| Trading Metrics calculated at close of trading on 22-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2009 |
22-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1,446.75 |
1,463.75 |
17.00 |
1.2% |
1,483.00 |
| High |
1,476.75 |
1,470.50 |
-6.25 |
-0.4% |
1,483.00 |
| Low |
1,445.75 |
1,421.25 |
-24.50 |
-1.7% |
1,437.75 |
| Close |
1,464.00 |
1,428.00 |
-36.00 |
-2.5% |
1,464.00 |
| Range |
31.00 |
49.25 |
18.25 |
58.9% |
45.25 |
| ATR |
32.53 |
33.73 |
1.19 |
3.7% |
0.00 |
| Volume |
316,590 |
280,991 |
-35,599 |
-11.2% |
1,608,793 |
|
| Daily Pivots for day following 22-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,587.75 |
1,557.00 |
1,455.00 |
|
| R3 |
1,538.50 |
1,507.75 |
1,441.50 |
|
| R2 |
1,489.25 |
1,489.25 |
1,437.00 |
|
| R1 |
1,458.50 |
1,458.50 |
1,432.50 |
1,449.25 |
| PP |
1,440.00 |
1,440.00 |
1,440.00 |
1,435.25 |
| S1 |
1,409.25 |
1,409.25 |
1,423.50 |
1,400.00 |
| S2 |
1,390.75 |
1,390.75 |
1,419.00 |
|
| S3 |
1,341.50 |
1,360.00 |
1,414.50 |
|
| S4 |
1,292.25 |
1,310.75 |
1,401.00 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,597.25 |
1,576.00 |
1,489.00 |
|
| R3 |
1,552.00 |
1,530.75 |
1,476.50 |
|
| R2 |
1,506.75 |
1,506.75 |
1,472.25 |
|
| R1 |
1,485.50 |
1,485.50 |
1,468.25 |
1,473.50 |
| PP |
1,461.50 |
1,461.50 |
1,461.50 |
1,455.50 |
| S1 |
1,440.25 |
1,440.25 |
1,459.75 |
1,428.25 |
| S2 |
1,416.25 |
1,416.25 |
1,455.75 |
|
| S3 |
1,371.00 |
1,395.00 |
1,451.50 |
|
| S4 |
1,325.75 |
1,349.75 |
1,439.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,476.75 |
1,421.25 |
55.50 |
3.9% |
31.75 |
2.2% |
12% |
False |
True |
327,426 |
| 10 |
1,516.00 |
1,421.25 |
94.75 |
6.6% |
31.75 |
2.2% |
7% |
False |
True |
216,546 |
| 20 |
1,516.00 |
1,341.50 |
174.50 |
12.2% |
33.50 |
2.4% |
50% |
False |
False |
108,765 |
| 40 |
1,516.00 |
1,336.75 |
179.25 |
12.6% |
34.50 |
2.4% |
51% |
False |
False |
54,437 |
| 60 |
1,516.00 |
1,203.75 |
312.25 |
21.9% |
34.75 |
2.4% |
72% |
False |
False |
36,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,679.75 |
|
2.618 |
1,599.50 |
|
1.618 |
1,550.25 |
|
1.000 |
1,519.75 |
|
0.618 |
1,501.00 |
|
HIGH |
1,470.50 |
|
0.618 |
1,451.75 |
|
0.500 |
1,446.00 |
|
0.382 |
1,440.00 |
|
LOW |
1,421.25 |
|
0.618 |
1,390.75 |
|
1.000 |
1,372.00 |
|
1.618 |
1,341.50 |
|
2.618 |
1,292.25 |
|
4.250 |
1,212.00 |
|
|
| Fisher Pivots for day following 22-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,446.00 |
1,449.00 |
| PP |
1,440.00 |
1,442.00 |
| S1 |
1,434.00 |
1,435.00 |
|