| Trading Metrics calculated at close of trading on 26-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2009 |
26-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1,446.25 |
1,473.50 |
27.25 |
1.9% |
1,463.75 |
| High |
1,476.75 |
1,482.00 |
5.25 |
0.4% |
1,482.00 |
| Low |
1,432.75 |
1,463.75 |
31.00 |
2.2% |
1,412.00 |
| Close |
1,473.00 |
1,476.75 |
3.75 |
0.3% |
1,476.75 |
| Range |
44.00 |
18.25 |
-25.75 |
-58.5% |
70.00 |
| ATR |
33.97 |
32.85 |
-1.12 |
-3.3% |
0.00 |
| Volume |
261,782 |
313,194 |
51,412 |
19.6% |
1,427,603 |
|
| Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,529.00 |
1,521.00 |
1,486.75 |
|
| R3 |
1,510.75 |
1,502.75 |
1,481.75 |
|
| R2 |
1,492.50 |
1,492.50 |
1,480.00 |
|
| R1 |
1,484.50 |
1,484.50 |
1,478.50 |
1,488.50 |
| PP |
1,474.25 |
1,474.25 |
1,474.25 |
1,476.00 |
| S1 |
1,466.25 |
1,466.25 |
1,475.00 |
1,470.25 |
| S2 |
1,456.00 |
1,456.00 |
1,473.50 |
|
| S3 |
1,437.75 |
1,448.00 |
1,471.75 |
|
| S4 |
1,419.50 |
1,429.75 |
1,466.75 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,667.00 |
1,641.75 |
1,515.25 |
|
| R3 |
1,597.00 |
1,571.75 |
1,496.00 |
|
| R2 |
1,527.00 |
1,527.00 |
1,489.50 |
|
| R1 |
1,501.75 |
1,501.75 |
1,483.25 |
1,514.50 |
| PP |
1,457.00 |
1,457.00 |
1,457.00 |
1,463.25 |
| S1 |
1,431.75 |
1,431.75 |
1,470.25 |
1,444.50 |
| S2 |
1,387.00 |
1,387.00 |
1,464.00 |
|
| S3 |
1,317.00 |
1,361.75 |
1,457.50 |
|
| S4 |
1,247.00 |
1,291.75 |
1,438.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,482.00 |
1,412.00 |
70.00 |
4.7% |
34.25 |
2.3% |
93% |
True |
False |
285,520 |
| 10 |
1,483.00 |
1,412.00 |
71.00 |
4.8% |
32.00 |
2.2% |
91% |
False |
False |
303,639 |
| 20 |
1,516.00 |
1,412.00 |
104.00 |
7.0% |
31.50 |
2.1% |
62% |
False |
False |
166,032 |
| 40 |
1,516.00 |
1,336.75 |
179.25 |
12.1% |
34.00 |
2.3% |
78% |
False |
False |
83,099 |
| 60 |
1,516.00 |
1,251.75 |
264.25 |
17.9% |
34.25 |
2.3% |
85% |
False |
False |
55,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,559.50 |
|
2.618 |
1,529.75 |
|
1.618 |
1,511.50 |
|
1.000 |
1,500.25 |
|
0.618 |
1,493.25 |
|
HIGH |
1,482.00 |
|
0.618 |
1,475.00 |
|
0.500 |
1,473.00 |
|
0.382 |
1,470.75 |
|
LOW |
1,463.75 |
|
0.618 |
1,452.50 |
|
1.000 |
1,445.50 |
|
1.618 |
1,434.25 |
|
2.618 |
1,416.00 |
|
4.250 |
1,386.25 |
|
|
| Fisher Pivots for day following 26-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,475.50 |
1,468.25 |
| PP |
1,474.25 |
1,459.50 |
| S1 |
1,473.00 |
1,451.00 |
|