| Trading Metrics calculated at close of trading on 30-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2009 |
30-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1,476.00 |
1,481.00 |
5.00 |
0.3% |
1,463.75 |
| High |
1,492.50 |
1,491.75 |
-0.75 |
-0.1% |
1,482.00 |
| Low |
1,466.75 |
1,465.75 |
-1.00 |
-0.1% |
1,412.00 |
| Close |
1,481.50 |
1,476.25 |
-5.25 |
-0.4% |
1,476.75 |
| Range |
25.75 |
26.00 |
0.25 |
1.0% |
70.00 |
| ATR |
32.34 |
31.89 |
-0.45 |
-1.4% |
0.00 |
| Volume |
209,361 |
210,022 |
661 |
0.3% |
1,427,603 |
|
| Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,556.00 |
1,542.00 |
1,490.50 |
|
| R3 |
1,530.00 |
1,516.00 |
1,483.50 |
|
| R2 |
1,504.00 |
1,504.00 |
1,481.00 |
|
| R1 |
1,490.00 |
1,490.00 |
1,478.75 |
1,484.00 |
| PP |
1,478.00 |
1,478.00 |
1,478.00 |
1,475.00 |
| S1 |
1,464.00 |
1,464.00 |
1,473.75 |
1,458.00 |
| S2 |
1,452.00 |
1,452.00 |
1,471.50 |
|
| S3 |
1,426.00 |
1,438.00 |
1,469.00 |
|
| S4 |
1,400.00 |
1,412.00 |
1,462.00 |
|
|
| 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 |
1,492.50 |
1,420.00 |
72.50 |
4.9% |
30.25 |
2.0% |
78% |
False |
False |
250,798 |
| 10 |
1,492.50 |
1,412.00 |
80.50 |
5.5% |
30.50 |
2.1% |
80% |
False |
False |
288,165 |
| 20 |
1,516.00 |
1,412.00 |
104.00 |
7.0% |
30.00 |
2.0% |
62% |
False |
False |
186,947 |
| 40 |
1,516.00 |
1,336.75 |
179.25 |
12.1% |
34.25 |
2.3% |
78% |
False |
False |
93,580 |
| 60 |
1,516.00 |
1,266.75 |
249.25 |
16.9% |
33.75 |
2.3% |
84% |
False |
False |
62,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,602.25 |
|
2.618 |
1,559.75 |
|
1.618 |
1,533.75 |
|
1.000 |
1,517.75 |
|
0.618 |
1,507.75 |
|
HIGH |
1,491.75 |
|
0.618 |
1,481.75 |
|
0.500 |
1,478.75 |
|
0.382 |
1,475.75 |
|
LOW |
1,465.75 |
|
0.618 |
1,449.75 |
|
1.000 |
1,439.75 |
|
1.618 |
1,423.75 |
|
2.618 |
1,397.75 |
|
4.250 |
1,355.25 |
|
|
| Fisher Pivots for day following 30-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,478.75 |
1,478.00 |
| PP |
1,478.00 |
1,477.50 |
| S1 |
1,477.00 |
1,477.00 |
|