| Trading Metrics calculated at close of trading on 18-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,410.0 |
2,388.0 |
-22.0 |
-0.9% |
2,487.0 |
| High |
2,421.0 |
2,423.0 |
2.0 |
0.1% |
2,538.0 |
| Low |
2,364.0 |
2,369.0 |
5.0 |
0.2% |
2,452.0 |
| Close |
2,386.0 |
2,412.0 |
26.0 |
1.1% |
2,507.0 |
| Range |
57.0 |
54.0 |
-3.0 |
-5.3% |
86.0 |
| ATR |
62.8 |
62.2 |
-0.6 |
-1.0% |
0.0 |
| Volume |
2,340,202 |
1,773,948 |
-566,254 |
-24.2% |
4,793,638 |
|
| Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,563.3 |
2,541.7 |
2,441.7 |
|
| R3 |
2,509.3 |
2,487.7 |
2,426.9 |
|
| R2 |
2,455.3 |
2,455.3 |
2,421.9 |
|
| R1 |
2,433.7 |
2,433.7 |
2,417.0 |
2,444.5 |
| PP |
2,401.3 |
2,401.3 |
2,401.3 |
2,406.8 |
| S1 |
2,379.7 |
2,379.7 |
2,407.1 |
2,390.5 |
| S2 |
2,347.3 |
2,347.3 |
2,402.1 |
|
| S3 |
2,293.3 |
2,325.7 |
2,397.2 |
|
| S4 |
2,239.3 |
2,271.7 |
2,382.3 |
|
|
| 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 |
2,523.0 |
2,364.0 |
159.0 |
6.6% |
55.6 |
2.3% |
30% |
False |
False |
1,798,592 |
| 10 |
2,546.0 |
2,364.0 |
182.0 |
7.5% |
52.3 |
2.2% |
26% |
False |
False |
1,423,712 |
| 20 |
2,551.0 |
2,364.0 |
187.0 |
7.8% |
56.3 |
2.3% |
26% |
False |
False |
1,246,641 |
| 40 |
2,551.0 |
2,144.0 |
407.0 |
16.9% |
62.6 |
2.6% |
66% |
False |
False |
1,246,297 |
| 60 |
2,551.0 |
1,921.0 |
630.0 |
26.1% |
67.8 |
2.8% |
78% |
False |
False |
1,278,239 |
| 80 |
2,551.0 |
1,693.0 |
858.0 |
35.6% |
71.3 |
3.0% |
84% |
False |
False |
1,043,706 |
| 100 |
2,551.0 |
1,693.0 |
858.0 |
35.6% |
71.3 |
3.0% |
84% |
False |
False |
835,980 |
| 120 |
2,562.0 |
1,693.0 |
869.0 |
36.0% |
72.1 |
3.0% |
83% |
False |
False |
697,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,652.5 |
|
2.618 |
2,564.4 |
|
1.618 |
2,510.4 |
|
1.000 |
2,477.0 |
|
0.618 |
2,456.4 |
|
HIGH |
2,423.0 |
|
0.618 |
2,402.4 |
|
0.500 |
2,396.0 |
|
0.382 |
2,389.6 |
|
LOW |
2,369.0 |
|
0.618 |
2,335.6 |
|
1.000 |
2,315.0 |
|
1.618 |
2,281.6 |
|
2.618 |
2,227.6 |
|
4.250 |
2,139.5 |
|
|
| Fisher Pivots for day following 18-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,406.7 |
2,410.7 |
| PP |
2,401.3 |
2,409.3 |
| S1 |
2,396.0 |
2,408.0 |
|