| Trading Metrics calculated at close of trading on 11-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2009 |
11-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,492.0 |
2,500.0 |
8.0 |
0.3% |
2,485.0 |
| High |
2,533.0 |
2,530.0 |
-3.0 |
-0.1% |
2,544.0 |
| Low |
2,473.0 |
2,488.0 |
15.0 |
0.6% |
2,449.0 |
| Close |
2,494.0 |
2,519.0 |
25.0 |
1.0% |
2,499.0 |
| Range |
60.0 |
42.0 |
-18.0 |
-30.0% |
95.0 |
| ATR |
62.4 |
60.9 |
-1.5 |
-2.3% |
0.0 |
| Volume |
93,977 |
70,543 |
-23,434 |
-24.9% |
81,430 |
|
| Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,638.3 |
2,620.7 |
2,542.1 |
|
| R3 |
2,596.3 |
2,578.7 |
2,530.6 |
|
| R2 |
2,554.3 |
2,554.3 |
2,526.7 |
|
| R1 |
2,536.7 |
2,536.7 |
2,522.9 |
2,545.5 |
| PP |
2,512.3 |
2,512.3 |
2,512.3 |
2,516.8 |
| S1 |
2,494.7 |
2,494.7 |
2,515.2 |
2,503.5 |
| S2 |
2,470.3 |
2,470.3 |
2,511.3 |
|
| S3 |
2,428.3 |
2,452.7 |
2,507.5 |
|
| S4 |
2,386.3 |
2,410.7 |
2,495.9 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,782.3 |
2,735.7 |
2,551.3 |
|
| R3 |
2,687.3 |
2,640.7 |
2,525.1 |
|
| R2 |
2,592.3 |
2,592.3 |
2,516.4 |
|
| R1 |
2,545.7 |
2,545.7 |
2,507.7 |
2,569.0 |
| PP |
2,497.3 |
2,497.3 |
2,497.3 |
2,509.0 |
| S1 |
2,450.7 |
2,450.7 |
2,490.3 |
2,474.0 |
| S2 |
2,402.3 |
2,402.3 |
2,481.6 |
|
| S3 |
2,307.3 |
2,355.7 |
2,472.9 |
|
| S4 |
2,212.3 |
2,260.7 |
2,446.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,540.0 |
2,448.0 |
92.0 |
3.7% |
46.6 |
1.8% |
77% |
False |
False |
57,974 |
| 10 |
2,544.0 |
2,429.0 |
115.0 |
4.6% |
51.3 |
2.0% |
78% |
False |
False |
34,002 |
| 20 |
2,544.0 |
2,295.0 |
249.0 |
9.9% |
56.4 |
2.2% |
90% |
False |
False |
18,250 |
| 40 |
2,544.0 |
2,110.0 |
434.0 |
17.2% |
61.5 |
2.4% |
94% |
False |
False |
10,076 |
| 60 |
2,544.0 |
1,911.0 |
633.0 |
25.1% |
64.1 |
2.5% |
96% |
False |
False |
10,669 |
| 80 |
2,544.0 |
1,693.0 |
851.0 |
33.8% |
64.4 |
2.6% |
97% |
False |
False |
8,901 |
| 100 |
2,544.0 |
1,693.0 |
851.0 |
33.8% |
62.6 |
2.5% |
97% |
False |
False |
7,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,708.5 |
|
2.618 |
2,640.0 |
|
1.618 |
2,598.0 |
|
1.000 |
2,572.0 |
|
0.618 |
2,556.0 |
|
HIGH |
2,530.0 |
|
0.618 |
2,514.0 |
|
0.500 |
2,509.0 |
|
0.382 |
2,504.0 |
|
LOW |
2,488.0 |
|
0.618 |
2,462.0 |
|
1.000 |
2,446.0 |
|
1.618 |
2,420.0 |
|
2.618 |
2,378.0 |
|
4.250 |
2,309.5 |
|
|
| Fisher Pivots for day following 11-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,515.7 |
2,512.3 |
| PP |
2,512.3 |
2,505.7 |
| S1 |
2,509.0 |
2,499.0 |
|