| Trading Metrics calculated at close of trading on 30-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2009 |
30-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,373.0 |
2,432.0 |
59.0 |
2.5% |
2,427.0 |
| High |
2,442.0 |
2,443.0 |
1.0 |
0.0% |
2,433.0 |
| Low |
2,366.0 |
2,385.0 |
19.0 |
0.8% |
2,335.0 |
| Close |
2,432.0 |
2,398.0 |
-34.0 |
-1.4% |
2,388.0 |
| Range |
76.0 |
58.0 |
-18.0 |
-23.7% |
98.0 |
| ATR |
62.2 |
61.9 |
-0.3 |
-0.5% |
0.0 |
| Volume |
878,955 |
1,039,708 |
160,753 |
18.3% |
5,154,885 |
|
| Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,582.7 |
2,548.3 |
2,429.9 |
|
| R3 |
2,524.7 |
2,490.3 |
2,414.0 |
|
| R2 |
2,466.7 |
2,466.7 |
2,408.6 |
|
| R1 |
2,432.3 |
2,432.3 |
2,403.3 |
2,420.5 |
| PP |
2,408.7 |
2,408.7 |
2,408.7 |
2,402.8 |
| S1 |
2,374.3 |
2,374.3 |
2,392.7 |
2,362.5 |
| S2 |
2,350.7 |
2,350.7 |
2,387.4 |
|
| S3 |
2,292.7 |
2,316.3 |
2,382.1 |
|
| S4 |
2,234.7 |
2,258.3 |
2,366.1 |
|
|
| 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 |
2,443.0 |
2,343.0 |
100.0 |
4.2% |
68.2 |
2.8% |
55% |
True |
False |
1,007,257 |
| 10 |
2,443.0 |
2,335.0 |
108.0 |
4.5% |
62.3 |
2.6% |
58% |
True |
False |
1,068,076 |
| 20 |
2,540.0 |
2,335.0 |
205.0 |
8.5% |
57.1 |
2.4% |
31% |
False |
False |
657,922 |
| 40 |
2,544.0 |
2,290.0 |
254.0 |
10.6% |
60.6 |
2.5% |
43% |
False |
False |
330,556 |
| 60 |
2,544.0 |
2,043.0 |
501.0 |
20.9% |
61.8 |
2.6% |
71% |
False |
False |
221,385 |
| 80 |
2,544.0 |
1,693.0 |
851.0 |
35.5% |
65.0 |
2.7% |
83% |
False |
False |
169,315 |
| 100 |
2,544.0 |
1,693.0 |
851.0 |
35.5% |
62.2 |
2.6% |
83% |
False |
False |
135,594 |
| 120 |
2,544.0 |
1,693.0 |
851.0 |
35.5% |
62.5 |
2.6% |
83% |
False |
False |
113,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,689.5 |
|
2.618 |
2,594.8 |
|
1.618 |
2,536.8 |
|
1.000 |
2,501.0 |
|
0.618 |
2,478.8 |
|
HIGH |
2,443.0 |
|
0.618 |
2,420.8 |
|
0.500 |
2,414.0 |
|
0.382 |
2,407.2 |
|
LOW |
2,385.0 |
|
0.618 |
2,349.2 |
|
1.000 |
2,327.0 |
|
1.618 |
2,291.2 |
|
2.618 |
2,233.2 |
|
4.250 |
2,138.5 |
|
|
| Fisher Pivots for day following 30-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,414.0 |
2,404.5 |
| PP |
2,408.7 |
2,402.3 |
| S1 |
2,403.3 |
2,400.2 |
|