| Trading Metrics calculated at close of trading on 26-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2009 |
26-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,411.0 |
2,414.0 |
3.0 |
0.1% |
2,427.0 |
| High |
2,429.0 |
2,433.0 |
4.0 |
0.2% |
2,433.0 |
| Low |
2,357.0 |
2,375.0 |
18.0 |
0.8% |
2,335.0 |
| Close |
2,399.0 |
2,388.0 |
-11.0 |
-0.5% |
2,388.0 |
| Range |
72.0 |
58.0 |
-14.0 |
-19.4% |
98.0 |
| ATR |
61.4 |
61.2 |
-0.2 |
-0.4% |
0.0 |
| Volume |
1,133,621 |
859,963 |
-273,658 |
-24.1% |
5,154,885 |
|
| Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,572.7 |
2,538.3 |
2,419.9 |
|
| R3 |
2,514.7 |
2,480.3 |
2,404.0 |
|
| R2 |
2,456.7 |
2,456.7 |
2,398.6 |
|
| R1 |
2,422.3 |
2,422.3 |
2,393.3 |
2,410.5 |
| PP |
2,398.7 |
2,398.7 |
2,398.7 |
2,392.8 |
| S1 |
2,364.3 |
2,364.3 |
2,382.7 |
2,352.5 |
| S2 |
2,340.7 |
2,340.7 |
2,377.4 |
|
| S3 |
2,282.7 |
2,306.3 |
2,372.1 |
|
| S4 |
2,224.7 |
2,248.3 |
2,356.1 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,679.3 |
2,631.7 |
2,441.9 |
|
| R3 |
2,581.3 |
2,533.7 |
2,415.0 |
|
| R2 |
2,483.3 |
2,483.3 |
2,406.0 |
|
| R1 |
2,435.7 |
2,435.7 |
2,397.0 |
2,410.5 |
| PP |
2,385.3 |
2,385.3 |
2,385.3 |
2,372.8 |
| S1 |
2,337.7 |
2,337.7 |
2,379.0 |
2,312.5 |
| S2 |
2,287.3 |
2,287.3 |
2,370.0 |
|
| S3 |
2,189.3 |
2,239.7 |
2,361.1 |
|
| S4 |
2,091.3 |
2,141.7 |
2,334.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,433.0 |
2,335.0 |
98.0 |
4.1% |
67.2 |
2.8% |
54% |
True |
False |
1,030,977 |
| 10 |
2,500.0 |
2,335.0 |
165.0 |
6.9% |
62.9 |
2.6% |
32% |
False |
False |
1,080,465 |
| 20 |
2,544.0 |
2,335.0 |
209.0 |
8.8% |
55.6 |
2.3% |
25% |
False |
False |
563,216 |
| 40 |
2,544.0 |
2,290.0 |
254.0 |
10.6% |
59.7 |
2.5% |
39% |
False |
False |
282,632 |
| 60 |
2,544.0 |
1,944.0 |
600.0 |
25.1% |
62.7 |
2.6% |
74% |
False |
False |
189,440 |
| 80 |
2,544.0 |
1,693.0 |
851.0 |
35.6% |
65.3 |
2.7% |
82% |
False |
False |
145,372 |
| 100 |
2,544.0 |
1,693.0 |
851.0 |
35.6% |
62.0 |
2.6% |
82% |
False |
False |
116,436 |
| 120 |
2,544.0 |
1,693.0 |
851.0 |
35.6% |
62.2 |
2.6% |
82% |
False |
False |
97,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,679.5 |
|
2.618 |
2,584.8 |
|
1.618 |
2,526.8 |
|
1.000 |
2,491.0 |
|
0.618 |
2,468.8 |
|
HIGH |
2,433.0 |
|
0.618 |
2,410.8 |
|
0.500 |
2,404.0 |
|
0.382 |
2,397.2 |
|
LOW |
2,375.0 |
|
0.618 |
2,339.2 |
|
1.000 |
2,317.0 |
|
1.618 |
2,281.2 |
|
2.618 |
2,223.2 |
|
4.250 |
2,128.5 |
|
|
| Fisher Pivots for day following 26-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,404.0 |
2,388.0 |
| PP |
2,398.7 |
2,388.0 |
| S1 |
2,393.3 |
2,388.0 |
|