| Trading Metrics calculated at close of trading on 23-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2009 |
23-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1,463.75 |
1,427.75 |
-36.00 |
-2.5% |
1,483.00 |
| High |
1,470.50 |
1,434.25 |
-36.25 |
-2.5% |
1,483.00 |
| Low |
1,421.25 |
1,412.00 |
-9.25 |
-0.7% |
1,437.75 |
| Close |
1,428.00 |
1,424.00 |
-4.00 |
-0.3% |
1,464.00 |
| Range |
49.25 |
22.25 |
-27.00 |
-54.8% |
45.25 |
| ATR |
33.73 |
32.91 |
-0.82 |
-2.4% |
0.00 |
| Volume |
280,991 |
312,002 |
31,011 |
11.0% |
1,608,793 |
|
| Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,490.25 |
1,479.25 |
1,436.25 |
|
| R3 |
1,468.00 |
1,457.00 |
1,430.00 |
|
| R2 |
1,445.75 |
1,445.75 |
1,428.00 |
|
| R1 |
1,434.75 |
1,434.75 |
1,426.00 |
1,429.00 |
| PP |
1,423.50 |
1,423.50 |
1,423.50 |
1,420.50 |
| S1 |
1,412.50 |
1,412.50 |
1,422.00 |
1,407.00 |
| S2 |
1,401.25 |
1,401.25 |
1,420.00 |
|
| S3 |
1,379.00 |
1,390.25 |
1,418.00 |
|
| S4 |
1,356.75 |
1,368.00 |
1,411.75 |
|
|
| 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 |
1,412.00 |
64.75 |
4.5% |
30.75 |
2.2% |
19% |
False |
True |
325,532 |
| 10 |
1,516.00 |
1,412.00 |
104.00 |
7.3% |
31.50 |
2.2% |
12% |
False |
True |
247,367 |
| 20 |
1,516.00 |
1,388.00 |
128.00 |
9.0% |
31.25 |
2.2% |
28% |
False |
False |
124,358 |
| 40 |
1,516.00 |
1,336.75 |
179.25 |
12.6% |
34.25 |
2.4% |
49% |
False |
False |
62,236 |
| 60 |
1,516.00 |
1,203.75 |
312.25 |
21.9% |
35.00 |
2.5% |
71% |
False |
False |
41,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,528.75 |
|
2.618 |
1,492.50 |
|
1.618 |
1,470.25 |
|
1.000 |
1,456.50 |
|
0.618 |
1,448.00 |
|
HIGH |
1,434.25 |
|
0.618 |
1,425.75 |
|
0.500 |
1,423.00 |
|
0.382 |
1,420.50 |
|
LOW |
1,412.00 |
|
0.618 |
1,398.25 |
|
1.000 |
1,389.75 |
|
1.618 |
1,376.00 |
|
2.618 |
1,353.75 |
|
4.250 |
1,317.50 |
|
|
| Fisher Pivots for day following 23-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,423.75 |
1,444.50 |
| PP |
1,423.50 |
1,437.50 |
| S1 |
1,423.00 |
1,430.75 |
|