| 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 |
1,443.75 |
1,453.00 |
9.25 |
0.6% |
1,478.00 |
| High |
1,469.50 |
1,462.75 |
-6.75 |
-0.5% |
1,516.00 |
| Low |
1,437.75 |
1,443.00 |
5.25 |
0.4% |
1,466.00 |
| Close |
1,453.50 |
1,449.50 |
-4.00 |
-0.3% |
1,485.50 |
| Range |
31.75 |
19.75 |
-12.00 |
-37.8% |
50.00 |
| ATR |
33.64 |
32.65 |
-0.99 |
-2.9% |
0.00 |
| Volume |
316,703 |
401,376 |
84,673 |
26.7% |
278,033 |
|
| Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,511.00 |
1,500.00 |
1,460.25 |
|
| R3 |
1,491.25 |
1,480.25 |
1,455.00 |
|
| R2 |
1,471.50 |
1,471.50 |
1,453.00 |
|
| R1 |
1,460.50 |
1,460.50 |
1,451.25 |
1,456.00 |
| PP |
1,451.75 |
1,451.75 |
1,451.75 |
1,449.50 |
| S1 |
1,440.75 |
1,440.75 |
1,447.75 |
1,436.50 |
| S2 |
1,432.00 |
1,432.00 |
1,446.00 |
|
| S3 |
1,412.25 |
1,421.00 |
1,444.00 |
|
| S4 |
1,392.50 |
1,401.25 |
1,438.75 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,639.25 |
1,612.25 |
1,513.00 |
|
| R3 |
1,589.25 |
1,562.25 |
1,499.25 |
|
| R2 |
1,539.25 |
1,539.25 |
1,494.75 |
|
| R1 |
1,512.25 |
1,512.25 |
1,490.00 |
1,525.75 |
| PP |
1,489.25 |
1,489.25 |
1,489.25 |
1,496.00 |
| S1 |
1,462.25 |
1,462.25 |
1,481.00 |
1,475.75 |
| S2 |
1,439.25 |
1,439.25 |
1,476.25 |
|
| S3 |
1,389.25 |
1,412.25 |
1,471.75 |
|
| S4 |
1,339.25 |
1,362.25 |
1,458.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,496.50 |
1,437.75 |
58.75 |
4.1% |
29.25 |
2.0% |
20% |
False |
False |
307,482 |
| 10 |
1,516.00 |
1,437.75 |
78.25 |
5.4% |
30.25 |
2.1% |
15% |
False |
False |
157,228 |
| 20 |
1,516.00 |
1,341.50 |
174.50 |
12.0% |
33.00 |
2.3% |
62% |
False |
False |
78,906 |
| 40 |
1,516.00 |
1,319.00 |
197.00 |
13.6% |
34.00 |
2.3% |
66% |
False |
False |
39,499 |
| 60 |
1,516.00 |
1,203.75 |
312.25 |
21.5% |
35.25 |
2.4% |
79% |
False |
False |
26,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,546.75 |
|
2.618 |
1,514.50 |
|
1.618 |
1,494.75 |
|
1.000 |
1,482.50 |
|
0.618 |
1,475.00 |
|
HIGH |
1,462.75 |
|
0.618 |
1,455.25 |
|
0.500 |
1,453.00 |
|
0.382 |
1,450.50 |
|
LOW |
1,443.00 |
|
0.618 |
1,430.75 |
|
1.000 |
1,423.25 |
|
1.618 |
1,411.00 |
|
2.618 |
1,391.25 |
|
4.250 |
1,359.00 |
|
|
| Fisher Pivots for day following 18-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,453.00 |
1,453.50 |
| PP |
1,451.75 |
1,452.25 |
| S1 |
1,450.50 |
1,451.00 |
|