| 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 |
2,427.0 |
2,403.0 |
-24.0 |
-1.0% |
2,481.0 |
| High |
2,446.0 |
2,414.0 |
-32.0 |
-1.3% |
2,533.0 |
| Low |
2,390.0 |
2,357.0 |
-33.0 |
-1.4% |
2,448.0 |
| Close |
2,422.0 |
2,379.0 |
-43.0 |
-1.8% |
2,501.0 |
| Range |
56.0 |
57.0 |
1.0 |
1.8% |
85.0 |
| ATR |
60.1 |
60.4 |
0.4 |
0.6% |
0.0 |
| Volume |
1,153,860 |
1,287,433 |
133,573 |
11.6% |
378,241 |
|
| Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,554.3 |
2,523.7 |
2,410.4 |
|
| R3 |
2,497.3 |
2,466.7 |
2,394.7 |
|
| R2 |
2,440.3 |
2,440.3 |
2,389.5 |
|
| R1 |
2,409.7 |
2,409.7 |
2,384.2 |
2,396.5 |
| PP |
2,383.3 |
2,383.3 |
2,383.3 |
2,376.8 |
| S1 |
2,352.7 |
2,352.7 |
2,373.8 |
2,339.5 |
| S2 |
2,326.3 |
2,326.3 |
2,368.6 |
|
| S3 |
2,269.3 |
2,295.7 |
2,363.3 |
|
| S4 |
2,212.3 |
2,238.7 |
2,347.7 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,749.0 |
2,710.0 |
2,547.8 |
|
| R3 |
2,664.0 |
2,625.0 |
2,524.4 |
|
| R2 |
2,579.0 |
2,579.0 |
2,516.6 |
|
| R1 |
2,540.0 |
2,540.0 |
2,508.8 |
2,559.5 |
| PP |
2,494.0 |
2,494.0 |
2,494.0 |
2,503.8 |
| S1 |
2,455.0 |
2,455.0 |
2,493.2 |
2,474.5 |
| S2 |
2,409.0 |
2,409.0 |
2,485.4 |
|
| S3 |
2,324.0 |
2,370.0 |
2,477.6 |
|
| S4 |
2,239.0 |
2,285.0 |
2,454.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,530.0 |
2,357.0 |
173.0 |
7.3% |
52.6 |
2.2% |
13% |
False |
True |
704,231 |
| 10 |
2,540.0 |
2,357.0 |
183.0 |
7.7% |
48.7 |
2.0% |
12% |
False |
True |
374,526 |
| 20 |
2,544.0 |
2,357.0 |
187.0 |
7.9% |
54.4 |
2.3% |
12% |
False |
True |
190,421 |
| 40 |
2,544.0 |
2,142.0 |
402.0 |
16.9% |
59.3 |
2.5% |
59% |
False |
False |
96,234 |
| 60 |
2,544.0 |
1,918.0 |
626.0 |
26.3% |
63.6 |
2.7% |
74% |
False |
False |
65,137 |
| 80 |
2,544.0 |
1,693.0 |
851.0 |
35.8% |
65.1 |
2.7% |
81% |
False |
False |
52,011 |
| 100 |
2,544.0 |
1,693.0 |
851.0 |
35.8% |
62.0 |
2.6% |
81% |
False |
False |
41,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,656.3 |
|
2.618 |
2,563.2 |
|
1.618 |
2,506.2 |
|
1.000 |
2,471.0 |
|
0.618 |
2,449.2 |
|
HIGH |
2,414.0 |
|
0.618 |
2,392.2 |
|
0.500 |
2,385.5 |
|
0.382 |
2,378.8 |
|
LOW |
2,357.0 |
|
0.618 |
2,321.8 |
|
1.000 |
2,300.0 |
|
1.618 |
2,264.8 |
|
2.618 |
2,207.8 |
|
4.250 |
2,114.8 |
|
|
| Fisher Pivots for day following 17-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,385.5 |
2,428.5 |
| PP |
2,383.3 |
2,412.0 |
| S1 |
2,381.2 |
2,395.5 |
|