| Trading Metrics calculated at close of trading on 25-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2009 |
25-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,349.0 |
2,400.0 |
51.0 |
2.2% |
2,488.0 |
| High |
2,406.0 |
2,414.0 |
8.0 |
0.3% |
2,489.0 |
| Low |
2,333.0 |
2,347.0 |
14.0 |
0.6% |
2,347.0 |
| Close |
2,403.0 |
2,386.0 |
-17.0 |
-0.7% |
2,419.0 |
| Range |
73.0 |
67.0 |
-6.0 |
-8.2% |
142.0 |
| ATR |
57.1 |
57.8 |
0.7 |
1.2% |
0.0 |
| Volume |
172 |
3,281 |
3,109 |
1,807.6% |
174,488 |
|
| Daily Pivots for day following 25-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,583.3 |
2,551.7 |
2,422.9 |
|
| R3 |
2,516.3 |
2,484.7 |
2,404.4 |
|
| R2 |
2,449.3 |
2,449.3 |
2,398.3 |
|
| R1 |
2,417.7 |
2,417.7 |
2,392.1 |
2,400.0 |
| PP |
2,382.3 |
2,382.3 |
2,382.3 |
2,373.5 |
| S1 |
2,350.7 |
2,350.7 |
2,379.9 |
2,333.0 |
| S2 |
2,315.3 |
2,315.3 |
2,373.7 |
|
| S3 |
2,248.3 |
2,283.7 |
2,367.6 |
|
| S4 |
2,181.3 |
2,216.7 |
2,349.2 |
|
|
| 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 |
2,425.0 |
2,327.0 |
98.0 |
4.1% |
57.8 |
2.4% |
60% |
False |
False |
3,660 |
| 10 |
2,505.0 |
2,327.0 |
178.0 |
7.5% |
55.6 |
2.3% |
33% |
False |
False |
18,405 |
| 20 |
2,533.0 |
2,327.0 |
206.0 |
8.6% |
51.8 |
2.2% |
29% |
False |
False |
12,758 |
| 40 |
2,533.0 |
2,277.0 |
256.0 |
10.7% |
53.9 |
2.3% |
43% |
False |
False |
8,007 |
| 60 |
2,533.0 |
1,930.0 |
603.0 |
25.3% |
55.0 |
2.3% |
76% |
False |
False |
5,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,698.8 |
|
2.618 |
2,589.4 |
|
1.618 |
2,522.4 |
|
1.000 |
2,481.0 |
|
0.618 |
2,455.4 |
|
HIGH |
2,414.0 |
|
0.618 |
2,388.4 |
|
0.500 |
2,380.5 |
|
0.382 |
2,372.6 |
|
LOW |
2,347.0 |
|
0.618 |
2,305.6 |
|
1.000 |
2,280.0 |
|
1.618 |
2,238.6 |
|
2.618 |
2,171.6 |
|
4.250 |
2,062.3 |
|
|
| Fisher Pivots for day following 25-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,384.2 |
2,380.8 |
| PP |
2,382.3 |
2,375.7 |
| S1 |
2,380.5 |
2,370.5 |
|