
-2.2% |
2,538.0 |
| Low |
2,421.0 |
2,396.0 |
-25.0 |
-1.0% |
2,452.0 |
| Close |
2,432.0 |
2,429.0 |
-3.0 |
-0.1% |
2,507.0 |
| Range |
85.0 |
56.0 |
-29.0 |
-34.1% |
86.0 |
| ATR |
63.1 |
62.6 |
-0.5 |
-0.8% |
0.0 |
| Volume |
1,976,850 |
2,089,389 |
112,539 |
5.7% |
4,793,638 |
|
| Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,593.7 |
2,567.3 |
2,459.8 |
|
| R3 |
2,537.7 |
2,511.3 |
2,444.4 |
|
| R2 |
2,481.7 |
2,481.7 |
2,439.3 |
|
| R1 |
2,455.3 |
2,455.3 |
2,434.1 |
2,440.5 |
| PP |
2,425.7 |
2,425.7 |
2,425.7 |
2,418.3 |
| S1 |
2,399.3 |
2,399.3 |
2,423.9 |
2,384.5 |
| S2 |
2,369.7 |
2,369.7 |
2,418.7 |
|
| S3 |
2,313.7 |
2,343.3 |
2,413.6 |
|
| S4 |
2,257.7 |
2,287.3 |
2,398.2 |
|
|
| 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 |
2,396.0 |
142.0 |
5.8% |
54.6 |
2.2% |
23% |
False |
True |
1,393,302 |
| 10 |
2,546.0 |
2,396.0 |
150.0 |
6.2% |
53.6 |
2.2% |
22% |
False |
True |
1,222,274 |
| 20 |
2,551.0 |
2,382.0 |
169.0 |
7.0% |
55.9 |
2.3% |
28% |
False |
False |
1,168,019 |
| 40 |
2,551.0 |
2,111.0 |
440.0 |
18.1% |
64.8 |
2.7% |
72% |
False |
False |
1,215,922 |
| 60 |
2,551.0 |
1,921.0 |
630.0 |
25.9% |
67.9 |
2.8% |
81% |
False |
False |
1,254,272 |
| 80 |
2,551.0 |
1,693.0 |
858.0 |
35.3% |
71.3 |
2.9% |
86% |
False |
False |
992,516 |
| 100 |
2,551.0 |
1,693.0 |
858.0 |
35.3% |
72.3 |
3.0% |
86% |
False |
False |
794,960 |
| 120 |
2,562.0 |
1,693.0 |
869.0 |
35.8% |
72.5 |
3.0% |
85% |
False |
False |
663,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,690.0 |
|
2.618 |
2,598.6 |
|
1.618 |
2,542.6 |
|
1.000 |
2,508.0 |
|
0.618 |
2,486.6 |
|
HIGH |
2,452.0 |
|
0.618 |
2,430.6 |
|
0.500 |
2,424.0 |
|
0.382 |
2,417.4 |
|
LOW |
2,396.0 |
|
0.618 |
2,361.4 |
|
1.000 |
2,340.0 |
|
1.618 |
2,305.4 |
|
2.618 |
2,249.4 |
|
4.250 |
2,158.0 |
|
|
| Fisher Pivots for day following 16-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,427.3 |
2,459.5 |
| PP |
2,425.7 |
2,449.3 |
| S1 |
2,424.0 |
2,439.2 |
|