| Trading Metrics calculated at close of trading on 01-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2009 |
01-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,432.0 |
2,402.0 |
-30.0 |
-1.2% |
2,427.0 |
| High |
2,443.0 |
2,457.0 |
14.0 |
0.6% |
2,433.0 |
| Low |
2,385.0 |
2,392.0 |
7.0 |
0.3% |
2,335.0 |
| Close |
2,398.0 |
2,442.0 |
44.0 |
1.8% |
2,388.0 |
| Range |
58.0 |
65.0 |
7.0 |
12.1% |
98.0 |
| ATR |
61.9 |
62.2 |
0.2 |
0.4% |
0.0 |
| Volume |
1,039,708 |
998,626 |
-41,082 |
-4.0% |
5,154,885 |
|
| Daily Pivots for day following 01-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,625.3 |
2,598.7 |
2,477.8 |
|
| R3 |
2,560.3 |
2,533.7 |
2,459.9 |
|
| R2 |
2,495.3 |
2,495.3 |
2,453.9 |
|
| R1 |
2,468.7 |
2,468.7 |
2,448.0 |
2,482.0 |
| PP |
2,430.3 |
2,430.3 |
2,430.3 |
2,437.0 |
| S1 |
2,403.7 |
2,403.7 |
2,436.0 |
2,417.0 |
| S2 |
2,365.3 |
2,365.3 |
2,430.1 |
|
| S3 |
2,300.3 |
2,338.7 |
2,424.1 |
|
| S4 |
2,235.3 |
2,273.7 |
2,406.3 |
|
|
| 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 |
2,457.0 |
2,357.0 |
100.0 |
4.1% |
65.8 |
2.7% |
85% |
True |
False |
982,174 |
| 10 |
2,457.0 |
2,335.0 |
122.0 |
5.0% |
63.1 |
2.6% |
88% |
True |
False |
1,039,195 |
| 20 |
2,540.0 |
2,335.0 |
205.0 |
8.4% |
55.9 |
2.3% |
52% |
False |
False |
706,860 |
| 40 |
2,544.0 |
2,290.0 |
254.0 |
10.4% |
60.3 |
2.5% |
60% |
False |
False |
355,504 |
| 60 |
2,544.0 |
2,043.0 |
501.0 |
20.5% |
61.8 |
2.5% |
80% |
False |
False |
237,961 |
| 80 |
2,544.0 |
1,693.0 |
851.0 |
34.8% |
65.0 |
2.7% |
88% |
False |
False |
181,786 |
| 100 |
2,544.0 |
1,693.0 |
851.0 |
34.8% |
62.3 |
2.5% |
88% |
False |
False |
145,561 |
| 120 |
2,544.0 |
1,693.0 |
851.0 |
34.8% |
62.5 |
2.6% |
88% |
False |
False |
121,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,733.3 |
|
2.618 |
2,627.2 |
|
1.618 |
2,562.2 |
|
1.000 |
2,522.0 |
|
0.618 |
2,497.2 |
|
HIGH |
2,457.0 |
|
0.618 |
2,432.2 |
|
0.500 |
2,424.5 |
|
0.382 |
2,416.8 |
|
LOW |
2,392.0 |
|
0.618 |
2,351.8 |
|
1.000 |
2,327.0 |
|
1.618 |
2,286.8 |
|
2.618 |
2,221.8 |
|
4.250 |
2,115.8 |
|
|
| Fisher Pivots for day following 01-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,436.2 |
2,431.8 |
| PP |
2,430.3 |
2,421.7 |
| S1 |
2,424.5 |
2,411.5 |
|