| Trading Metrics calculated at close of trading on 24-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2009 |
24-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,343.0 |
2,354.0 |
11.0 |
0.5% |
2,500.0 |
| High |
2,372.0 |
2,420.0 |
48.0 |
2.0% |
2,500.0 |
| Low |
2,335.0 |
2,343.0 |
8.0 |
0.3% |
2,357.0 |
| Close |
2,348.0 |
2,415.0 |
67.0 |
2.9% |
2,431.0 |
| Range |
37.0 |
77.0 |
40.0 |
108.1% |
143.0 |
| ATR |
59.3 |
60.6 |
1.3 |
2.1% |
0.0 |
| Volume |
1,023,338 |
1,124,042 |
100,704 |
9.8% |
5,649,765 |
|
| Daily Pivots for day following 24-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,623.7 |
2,596.3 |
2,457.4 |
|
| R3 |
2,546.7 |
2,519.3 |
2,436.2 |
|
| R2 |
2,469.7 |
2,469.7 |
2,429.1 |
|
| R1 |
2,442.3 |
2,442.3 |
2,422.1 |
2,456.0 |
| PP |
2,392.7 |
2,392.7 |
2,392.7 |
2,399.5 |
| S1 |
2,365.3 |
2,365.3 |
2,407.9 |
2,379.0 |
| S2 |
2,315.7 |
2,315.7 |
2,400.9 |
|
| S3 |
2,238.7 |
2,288.3 |
2,393.8 |
|
| S4 |
2,161.7 |
2,211.3 |
2,372.7 |
|
|
| 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 |
4.3% |
60.4 |
2.5% |
76% |
False |
False |
1,096,216 |
| 10 |
2,530.0 |
2,335.0 |
195.0 |
8.1% |
56.5 |
2.3% |
41% |
False |
False |
900,223 |
| 20 |
2,544.0 |
2,335.0 |
209.0 |
8.7% |
54.4 |
2.3% |
38% |
False |
False |
463,732 |
| 40 |
2,544.0 |
2,225.0 |
319.0 |
13.2% |
59.7 |
2.5% |
60% |
False |
False |
233,112 |
| 60 |
2,544.0 |
1,918.0 |
626.0 |
25.9% |
63.1 |
2.6% |
79% |
False |
False |
156,271 |
| 80 |
2,544.0 |
1,693.0 |
851.0 |
35.2% |
65.4 |
2.7% |
85% |
False |
False |
120,473 |
| 100 |
2,544.0 |
1,693.0 |
851.0 |
35.2% |
61.7 |
2.6% |
85% |
False |
False |
96,516 |
| 120 |
2,561.0 |
1,693.0 |
868.0 |
35.9% |
61.6 |
2.5% |
83% |
False |
False |
80,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,747.3 |
|
2.618 |
2,621.6 |
|
1.618 |
2,544.6 |
|
1.000 |
2,497.0 |
|
0.618 |
2,467.6 |
|
HIGH |
2,420.0 |
|
0.618 |
2,390.6 |
|
0.500 |
2,381.5 |
|
0.382 |
2,372.4 |
|
LOW |
2,343.0 |
|
0.618 |
2,295.4 |
|
1.000 |
2,266.0 |
|
1.618 |
2,218.4 |
|
2.618 |
2,141.4 |
|
4.250 |
2,015.8 |
|
|
| Fisher Pivots for day following 24-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,403.8 |
2,404.7 |
| PP |
2,392.7 |
2,394.3 |
| S1 |
2,381.5 |
2,384.0 |
|