| Trading Metrics calculated at close of trading on 23-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2009 |
23-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,427.0 |
2,343.0 |
-84.0 |
-3.5% |
2,500.0 |
| High |
2,433.0 |
2,372.0 |
-61.0 |
-2.5% |
2,500.0 |
| Low |
2,341.0 |
2,335.0 |
-6.0 |
-0.3% |
2,357.0 |
| Close |
2,360.0 |
2,348.0 |
-12.0 |
-0.5% |
2,431.0 |
| Range |
92.0 |
37.0 |
-55.0 |
-59.8% |
143.0 |
| ATR |
61.1 |
59.3 |
-1.7 |
-2.8% |
0.0 |
| Volume |
1,013,921 |
1,023,338 |
9,417 |
0.9% |
5,649,765 |
|
| Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,462.7 |
2,442.3 |
2,368.4 |
|
| R3 |
2,425.7 |
2,405.3 |
2,358.2 |
|
| R2 |
2,388.7 |
2,388.7 |
2,354.8 |
|
| R1 |
2,368.3 |
2,368.3 |
2,351.4 |
2,378.5 |
| PP |
2,351.7 |
2,351.7 |
2,351.7 |
2,356.8 |
| S1 |
2,331.3 |
2,331.3 |
2,344.6 |
2,341.5 |
| S2 |
2,314.7 |
2,314.7 |
2,341.2 |
|
| S3 |
2,277.7 |
2,294.3 |
2,337.8 |
|
| S4 |
2,240.7 |
2,257.3 |
2,327.7 |
|
|
| 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 |
2,440.0 |
2,335.0 |
105.0 |
4.5% |
56.4 |
2.4% |
12% |
False |
True |
1,128,894 |
| 10 |
2,533.0 |
2,335.0 |
198.0 |
8.4% |
54.8 |
2.3% |
7% |
False |
True |
797,217 |
| 20 |
2,544.0 |
2,335.0 |
209.0 |
8.9% |
53.2 |
2.3% |
6% |
False |
True |
407,694 |
| 40 |
2,544.0 |
2,186.0 |
358.0 |
15.2% |
59.0 |
2.5% |
45% |
False |
False |
205,032 |
| 60 |
2,544.0 |
1,918.0 |
626.0 |
26.7% |
62.9 |
2.7% |
69% |
False |
False |
137,547 |
| 80 |
2,544.0 |
1,693.0 |
851.0 |
36.2% |
65.2 |
2.8% |
77% |
False |
False |
106,431 |
| 100 |
2,544.0 |
1,693.0 |
851.0 |
36.2% |
61.5 |
2.6% |
77% |
False |
False |
85,297 |
| 120 |
2,561.0 |
1,693.0 |
868.0 |
37.0% |
61.8 |
2.6% |
75% |
False |
False |
71,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,529.3 |
|
2.618 |
2,468.9 |
|
1.618 |
2,431.9 |
|
1.000 |
2,409.0 |
|
0.618 |
2,394.9 |
|
HIGH |
2,372.0 |
|
0.618 |
2,357.9 |
|
0.500 |
2,353.5 |
|
0.382 |
2,349.1 |
|
LOW |
2,335.0 |
|
0.618 |
2,312.1 |
|
1.000 |
2,298.0 |
|
1.618 |
2,275.1 |
|
2.618 |
2,238.1 |
|
4.250 |
2,177.8 |
|
|
| Fisher Pivots for day following 23-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,353.5 |
2,387.5 |
| PP |
2,351.7 |
2,374.3 |
| S1 |
2,349.8 |
2,361.2 |
|