| Trading Metrics calculated at close of trading on 25-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2009 |
25-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,354.0 |
2,411.0 |
57.0 |
2.4% |
2,500.0 |
| High |
2,420.0 |
2,429.0 |
9.0 |
0.4% |
2,500.0 |
| Low |
2,343.0 |
2,357.0 |
14.0 |
0.6% |
2,357.0 |
| Close |
2,415.0 |
2,399.0 |
-16.0 |
-0.7% |
2,431.0 |
| Range |
77.0 |
72.0 |
-5.0 |
-6.5% |
143.0 |
| ATR |
60.6 |
61.4 |
0.8 |
1.3% |
0.0 |
| Volume |
1,124,042 |
1,133,621 |
9,579 |
0.9% |
5,649,765 |
|
| Daily Pivots for day following 25-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,611.0 |
2,577.0 |
2,438.6 |
|
| R3 |
2,539.0 |
2,505.0 |
2,418.8 |
|
| R2 |
2,467.0 |
2,467.0 |
2,412.2 |
|
| R1 |
2,433.0 |
2,433.0 |
2,405.6 |
2,414.0 |
| PP |
2,395.0 |
2,395.0 |
2,395.0 |
2,385.5 |
| S1 |
2,361.0 |
2,361.0 |
2,392.4 |
2,342.0 |
| S2 |
2,323.0 |
2,323.0 |
2,385.8 |
|
| S3 |
2,251.0 |
2,289.0 |
2,379.2 |
|
| S4 |
2,179.0 |
2,217.0 |
2,359.4 |
|
|
| 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 |
2,440.0 |
2,335.0 |
105.0 |
4.4% |
64.0 |
2.7% |
61% |
False |
False |
1,091,220 |
| 10 |
2,516.0 |
2,335.0 |
181.0 |
7.5% |
59.5 |
2.5% |
35% |
False |
False |
1,006,531 |
| 20 |
2,544.0 |
2,335.0 |
209.0 |
8.7% |
55.4 |
2.3% |
31% |
False |
False |
520,267 |
| 40 |
2,544.0 |
2,275.0 |
269.0 |
11.2% |
59.8 |
2.5% |
46% |
False |
False |
261,252 |
| 60 |
2,544.0 |
1,940.0 |
604.0 |
25.2% |
62.9 |
2.6% |
76% |
False |
False |
175,158 |
| 80 |
2,544.0 |
1,693.0 |
851.0 |
35.5% |
65.3 |
2.7% |
83% |
False |
False |
134,636 |
| 100 |
2,544.0 |
1,693.0 |
851.0 |
35.5% |
62.0 |
2.6% |
83% |
False |
False |
107,846 |
| 120 |
2,561.0 |
1,693.0 |
868.0 |
36.2% |
61.9 |
2.6% |
81% |
False |
False |
89,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,735.0 |
|
2.618 |
2,617.5 |
|
1.618 |
2,545.5 |
|
1.000 |
2,501.0 |
|
0.618 |
2,473.5 |
|
HIGH |
2,429.0 |
|
0.618 |
2,401.5 |
|
0.500 |
2,393.0 |
|
0.382 |
2,384.5 |
|
LOW |
2,357.0 |
|
0.618 |
2,312.5 |
|
1.000 |
2,285.0 |
|
1.618 |
2,240.5 |
|
2.618 |
2,168.5 |
|
4.250 |
2,051.0 |
|
|
| Fisher Pivots for day following 25-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,397.0 |
2,393.3 |
| PP |
2,395.0 |
2,387.7 |
| S1 |
2,393.0 |
2,382.0 |
|