| Trading Metrics calculated at close of trading on 18-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,403.0 |
2,381.0 |
-22.0 |
-0.9% |
2,481.0 |
| High |
2,414.0 |
2,416.0 |
2.0 |
0.1% |
2,533.0 |
| Low |
2,357.0 |
2,362.0 |
5.0 |
0.2% |
2,448.0 |
| Close |
2,379.0 |
2,406.0 |
27.0 |
1.1% |
2,501.0 |
| Range |
57.0 |
54.0 |
-3.0 |
-5.3% |
85.0 |
| ATR |
60.4 |
60.0 |
-0.5 |
-0.8% |
0.0 |
| Volume |
1,287,433 |
1,158,599 |
-128,834 |
-10.0% |
378,241 |
|
| Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,556.7 |
2,535.3 |
2,435.7 |
|
| R3 |
2,502.7 |
2,481.3 |
2,420.9 |
|
| R2 |
2,448.7 |
2,448.7 |
2,415.9 |
|
| R1 |
2,427.3 |
2,427.3 |
2,411.0 |
2,438.0 |
| PP |
2,394.7 |
2,394.7 |
2,394.7 |
2,400.0 |
| S1 |
2,373.3 |
2,373.3 |
2,401.1 |
2,384.0 |
| S2 |
2,340.7 |
2,340.7 |
2,396.1 |
|
| S3 |
2,286.7 |
2,319.3 |
2,391.2 |
|
| S4 |
2,232.7 |
2,265.3 |
2,376.3 |
|
|
| 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 |
2,516.0 |
2,357.0 |
159.0 |
6.6% |
55.0 |
2.3% |
31% |
False |
False |
921,842 |
| 10 |
2,540.0 |
2,357.0 |
183.0 |
7.6% |
50.8 |
2.1% |
27% |
False |
False |
489,908 |
| 20 |
2,544.0 |
2,357.0 |
187.0 |
7.8% |
54.3 |
2.3% |
26% |
False |
False |
248,321 |
| 40 |
2,544.0 |
2,185.0 |
359.0 |
14.9% |
58.7 |
2.4% |
62% |
False |
False |
125,188 |
| 60 |
2,544.0 |
1,918.0 |
626.0 |
26.0% |
62.9 |
2.6% |
78% |
False |
False |
84,338 |
| 80 |
2,544.0 |
1,693.0 |
851.0 |
35.4% |
65.8 |
2.7% |
84% |
False |
False |
66,493 |
| 100 |
2,544.0 |
1,693.0 |
851.0 |
35.4% |
61.4 |
2.6% |
84% |
False |
False |
53,352 |
| 120 |
2,561.0 |
1,693.0 |
868.0 |
36.1% |
60.5 |
2.5% |
82% |
False |
False |
44,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,645.5 |
|
2.618 |
2,557.4 |
|
1.618 |
2,503.4 |
|
1.000 |
2,470.0 |
|
0.618 |
2,449.4 |
|
HIGH |
2,416.0 |
|
0.618 |
2,395.4 |
|
0.500 |
2,389.0 |
|
0.382 |
2,382.6 |
|
LOW |
2,362.0 |
|
0.618 |
2,328.6 |
|
1.000 |
2,308.0 |
|
1.618 |
2,274.6 |
|
2.618 |
2,220.6 |
|
4.250 |
2,132.5 |
|
|
| Fisher Pivots for day following 18-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,400.3 |
2,404.5 |
| PP |
2,394.7 |
2,403.0 |
| S1 |
2,389.0 |
2,401.5 |
|