| Trading Metrics calculated at close of trading on 18-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,396.0 |
2,370.0 |
-26.0 |
-1.1% |
2,470.0 |
| High |
2,402.0 |
2,406.0 |
4.0 |
0.2% |
2,520.0 |
| Low |
2,347.0 |
2,352.0 |
5.0 |
0.2% |
2,439.0 |
| Close |
2,369.0 |
2,397.0 |
28.0 |
1.2% |
2,491.0 |
| Range |
55.0 |
54.0 |
-1.0 |
-1.8% |
81.0 |
| ATR |
57.2 |
56.9 |
-0.2 |
-0.4% |
0.0 |
| Volume |
44,453 |
53,037 |
8,584 |
19.3% |
44,728 |
|
| Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,547.0 |
2,526.0 |
2,426.7 |
|
| R3 |
2,493.0 |
2,472.0 |
2,411.9 |
|
| R2 |
2,439.0 |
2,439.0 |
2,406.9 |
|
| R1 |
2,418.0 |
2,418.0 |
2,402.0 |
2,428.5 |
| PP |
2,385.0 |
2,385.0 |
2,385.0 |
2,390.3 |
| S1 |
2,364.0 |
2,364.0 |
2,392.1 |
2,374.5 |
| S2 |
2,331.0 |
2,331.0 |
2,387.1 |
|
| S3 |
2,277.0 |
2,310.0 |
2,382.2 |
|
| S4 |
2,223.0 |
2,256.0 |
2,367.3 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,726.3 |
2,689.7 |
2,535.6 |
|
| R3 |
2,645.3 |
2,608.7 |
2,513.3 |
|
| R2 |
2,564.3 |
2,564.3 |
2,505.9 |
|
| R1 |
2,527.7 |
2,527.7 |
2,498.4 |
2,546.0 |
| PP |
2,483.3 |
2,483.3 |
2,483.3 |
2,492.5 |
| S1 |
2,446.7 |
2,446.7 |
2,483.6 |
2,465.0 |
| S2 |
2,402.3 |
2,402.3 |
2,476.2 |
|
| S3 |
2,321.3 |
2,365.7 |
2,468.7 |
|
| S4 |
2,240.3 |
2,284.7 |
2,446.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,505.0 |
2,347.0 |
158.0 |
6.6% |
53.4 |
2.2% |
32% |
False |
False |
33,150 |
| 10 |
2,529.0 |
2,347.0 |
182.0 |
7.6% |
49.0 |
2.0% |
27% |
False |
False |
21,666 |
| 20 |
2,533.0 |
2,347.0 |
186.0 |
7.8% |
50.5 |
2.1% |
27% |
False |
False |
12,646 |
| 40 |
2,533.0 |
2,176.0 |
357.0 |
14.9% |
52.5 |
2.2% |
62% |
False |
False |
7,691 |
| 60 |
2,533.0 |
1,915.0 |
618.0 |
25.8% |
54.1 |
2.3% |
78% |
False |
False |
5,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,635.5 |
|
2.618 |
2,547.4 |
|
1.618 |
2,493.4 |
|
1.000 |
2,460.0 |
|
0.618 |
2,439.4 |
|
HIGH |
2,406.0 |
|
0.618 |
2,385.4 |
|
0.500 |
2,379.0 |
|
0.382 |
2,372.6 |
|
LOW |
2,352.0 |
|
0.618 |
2,318.6 |
|
1.000 |
2,298.0 |
|
1.618 |
2,264.6 |
|
2.618 |
2,210.6 |
|
4.250 |
2,122.5 |
|
|
| Fisher Pivots for day following 18-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,391.0 |
2,394.8 |
| PP |
2,385.0 |
2,392.7 |
| S1 |
2,379.0 |
2,390.5 |
|