| Trading Metrics calculated at close of trading on 15-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
941.00 |
942.75 |
1.75 |
0.2% |
932.25 |
| High |
946.75 |
942.75 |
-4.00 |
-0.4% |
956.50 |
| Low |
935.25 |
919.25 |
-16.00 |
-1.7% |
925.50 |
| Close |
944.75 |
923.50 |
-21.25 |
-2.2% |
944.75 |
| Range |
11.50 |
23.50 |
12.00 |
104.3% |
31.00 |
| ATR |
21.60 |
21.88 |
0.28 |
1.3% |
0.00 |
| Volume |
1,574,555 |
761,323 |
-813,232 |
-51.6% |
10,519,143 |
|
| Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
999.00 |
984.75 |
936.50 |
|
| R3 |
975.50 |
961.25 |
930.00 |
|
| R2 |
952.00 |
952.00 |
927.75 |
|
| R1 |
937.75 |
937.75 |
925.75 |
933.00 |
| PP |
928.50 |
928.50 |
928.50 |
926.25 |
| S1 |
914.25 |
914.25 |
921.25 |
909.50 |
| S2 |
905.00 |
905.00 |
919.25 |
|
| S3 |
881.50 |
890.75 |
917.00 |
|
| S4 |
858.00 |
867.25 |
910.50 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,035.25 |
1,021.00 |
961.75 |
|
| R3 |
1,004.25 |
990.00 |
953.25 |
|
| R2 |
973.25 |
973.25 |
950.50 |
|
| R1 |
959.00 |
959.00 |
947.50 |
966.00 |
| PP |
942.25 |
942.25 |
942.25 |
945.75 |
| S1 |
928.00 |
928.00 |
942.00 |
935.00 |
| S2 |
911.25 |
911.25 |
939.00 |
|
| S3 |
880.25 |
897.00 |
936.25 |
|
| S4 |
849.25 |
866.00 |
927.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
956.50 |
919.25 |
37.25 |
4.0% |
19.00 |
2.1% |
11% |
False |
True |
1,776,283 |
| 10 |
957.50 |
919.25 |
38.25 |
4.1% |
19.25 |
2.1% |
11% |
False |
True |
1,918,674 |
| 20 |
957.50 |
875.25 |
82.25 |
8.9% |
21.75 |
2.4% |
59% |
False |
False |
2,090,925 |
| 40 |
957.50 |
823.00 |
134.50 |
14.6% |
22.75 |
2.5% |
75% |
False |
False |
2,237,734 |
| 60 |
957.50 |
761.50 |
196.00 |
21.2% |
24.25 |
2.6% |
83% |
False |
False |
2,296,402 |
| 80 |
957.50 |
662.75 |
294.75 |
31.9% |
26.00 |
2.8% |
88% |
False |
False |
1,913,597 |
| 100 |
957.50 |
662.75 |
294.75 |
31.9% |
26.00 |
2.8% |
88% |
False |
False |
1,532,004 |
| 120 |
957.50 |
662.75 |
294.75 |
31.9% |
26.25 |
2.8% |
88% |
False |
False |
1,277,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,042.50 |
|
2.618 |
1,004.25 |
|
1.618 |
980.75 |
|
1.000 |
966.25 |
|
0.618 |
957.25 |
|
HIGH |
942.75 |
|
0.618 |
933.75 |
|
0.500 |
931.00 |
|
0.382 |
928.25 |
|
LOW |
919.25 |
|
0.618 |
904.75 |
|
1.000 |
895.75 |
|
1.618 |
881.25 |
|
2.618 |
857.75 |
|
4.250 |
819.50 |
|
|
| Fisher Pivots for day following 15-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
931.00 |
938.00 |
| PP |
928.50 |
933.00 |
| S1 |
926.00 |
928.25 |
|