| Trading Metrics calculated at close of trading on 19-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,388.0 |
2,414.0 |
26.0 |
1.1% |
2,504.0 |
| High |
2,423.0 |
2,445.0 |
22.0 |
0.9% |
2,506.0 |
| Low |
2,369.0 |
2,403.0 |
34.0 |
1.4% |
2,364.0 |
| Close |
2,412.0 |
2,442.5 |
30.5 |
1.3% |
2,442.5 |
| Range |
54.0 |
42.0 |
-12.0 |
-22.2% |
142.0 |
| ATR |
62.2 |
60.7 |
-1.4 |
-2.3% |
0.0 |
| Volume |
1,773,948 |
174,382 |
-1,599,566 |
-90.2% |
8,354,771 |
|
| Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,556.2 |
2,541.3 |
2,465.6 |
|
| R3 |
2,514.2 |
2,499.3 |
2,454.1 |
|
| R2 |
2,472.2 |
2,472.2 |
2,450.2 |
|
| R1 |
2,457.3 |
2,457.3 |
2,446.4 |
2,464.8 |
| PP |
2,430.2 |
2,430.2 |
2,430.2 |
2,433.9 |
| S1 |
2,415.3 |
2,415.3 |
2,438.7 |
2,422.8 |
| S2 |
2,388.2 |
2,388.2 |
2,434.8 |
|
| S3 |
2,346.2 |
2,373.3 |
2,431.0 |
|
| S4 |
2,304.2 |
2,331.3 |
2,419.4 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,863.5 |
2,795.0 |
2,520.6 |
|
| R3 |
2,721.5 |
2,653.0 |
2,481.6 |
|
| R2 |
2,579.5 |
2,579.5 |
2,468.5 |
|
| R1 |
2,511.0 |
2,511.0 |
2,455.5 |
2,474.3 |
| PP |
2,437.5 |
2,437.5 |
2,437.5 |
2,419.1 |
| S1 |
2,369.0 |
2,369.0 |
2,429.5 |
2,332.3 |
| S2 |
2,295.5 |
2,295.5 |
2,416.5 |
|
| S3 |
2,153.5 |
2,227.0 |
2,403.5 |
|
| S4 |
2,011.5 |
2,085.0 |
2,364.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,506.0 |
2,364.0 |
142.0 |
5.8% |
58.8 |
2.4% |
55% |
False |
False |
1,670,954 |
| 10 |
2,538.0 |
2,364.0 |
174.0 |
7.1% |
50.5 |
2.1% |
45% |
False |
False |
1,314,840 |
| 20 |
2,551.0 |
2,364.0 |
187.0 |
7.7% |
55.5 |
2.3% |
42% |
False |
False |
1,204,815 |
| 40 |
2,551.0 |
2,185.0 |
366.0 |
15.0% |
61.6 |
2.5% |
70% |
False |
False |
1,216,343 |
| 60 |
2,551.0 |
1,921.0 |
630.0 |
25.8% |
66.9 |
2.7% |
83% |
False |
False |
1,258,014 |
| 80 |
2,551.0 |
1,693.0 |
858.0 |
35.1% |
70.7 |
2.9% |
87% |
False |
False |
1,045,858 |
| 100 |
2,551.0 |
1,693.0 |
858.0 |
35.1% |
70.8 |
2.9% |
87% |
False |
False |
837,653 |
| 120 |
2,562.0 |
1,693.0 |
869.0 |
35.6% |
71.9 |
2.9% |
86% |
False |
False |
698,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,623.5 |
|
2.618 |
2,555.0 |
|
1.618 |
2,513.0 |
|
1.000 |
2,487.0 |
|
0.618 |
2,471.0 |
|
HIGH |
2,445.0 |
|
0.618 |
2,429.0 |
|
0.500 |
2,424.0 |
|
0.382 |
2,419.0 |
|
LOW |
2,403.0 |
|
0.618 |
2,377.0 |
|
1.000 |
2,361.0 |
|
1.618 |
2,335.0 |
|
2.618 |
2,293.0 |
|
4.250 |
2,224.5 |
|
|
| Fisher Pivots for day following 19-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,436.3 |
2,429.8 |
| PP |
2,430.2 |
2,417.2 |
| S1 |
2,424.0 |
2,404.5 |
|