| Trading Metrics calculated at close of trading on 01-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2009 |
01-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1,481.00 |
1,477.50 |
-3.50 |
-0.2% |
1,463.75 |
| High |
1,491.75 |
1,496.25 |
4.50 |
0.3% |
1,482.00 |
| Low |
1,465.75 |
1,474.25 |
8.50 |
0.6% |
1,412.00 |
| Close |
1,476.25 |
1,478.75 |
2.50 |
0.2% |
1,476.75 |
| Range |
26.00 |
22.00 |
-4.00 |
-15.4% |
70.00 |
| ATR |
31.89 |
31.18 |
-0.71 |
-2.2% |
0.00 |
| Volume |
210,022 |
242,467 |
32,445 |
15.4% |
1,427,603 |
|
| Daily Pivots for day following 01-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,549.00 |
1,536.00 |
1,490.75 |
|
| R3 |
1,527.00 |
1,514.00 |
1,484.75 |
|
| R2 |
1,505.00 |
1,505.00 |
1,482.75 |
|
| R1 |
1,492.00 |
1,492.00 |
1,480.75 |
1,498.50 |
| PP |
1,483.00 |
1,483.00 |
1,483.00 |
1,486.50 |
| S1 |
1,470.00 |
1,470.00 |
1,476.75 |
1,476.50 |
| S2 |
1,461.00 |
1,461.00 |
1,474.75 |
|
| S3 |
1,439.00 |
1,448.00 |
1,472.75 |
|
| S4 |
1,417.00 |
1,426.00 |
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 |
1,496.25 |
1,432.75 |
63.50 |
4.3% |
27.25 |
1.8% |
72% |
True |
False |
247,365 |
| 10 |
1,496.25 |
1,412.00 |
84.25 |
5.7% |
29.50 |
2.0% |
79% |
True |
False |
280,741 |
| 20 |
1,516.00 |
1,412.00 |
104.00 |
7.0% |
29.75 |
2.0% |
64% |
False |
False |
199,049 |
| 40 |
1,516.00 |
1,336.75 |
179.25 |
12.1% |
34.25 |
2.3% |
79% |
False |
False |
99,640 |
| 60 |
1,516.00 |
1,266.75 |
249.25 |
16.9% |
33.50 |
2.3% |
85% |
False |
False |
66,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,589.75 |
|
2.618 |
1,553.75 |
|
1.618 |
1,531.75 |
|
1.000 |
1,518.25 |
|
0.618 |
1,509.75 |
|
HIGH |
1,496.25 |
|
0.618 |
1,487.75 |
|
0.500 |
1,485.25 |
|
0.382 |
1,482.75 |
|
LOW |
1,474.25 |
|
0.618 |
1,460.75 |
|
1.000 |
1,452.25 |
|
1.618 |
1,438.75 |
|
2.618 |
1,416.75 |
|
4.250 |
1,380.75 |
|
|
| Fisher Pivots for day following 01-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,485.25 |
1,481.00 |
| PP |
1,483.00 |
1,480.25 |
| S1 |
1,481.00 |
1,479.50 |
|