| Trading Metrics calculated at close of trading on 19-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,370.0 |
2,399.0 |
29.0 |
1.2% |
2,488.0 |
| High |
2,406.0 |
2,425.0 |
19.0 |
0.8% |
2,489.0 |
| Low |
2,352.0 |
2,389.0 |
37.0 |
1.6% |
2,347.0 |
| Close |
2,397.0 |
2,419.0 |
22.0 |
0.9% |
2,419.0 |
| Range |
54.0 |
36.0 |
-18.0 |
-33.3% |
142.0 |
| ATR |
56.9 |
55.4 |
-1.5 |
-2.6% |
0.0 |
| Volume |
53,037 |
13,718 |
-39,319 |
-74.1% |
174,488 |
|
| Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,519.0 |
2,505.0 |
2,438.8 |
|
| R3 |
2,483.0 |
2,469.0 |
2,428.9 |
|
| R2 |
2,447.0 |
2,447.0 |
2,425.6 |
|
| R1 |
2,433.0 |
2,433.0 |
2,422.3 |
2,440.0 |
| PP |
2,411.0 |
2,411.0 |
2,411.0 |
2,414.5 |
| S1 |
2,397.0 |
2,397.0 |
2,415.7 |
2,404.0 |
| S2 |
2,375.0 |
2,375.0 |
2,412.4 |
|
| S3 |
2,339.0 |
2,361.0 |
2,409.1 |
|
| S4 |
2,303.0 |
2,325.0 |
2,399.2 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,844.3 |
2,773.7 |
2,497.1 |
|
| R3 |
2,702.3 |
2,631.7 |
2,458.1 |
|
| R2 |
2,560.3 |
2,560.3 |
2,445.0 |
|
| R1 |
2,489.7 |
2,489.7 |
2,432.0 |
2,454.0 |
| PP |
2,418.3 |
2,418.3 |
2,418.3 |
2,400.5 |
| S1 |
2,347.7 |
2,347.7 |
2,406.0 |
2,312.0 |
| S2 |
2,276.3 |
2,276.3 |
2,393.0 |
|
| S3 |
2,134.3 |
2,205.7 |
2,380.0 |
|
| S4 |
1,992.3 |
2,063.7 |
2,340.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,489.0 |
2,347.0 |
142.0 |
5.9% |
56.2 |
2.3% |
51% |
False |
False |
34,897 |
| 10 |
2,520.0 |
2,347.0 |
173.0 |
7.2% |
46.9 |
1.9% |
42% |
False |
False |
21,921 |
| 20 |
2,533.0 |
2,347.0 |
186.0 |
7.7% |
50.6 |
2.1% |
39% |
False |
False |
13,319 |
| 40 |
2,533.0 |
2,176.0 |
357.0 |
14.8% |
52.4 |
2.2% |
68% |
False |
False |
7,964 |
| 60 |
2,533.0 |
1,915.0 |
618.0 |
25.5% |
53.8 |
2.2% |
82% |
False |
False |
5,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,578.0 |
|
2.618 |
2,519.2 |
|
1.618 |
2,483.2 |
|
1.000 |
2,461.0 |
|
0.618 |
2,447.2 |
|
HIGH |
2,425.0 |
|
0.618 |
2,411.2 |
|
0.500 |
2,407.0 |
|
0.382 |
2,402.8 |
|
LOW |
2,389.0 |
|
0.618 |
2,366.8 |
|
1.000 |
2,353.0 |
|
1.618 |
2,330.8 |
|
2.618 |
2,294.8 |
|
4.250 |
2,236.0 |
|
|
| Fisher Pivots for day following 19-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,415.0 |
2,408.0 |
| PP |
2,411.0 |
2,397.0 |
| S1 |
2,407.0 |
2,386.0 |
|