| 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 |
923.75 |
912.50 |
-11.25 |
-1.2% |
932.25 |
| High |
928.75 |
918.50 |
-10.25 |
-1.1% |
956.50 |
| Low |
910.75 |
903.50 |
-7.25 |
-0.8% |
925.50 |
| Close |
912.00 |
909.75 |
-2.25 |
-0.2% |
944.75 |
| Range |
18.00 |
15.00 |
-3.00 |
-16.7% |
31.00 |
| ATR |
21.60 |
21.13 |
-0.47 |
-2.2% |
0.00 |
| Volume |
747,400 |
651,370 |
-96,030 |
-12.8% |
10,519,143 |
|
| Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
955.50 |
947.75 |
918.00 |
|
| R3 |
940.50 |
932.75 |
914.00 |
|
| R2 |
925.50 |
925.50 |
912.50 |
|
| R1 |
917.75 |
917.75 |
911.00 |
914.00 |
| PP |
910.50 |
910.50 |
910.50 |
908.75 |
| S1 |
902.75 |
902.75 |
908.50 |
899.00 |
| S2 |
895.50 |
895.50 |
907.00 |
|
| S3 |
880.50 |
887.75 |
905.50 |
|
| S4 |
865.50 |
872.75 |
901.50 |
|
|
| 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 |
903.50 |
53.00 |
5.8% |
17.50 |
1.9% |
12% |
False |
True |
1,274,297 |
| 10 |
957.50 |
903.50 |
54.00 |
5.9% |
18.75 |
2.1% |
12% |
False |
True |
1,644,071 |
| 20 |
957.50 |
876.75 |
80.75 |
8.9% |
21.25 |
2.3% |
41% |
False |
False |
1,954,206 |
| 40 |
957.50 |
831.25 |
126.25 |
13.9% |
22.00 |
2.4% |
62% |
False |
False |
2,170,408 |
| 60 |
957.50 |
775.50 |
182.00 |
20.0% |
23.50 |
2.6% |
74% |
False |
False |
2,234,305 |
| 80 |
957.50 |
662.75 |
294.75 |
32.4% |
25.50 |
2.8% |
84% |
False |
False |
1,930,830 |
| 100 |
957.50 |
662.75 |
294.75 |
32.4% |
25.75 |
2.8% |
84% |
False |
False |
1,545,927 |
| 120 |
957.50 |
662.75 |
294.75 |
32.4% |
26.50 |
2.9% |
84% |
False |
False |
1,289,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
982.25 |
|
2.618 |
957.75 |
|
1.618 |
942.75 |
|
1.000 |
933.50 |
|
0.618 |
927.75 |
|
HIGH |
918.50 |
|
0.618 |
912.75 |
|
0.500 |
911.00 |
|
0.382 |
909.25 |
|
LOW |
903.50 |
|
0.618 |
894.25 |
|
1.000 |
888.50 |
|
1.618 |
879.25 |
|
2.618 |
864.25 |
|
4.250 |
839.75 |
|
|
| Fisher Pivots for day following 17-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
911.00 |
923.00 |
| PP |
910.50 |
918.75 |
| S1 |
910.25 |
914.25 |
|