| Trading Metrics calculated at close of trading on 26-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2009 |
26-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,400.0 |
2,403.0 |
3.0 |
0.1% |
2,412.0 |
| High |
2,414.0 |
2,420.0 |
6.0 |
0.2% |
2,420.0 |
| Low |
2,347.0 |
2,364.0 |
17.0 |
0.7% |
2,327.0 |
| Close |
2,386.0 |
2,375.0 |
-11.0 |
-0.5% |
2,375.0 |
| Range |
67.0 |
56.0 |
-11.0 |
-16.4% |
93.0 |
| ATR |
57.8 |
57.7 |
-0.1 |
-0.2% |
0.0 |
| Volume |
3,281 |
12,521 |
9,240 |
281.6% |
17,105 |
|
| Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,554.3 |
2,520.7 |
2,405.8 |
|
| R3 |
2,498.3 |
2,464.7 |
2,390.4 |
|
| R2 |
2,442.3 |
2,442.3 |
2,385.3 |
|
| R1 |
2,408.7 |
2,408.7 |
2,380.1 |
2,397.5 |
| PP |
2,386.3 |
2,386.3 |
2,386.3 |
2,380.8 |
| S1 |
2,352.7 |
2,352.7 |
2,369.9 |
2,341.5 |
| S2 |
2,330.3 |
2,330.3 |
2,364.7 |
|
| S3 |
2,274.3 |
2,296.7 |
2,359.6 |
|
| S4 |
2,218.3 |
2,240.7 |
2,344.2 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,653.0 |
2,607.0 |
2,426.2 |
|
| R3 |
2,560.0 |
2,514.0 |
2,400.6 |
|
| R2 |
2,467.0 |
2,467.0 |
2,392.1 |
|
| R1 |
2,421.0 |
2,421.0 |
2,383.5 |
2,397.5 |
| PP |
2,374.0 |
2,374.0 |
2,374.0 |
2,362.3 |
| S1 |
2,328.0 |
2,328.0 |
2,366.5 |
2,304.5 |
| S2 |
2,281.0 |
2,281.0 |
2,358.0 |
|
| S3 |
2,188.0 |
2,235.0 |
2,349.4 |
|
| S4 |
2,095.0 |
2,142.0 |
2,323.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,420.0 |
2,327.0 |
93.0 |
3.9% |
61.8 |
2.6% |
52% |
True |
False |
3,421 |
| 10 |
2,489.0 |
2,327.0 |
162.0 |
6.8% |
59.0 |
2.5% |
30% |
False |
False |
19,159 |
| 20 |
2,533.0 |
2,327.0 |
206.0 |
8.7% |
50.9 |
2.1% |
23% |
False |
False |
12,986 |
| 40 |
2,533.0 |
2,286.0 |
247.0 |
10.4% |
53.9 |
2.3% |
36% |
False |
False |
8,303 |
| 60 |
2,533.0 |
1,930.0 |
603.0 |
25.4% |
54.9 |
2.3% |
74% |
False |
False |
5,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,658.0 |
|
2.618 |
2,566.6 |
|
1.618 |
2,510.6 |
|
1.000 |
2,476.0 |
|
0.618 |
2,454.6 |
|
HIGH |
2,420.0 |
|
0.618 |
2,398.6 |
|
0.500 |
2,392.0 |
|
0.382 |
2,385.4 |
|
LOW |
2,364.0 |
|
0.618 |
2,329.4 |
|
1.000 |
2,308.0 |
|
1.618 |
2,273.4 |
|
2.618 |
2,217.4 |
|
4.250 |
2,126.0 |
|
|
| Fisher Pivots for day following 26-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,392.0 |
2,376.5 |
| PP |
2,386.3 |
2,376.0 |
| S1 |
2,380.7 |
2,375.5 |
|