| Trading Metrics calculated at close of trading on 18-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
4,864.5 |
4,820.0 |
-44.5 |
-0.9% |
5,062.0 |
| High |
4,893.0 |
4,863.0 |
-30.0 |
-0.6% |
5,140.0 |
| Low |
4,765.5 |
4,774.0 |
8.5 |
0.2% |
4,975.0 |
| Close |
4,813.5 |
4,846.0 |
32.5 |
0.7% |
5,074.0 |
| Range |
127.5 |
89.0 |
-38.5 |
-30.2% |
165.0 |
| ATR |
121.5 |
119.2 |
-2.3 |
-1.9% |
0.0 |
| Volume |
59,965 |
56,207 |
-3,758 |
-6.3% |
23,400 |
|
| Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,094.7 |
5,059.3 |
4,895.0 |
|
| R3 |
5,005.7 |
4,970.3 |
4,870.5 |
|
| R2 |
4,916.7 |
4,916.7 |
4,862.3 |
|
| R1 |
4,881.3 |
4,881.3 |
4,854.2 |
4,899.0 |
| PP |
4,827.7 |
4,827.7 |
4,827.7 |
4,836.5 |
| S1 |
4,792.3 |
4,792.3 |
4,837.8 |
4,810.0 |
| S2 |
4,738.7 |
4,738.7 |
4,829.7 |
|
| S3 |
4,649.7 |
4,703.3 |
4,821.5 |
|
| S4 |
4,560.7 |
4,614.3 |
4,797.1 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,558.0 |
5,481.0 |
5,164.8 |
|
| R3 |
5,393.0 |
5,316.0 |
5,119.4 |
|
| R2 |
5,228.0 |
5,228.0 |
5,104.3 |
|
| R1 |
5,151.0 |
5,151.0 |
5,089.1 |
5,189.5 |
| PP |
5,063.0 |
5,063.0 |
5,063.0 |
5,082.3 |
| S1 |
4,986.0 |
4,986.0 |
5,058.9 |
5,024.5 |
| S2 |
4,898.0 |
4,898.0 |
5,043.8 |
|
| S3 |
4,733.0 |
4,821.0 |
5,028.6 |
|
| S4 |
4,568.0 |
4,656.0 |
4,983.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,112.5 |
4,765.5 |
347.0 |
7.2% |
108.7 |
2.2% |
23% |
False |
False |
39,962 |
| 10 |
5,168.5 |
4,765.5 |
403.0 |
8.3% |
104.0 |
2.1% |
20% |
False |
False |
21,818 |
| 20 |
5,178.0 |
4,765.5 |
412.5 |
8.5% |
107.3 |
2.2% |
20% |
False |
False |
11,465 |
| 40 |
5,178.0 |
4,540.0 |
638.0 |
13.2% |
112.8 |
2.3% |
48% |
False |
False |
5,982 |
| 60 |
5,178.0 |
3,984.5 |
1,193.5 |
24.6% |
118.4 |
2.4% |
72% |
False |
False |
4,145 |
| 80 |
5,178.0 |
3,613.5 |
1,564.5 |
32.3% |
123.1 |
2.5% |
79% |
False |
False |
3,689 |
| 100 |
5,178.0 |
3,613.5 |
1,564.5 |
32.3% |
123.2 |
2.5% |
79% |
False |
False |
3,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,241.3 |
|
2.618 |
5,096.0 |
|
1.618 |
5,007.0 |
|
1.000 |
4,952.0 |
|
0.618 |
4,918.0 |
|
HIGH |
4,863.0 |
|
0.618 |
4,829.0 |
|
0.500 |
4,818.5 |
|
0.382 |
4,808.0 |
|
LOW |
4,774.0 |
|
0.618 |
4,719.0 |
|
1.000 |
4,685.0 |
|
1.618 |
4,630.0 |
|
2.618 |
4,541.0 |
|
4.250 |
4,395.8 |
|
|
| Fisher Pivots for day following 18-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4,836.8 |
4,852.3 |
| PP |
4,827.7 |
4,850.2 |
| S1 |
4,818.5 |
4,848.1 |
|