| Trading Metrics calculated at close of trading on 17-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2009 |
17-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,430.0 |
2,410.0 |
-20.0 |
-0.8% |
2,487.0 |
| High |
2,452.0 |
2,421.0 |
-31.0 |
-1.3% |
2,538.0 |
| Low |
2,396.0 |
2,364.0 |
-32.0 |
-1.3% |
2,452.0 |
| Close |
2,429.0 |
2,386.0 |
-43.0 |
-1.8% |
2,507.0 |
| Range |
56.0 |
57.0 |
1.0 |
1.8% |
86.0 |
| ATR |
62.6 |
62.8 |
0.2 |
0.3% |
0.0 |
| Volume |
2,089,389 |
2,340,202 |
250,813 |
12.0% |
4,793,638 |
|
| Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,561.3 |
2,530.7 |
2,417.4 |
|
| R3 |
2,504.3 |
2,473.7 |
2,401.7 |
|
| R2 |
2,447.3 |
2,447.3 |
2,396.5 |
|
| R1 |
2,416.7 |
2,416.7 |
2,391.2 |
2,403.5 |
| PP |
2,390.3 |
2,390.3 |
2,390.3 |
2,383.8 |
| S1 |
2,359.7 |
2,359.7 |
2,380.8 |
2,346.5 |
| S2 |
2,333.3 |
2,333.3 |
2,375.6 |
|
| S3 |
2,276.3 |
2,302.7 |
2,370.3 |
|
| S4 |
2,219.3 |
2,245.7 |
2,354.7 |
|
|
| 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 |
2,537.0 |
2,364.0 |
173.0 |
7.3% |
53.8 |
2.3% |
13% |
False |
True |
1,635,019 |
| 10 |
2,546.0 |
2,364.0 |
182.0 |
7.6% |
50.3 |
2.1% |
12% |
False |
True |
1,346,096 |
| 20 |
2,551.0 |
2,364.0 |
187.0 |
7.8% |
56.5 |
2.4% |
12% |
False |
True |
1,219,242 |
| 40 |
2,551.0 |
2,111.0 |
440.0 |
18.4% |
63.5 |
2.7% |
63% |
False |
False |
1,241,951 |
| 60 |
2,551.0 |
1,921.0 |
630.0 |
26.4% |
67.7 |
2.8% |
74% |
False |
False |
1,273,115 |
| 80 |
2,551.0 |
1,693.0 |
858.0 |
36.0% |
71.4 |
3.0% |
81% |
False |
False |
1,021,690 |
| 100 |
2,551.0 |
1,693.0 |
858.0 |
36.0% |
71.8 |
3.0% |
81% |
False |
False |
818,344 |
| 120 |
2,562.0 |
1,693.0 |
869.0 |
36.4% |
72.3 |
3.0% |
80% |
False |
False |
682,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,663.3 |
|
2.618 |
2,570.2 |
|
1.618 |
2,513.2 |
|
1.000 |
2,478.0 |
|
0.618 |
2,456.2 |
|
HIGH |
2,421.0 |
|
0.618 |
2,399.2 |
|
0.500 |
2,392.5 |
|
0.382 |
2,385.8 |
|
LOW |
2,364.0 |
|
0.618 |
2,328.8 |
|
1.000 |
2,307.0 |
|
1.618 |
2,271.8 |
|
2.618 |
2,214.8 |
|
4.250 |
2,121.8 |
|
|
| Fisher Pivots for day following 17-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,392.5 |
2,435.0 |
| PP |
2,390.3 |
2,418.7 |
| S1 |
2,388.2 |
2,402.3 |
|