| Trading Metrics calculated at close of trading on 12-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
4,020.0 |
4,046.0 |
26.0 |
0.6% |
3,953.0 |
| High |
4,056.0 |
4,084.0 |
28.0 |
0.7% |
4,084.0 |
| Low |
4,008.0 |
4,038.0 |
30.0 |
0.7% |
3,930.0 |
| Close |
4,054.0 |
4,060.0 |
6.0 |
0.1% |
4,060.0 |
| Range |
48.0 |
46.0 |
-2.0 |
-4.2% |
154.0 |
| ATR |
76.2 |
74.1 |
-2.2 |
-2.8% |
0.0 |
| Volume |
32,393 |
34,529 |
2,136 |
6.6% |
151,487 |
|
| Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,198.7 |
4,175.3 |
4,085.3 |
|
| R3 |
4,152.7 |
4,129.3 |
4,072.7 |
|
| R2 |
4,106.7 |
4,106.7 |
4,068.4 |
|
| R1 |
4,083.3 |
4,083.3 |
4,064.2 |
4,095.0 |
| PP |
4,060.7 |
4,060.7 |
4,060.7 |
4,066.5 |
| S1 |
4,037.3 |
4,037.3 |
4,055.8 |
4,049.0 |
| S2 |
4,014.7 |
4,014.7 |
4,051.6 |
|
| S3 |
3,968.7 |
3,991.3 |
4,047.4 |
|
| S4 |
3,922.7 |
3,945.3 |
4,034.7 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,486.7 |
4,427.3 |
4,144.7 |
|
| R3 |
4,332.7 |
4,273.3 |
4,102.4 |
|
| R2 |
4,178.7 |
4,178.7 |
4,088.2 |
|
| R1 |
4,119.3 |
4,119.3 |
4,074.1 |
4,149.0 |
| PP |
4,024.7 |
4,024.7 |
4,024.7 |
4,039.5 |
| S1 |
3,965.3 |
3,965.3 |
4,045.9 |
3,995.0 |
| S2 |
3,870.7 |
3,870.7 |
4,031.8 |
|
| S3 |
3,716.7 |
3,811.3 |
4,017.7 |
|
| S4 |
3,562.7 |
3,657.3 |
3,975.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,084.0 |
3,930.0 |
154.0 |
3.8% |
63.4 |
1.6% |
84% |
True |
False |
38,195 |
| 10 |
4,084.0 |
3,761.0 |
323.0 |
8.0% |
69.3 |
1.7% |
93% |
True |
False |
36,357 |
| 20 |
4,084.0 |
3,716.0 |
368.0 |
9.1% |
59.1 |
1.5% |
93% |
True |
False |
29,981 |
| 40 |
4,084.0 |
3,655.0 |
429.0 |
10.6% |
61.9 |
1.5% |
94% |
True |
False |
28,382 |
| 60 |
4,084.0 |
3,445.0 |
639.0 |
15.7% |
62.0 |
1.5% |
96% |
True |
False |
27,898 |
| 80 |
4,084.0 |
2,982.0 |
1,102.0 |
27.1% |
58.7 |
1.4% |
98% |
True |
False |
24,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,279.5 |
|
2.618 |
4,204.4 |
|
1.618 |
4,158.4 |
|
1.000 |
4,130.0 |
|
0.618 |
4,112.4 |
|
HIGH |
4,084.0 |
|
0.618 |
4,066.4 |
|
0.500 |
4,061.0 |
|
0.382 |
4,055.6 |
|
LOW |
4,038.0 |
|
0.618 |
4,009.6 |
|
1.000 |
3,992.0 |
|
1.618 |
3,963.6 |
|
2.618 |
3,917.6 |
|
4.250 |
3,842.5 |
|
|
| Fisher Pivots for day following 12-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4,061.0 |
4,046.8 |
| PP |
4,060.7 |
4,033.7 |
| S1 |
4,060.3 |
4,020.5 |
|