| Trading Metrics calculated at close of trading on 19-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,381.0 |
2,405.0 |
24.0 |
1.0% |
2,500.0 |
| High |
2,416.0 |
2,440.0 |
24.0 |
1.0% |
2,500.0 |
| Low |
2,362.0 |
2,398.0 |
36.0 |
1.5% |
2,357.0 |
| Close |
2,406.0 |
2,431.0 |
25.0 |
1.0% |
2,431.0 |
| Range |
54.0 |
42.0 |
-12.0 |
-22.2% |
143.0 |
| ATR |
60.0 |
58.7 |
-1.3 |
-2.1% |
0.0 |
| Volume |
1,158,599 |
1,161,180 |
2,581 |
0.2% |
5,649,765 |
|
| Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,549.0 |
2,532.0 |
2,454.1 |
|
| R3 |
2,507.0 |
2,490.0 |
2,442.6 |
|
| R2 |
2,465.0 |
2,465.0 |
2,438.7 |
|
| R1 |
2,448.0 |
2,448.0 |
2,434.9 |
2,456.5 |
| PP |
2,423.0 |
2,423.0 |
2,423.0 |
2,427.3 |
| S1 |
2,406.0 |
2,406.0 |
2,427.2 |
2,414.5 |
| S2 |
2,381.0 |
2,381.0 |
2,423.3 |
|
| S3 |
2,339.0 |
2,364.0 |
2,419.5 |
|
| S4 |
2,297.0 |
2,322.0 |
2,407.9 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,858.3 |
2,787.7 |
2,509.7 |
|
| R3 |
2,715.3 |
2,644.7 |
2,470.3 |
|
| R2 |
2,572.3 |
2,572.3 |
2,457.2 |
|
| R1 |
2,501.7 |
2,501.7 |
2,444.1 |
2,465.5 |
| PP |
2,429.3 |
2,429.3 |
2,429.3 |
2,411.3 |
| S1 |
2,358.7 |
2,358.7 |
2,417.9 |
2,322.5 |
| S2 |
2,286.3 |
2,286.3 |
2,404.8 |
|
| S3 |
2,143.3 |
2,215.7 |
2,391.7 |
|
| S4 |
2,000.3 |
2,072.7 |
2,352.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,500.0 |
2,357.0 |
143.0 |
5.9% |
58.6 |
2.4% |
52% |
False |
False |
1,129,953 |
| 10 |
2,533.0 |
2,357.0 |
176.0 |
7.2% |
49.1 |
2.0% |
42% |
False |
False |
602,800 |
| 20 |
2,544.0 |
2,357.0 |
187.0 |
7.7% |
54.3 |
2.2% |
40% |
False |
False |
305,966 |
| 40 |
2,544.0 |
2,186.0 |
358.0 |
14.7% |
58.7 |
2.4% |
68% |
False |
False |
154,207 |
| 60 |
2,544.0 |
1,918.0 |
626.0 |
25.8% |
62.6 |
2.6% |
82% |
False |
False |
103,674 |
| 80 |
2,544.0 |
1,693.0 |
851.0 |
35.0% |
65.3 |
2.7% |
87% |
False |
False |
80,994 |
| 100 |
2,544.0 |
1,693.0 |
851.0 |
35.0% |
61.4 |
2.5% |
87% |
False |
False |
64,954 |
| 120 |
2,561.0 |
1,693.0 |
868.0 |
35.7% |
60.9 |
2.5% |
85% |
False |
False |
54,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,618.5 |
|
2.618 |
2,550.0 |
|
1.618 |
2,508.0 |
|
1.000 |
2,482.0 |
|
0.618 |
2,466.0 |
|
HIGH |
2,440.0 |
|
0.618 |
2,424.0 |
|
0.500 |
2,419.0 |
|
0.382 |
2,414.0 |
|
LOW |
2,398.0 |
|
0.618 |
2,372.0 |
|
1.000 |
2,356.0 |
|
1.618 |
2,330.0 |
|
2.618 |
2,288.0 |
|
4.250 |
2,219.5 |
|
|
| Fisher Pivots for day following 19-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,427.0 |
2,420.2 |
| PP |
2,423.0 |
2,409.3 |
| S1 |
2,419.0 |
2,398.5 |
|