| 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 |
4,890.0 |
4,869.0 |
-21.0 |
-0.4% |
5,053.0 |
| High |
4,934.5 |
4,887.5 |
-47.0 |
-1.0% |
5,136.0 |
| Low |
4,844.0 |
4,760.0 |
-84.0 |
-1.7% |
4,966.5 |
| Close |
4,900.5 |
4,808.0 |
-92.5 |
-1.9% |
5,068.0 |
| Range |
90.5 |
127.5 |
37.0 |
40.9% |
169.5 |
| ATR |
125.9 |
126.9 |
1.0 |
0.8% |
0.0 |
| Volume |
161,856 |
217,148 |
55,292 |
34.2% |
655,375 |
|
| Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,201.0 |
5,132.0 |
4,878.1 |
|
| R3 |
5,073.5 |
5,004.5 |
4,843.1 |
|
| R2 |
4,946.0 |
4,946.0 |
4,831.4 |
|
| R1 |
4,877.0 |
4,877.0 |
4,819.7 |
4,847.8 |
| PP |
4,818.5 |
4,818.5 |
4,818.5 |
4,803.9 |
| S1 |
4,749.5 |
4,749.5 |
4,796.3 |
4,720.3 |
| S2 |
4,691.0 |
4,691.0 |
4,784.6 |
|
| S3 |
4,563.5 |
4,622.0 |
4,772.9 |
|
| S4 |
4,436.0 |
4,494.5 |
4,737.9 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,565.3 |
5,486.2 |
5,161.2 |
|
| R3 |
5,395.8 |
5,316.7 |
5,114.6 |
|
| R2 |
5,226.3 |
5,226.3 |
5,099.1 |
|
| R1 |
5,147.2 |
5,147.2 |
5,083.5 |
5,186.8 |
| PP |
5,056.8 |
5,056.8 |
5,056.8 |
5,076.6 |
| S1 |
4,977.7 |
4,977.7 |
5,052.5 |
5,017.3 |
| S2 |
4,887.3 |
4,887.3 |
5,036.9 |
|
| S3 |
4,717.8 |
4,808.2 |
5,021.4 |
|
| S4 |
4,548.3 |
4,638.7 |
4,974.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,129.5 |
4,760.0 |
369.5 |
7.7% |
110.3 |
2.3% |
13% |
False |
True |
157,802 |
| 10 |
5,165.0 |
4,760.0 |
405.0 |
8.4% |
105.9 |
2.2% |
12% |
False |
True |
149,706 |
| 20 |
5,179.5 |
4,760.0 |
419.5 |
8.7% |
115.6 |
2.4% |
11% |
False |
True |
145,868 |
| 40 |
5,179.5 |
4,399.0 |
780.5 |
16.2% |
124.1 |
2.6% |
52% |
False |
False |
157,953 |
| 60 |
5,179.5 |
3,976.0 |
1,203.5 |
25.0% |
128.7 |
2.7% |
69% |
False |
False |
158,818 |
| 80 |
5,179.5 |
3,599.5 |
1,580.0 |
32.9% |
134.9 |
2.8% |
76% |
False |
False |
122,264 |
| 100 |
5,179.5 |
3,599.5 |
1,580.0 |
32.9% |
135.7 |
2.8% |
76% |
False |
False |
97,937 |
| 120 |
5,179.5 |
3,599.5 |
1,580.0 |
32.9% |
136.7 |
2.8% |
76% |
False |
False |
81,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,429.4 |
|
2.618 |
5,221.3 |
|
1.618 |
5,093.8 |
|
1.000 |
5,015.0 |
|
0.618 |
4,966.3 |
|
HIGH |
4,887.5 |
|
0.618 |
4,838.8 |
|
0.500 |
4,823.8 |
|
0.382 |
4,808.7 |
|
LOW |
4,760.0 |
|
0.618 |
4,681.2 |
|
1.000 |
4,632.5 |
|
1.618 |
4,553.7 |
|
2.618 |
4,426.2 |
|
4.250 |
4,218.1 |
|
|
| Fisher Pivots for day following 17-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4,823.8 |
4,910.0 |
| PP |
4,818.5 |
4,876.0 |
| S1 |
4,813.3 |
4,842.0 |
|