| Trading Metrics calculated at close of trading on 29-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2009 |
29-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,414.0 |
2,373.0 |
-41.0 |
-1.7% |
2,427.0 |
| High |
2,433.0 |
2,442.0 |
9.0 |
0.4% |
2,433.0 |
| Low |
2,375.0 |
2,366.0 |
-9.0 |
-0.4% |
2,335.0 |
| Close |
2,388.0 |
2,432.0 |
44.0 |
1.8% |
2,388.0 |
| Range |
58.0 |
76.0 |
18.0 |
31.0% |
98.0 |
| ATR |
61.2 |
62.2 |
1.1 |
1.7% |
0.0 |
| Volume |
859,963 |
878,955 |
18,992 |
2.2% |
5,154,885 |
|
| Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,641.3 |
2,612.7 |
2,473.8 |
|
| R3 |
2,565.3 |
2,536.7 |
2,452.9 |
|
| R2 |
2,489.3 |
2,489.3 |
2,445.9 |
|
| R1 |
2,460.7 |
2,460.7 |
2,439.0 |
2,475.0 |
| PP |
2,413.3 |
2,413.3 |
2,413.3 |
2,420.5 |
| S1 |
2,384.7 |
2,384.7 |
2,425.0 |
2,399.0 |
| S2 |
2,337.3 |
2,337.3 |
2,418.1 |
|
| S3 |
2,261.3 |
2,308.7 |
2,411.1 |
|
| S4 |
2,185.3 |
2,232.7 |
2,390.2 |
|
|
| 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 |
2,442.0 |
2,335.0 |
107.0 |
4.4% |
64.0 |
2.6% |
91% |
True |
False |
1,003,983 |
| 10 |
2,446.0 |
2,335.0 |
111.0 |
4.6% |
62.1 |
2.6% |
87% |
False |
False |
1,079,491 |
| 20 |
2,544.0 |
2,335.0 |
209.0 |
8.6% |
56.3 |
2.3% |
46% |
False |
False |
607,096 |
| 40 |
2,544.0 |
2,290.0 |
254.0 |
10.4% |
60.1 |
2.5% |
56% |
False |
False |
304,589 |
| 60 |
2,544.0 |
2,043.0 |
501.0 |
20.6% |
62.3 |
2.6% |
78% |
False |
False |
204,083 |
| 80 |
2,544.0 |
1,693.0 |
851.0 |
35.0% |
65.4 |
2.7% |
87% |
False |
False |
156,334 |
| 100 |
2,544.0 |
1,693.0 |
851.0 |
35.0% |
62.2 |
2.6% |
87% |
False |
False |
125,200 |
| 120 |
2,544.0 |
1,693.0 |
851.0 |
35.0% |
62.4 |
2.6% |
87% |
False |
False |
104,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,765.0 |
|
2.618 |
2,641.0 |
|
1.618 |
2,565.0 |
|
1.000 |
2,518.0 |
|
0.618 |
2,489.0 |
|
HIGH |
2,442.0 |
|
0.618 |
2,413.0 |
|
0.500 |
2,404.0 |
|
0.382 |
2,395.0 |
|
LOW |
2,366.0 |
|
0.618 |
2,319.0 |
|
1.000 |
2,290.0 |
|
1.618 |
2,243.0 |
|
2.618 |
2,167.0 |
|
4.250 |
2,043.0 |
|
|
| Fisher Pivots for day following 29-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,422.7 |
2,421.2 |
| PP |
2,413.3 |
2,410.3 |
| S1 |
2,404.0 |
2,399.5 |
|