| Trading Metrics calculated at close of trading on 22-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2009 |
22-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,405.0 |
2,427.0 |
22.0 |
0.9% |
2,500.0 |
| High |
2,440.0 |
2,433.0 |
-7.0 |
-0.3% |
2,500.0 |
| Low |
2,398.0 |
2,341.0 |
-57.0 |
-2.4% |
2,357.0 |
| Close |
2,431.0 |
2,360.0 |
-71.0 |
-2.9% |
2,431.0 |
| Range |
42.0 |
92.0 |
50.0 |
119.0% |
143.0 |
| ATR |
58.7 |
61.1 |
2.4 |
4.1% |
0.0 |
| Volume |
1,161,180 |
1,013,921 |
-147,259 |
-12.7% |
5,649,765 |
|
| Daily Pivots for day following 22-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,654.0 |
2,599.0 |
2,410.6 |
|
| R3 |
2,562.0 |
2,507.0 |
2,385.3 |
|
| R2 |
2,470.0 |
2,470.0 |
2,376.9 |
|
| R1 |
2,415.0 |
2,415.0 |
2,368.4 |
2,396.5 |
| PP |
2,378.0 |
2,378.0 |
2,378.0 |
2,368.8 |
| S1 |
2,323.0 |
2,323.0 |
2,351.6 |
2,304.5 |
| S2 |
2,286.0 |
2,286.0 |
2,343.1 |
|
| S3 |
2,194.0 |
2,231.0 |
2,334.7 |
|
| S4 |
2,102.0 |
2,139.0 |
2,309.4 |
|
|
| 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 |
2,446.0 |
2,341.0 |
105.0 |
4.4% |
60.2 |
2.6% |
18% |
False |
True |
1,154,998 |
| 10 |
2,533.0 |
2,341.0 |
192.0 |
8.1% |
53.9 |
2.3% |
10% |
False |
True |
699,993 |
| 20 |
2,544.0 |
2,341.0 |
203.0 |
8.6% |
56.1 |
2.4% |
9% |
False |
True |
356,640 |
| 40 |
2,544.0 |
2,186.0 |
358.0 |
15.2% |
59.4 |
2.5% |
49% |
False |
False |
179,491 |
| 60 |
2,544.0 |
1,918.0 |
626.0 |
26.5% |
63.0 |
2.7% |
71% |
False |
False |
120,527 |
| 80 |
2,544.0 |
1,693.0 |
851.0 |
36.1% |
65.6 |
2.8% |
78% |
False |
False |
93,659 |
| 100 |
2,544.0 |
1,693.0 |
851.0 |
36.1% |
61.7 |
2.6% |
78% |
False |
False |
75,076 |
| 120 |
2,561.0 |
1,693.0 |
868.0 |
36.8% |
61.6 |
2.6% |
77% |
False |
False |
62,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,824.0 |
|
2.618 |
2,673.9 |
|
1.618 |
2,581.9 |
|
1.000 |
2,525.0 |
|
0.618 |
2,489.9 |
|
HIGH |
2,433.0 |
|
0.618 |
2,397.9 |
|
0.500 |
2,387.0 |
|
0.382 |
2,376.1 |
|
LOW |
2,341.0 |
|
0.618 |
2,284.1 |
|
1.000 |
2,249.0 |
|
1.618 |
2,192.1 |
|
2.618 |
2,100.1 |
|
4.250 |
1,950.0 |
|
|
| Fisher Pivots for day following 22-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,387.0 |
2,390.5 |
| PP |
2,378.0 |
2,380.3 |
| S1 |
2,369.0 |
2,370.2 |
|