| 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 |
8,323.51 |
8,299.25 |
-24.26 |
-0.3% |
8,798.50 |
| High |
8,428.41 |
8,490.46 |
62.05 |
0.7% |
8,798.50 |
| Low |
8,259.88 |
8,259.43 |
-0.45 |
0.0% |
8,461.29 |
| Close |
8,299.86 |
8,472.40 |
172.54 |
2.1% |
8,539.73 |
| Range |
168.53 |
231.03 |
62.50 |
37.1% |
337.21 |
| ATR |
152.19 |
157.82 |
5.63 |
3.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,100.52 |
9,017.49 |
8,599.47 |
|
| R3 |
8,869.49 |
8,786.46 |
8,535.93 |
|
| R2 |
8,638.46 |
8,638.46 |
8,514.76 |
|
| R1 |
8,555.43 |
8,555.43 |
8,493.58 |
8,596.95 |
| PP |
8,407.43 |
8,407.43 |
8,407.43 |
8,428.19 |
| S1 |
8,324.40 |
8,324.40 |
8,451.22 |
8,365.92 |
| S2 |
8,176.40 |
8,176.40 |
8,430.04 |
|
| S3 |
7,945.37 |
8,093.37 |
8,408.87 |
|
| S4 |
7,714.34 |
7,862.34 |
8,345.33 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,611.47 |
9,412.81 |
8,725.20 |
|
| R3 |
9,274.26 |
9,075.60 |
8,632.46 |
|
| R2 |
8,937.05 |
8,937.05 |
8,601.55 |
|
| R1 |
8,738.39 |
8,738.39 |
8,570.64 |
8,669.12 |
| PP |
8,599.84 |
8,599.84 |
8,599.84 |
8,565.20 |
| S1 |
8,401.18 |
8,401.18 |
8,508.82 |
8,331.91 |
| S2 |
8,262.63 |
8,262.63 |
8,477.91 |
|
| S3 |
7,925.42 |
8,063.97 |
8,447.00 |
|
| S4 |
7,588.21 |
7,726.76 |
8,354.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,616.59 |
8,259.43 |
357.16 |
4.2% |
161.64 |
1.9% |
60% |
False |
True |
|
| 10 |
8,805.53 |
8,259.43 |
546.10 |
6.4% |
147.90 |
1.7% |
39% |
False |
True |
|
| 20 |
8,877.93 |
8,259.43 |
618.50 |
7.3% |
149.48 |
1.8% |
34% |
False |
True |
|
| 40 |
8,877.93 |
8,099.31 |
778.62 |
9.2% |
158.89 |
1.9% |
48% |
False |
False |
|
| 60 |
8,877.93 |
7,483.87 |
1,394.06 |
16.5% |
169.17 |
2.0% |
71% |
False |
False |
|
| 80 |
8,877.93 |
6,469.95 |
2,407.98 |
28.4% |
189.54 |
2.2% |
83% |
False |
False |
|
| 100 |
8,877.93 |
6,469.95 |
2,407.98 |
28.4% |
196.83 |
2.3% |
83% |
False |
False |
|
| 120 |
9,088.06 |
6,469.95 |
2,618.11 |
30.9% |
200.58 |
2.4% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,472.34 |
|
2.618 |
9,095.30 |
|
1.618 |
8,864.27 |
|
1.000 |
8,721.49 |
|
0.618 |
8,633.24 |
|
HIGH |
8,490.46 |
|
0.618 |
8,402.21 |
|
0.500 |
8,374.95 |
|
0.382 |
8,347.68 |
|
LOW |
8,259.43 |
|
0.618 |
8,116.65 |
|
1.000 |
8,028.40 |
|
1.618 |
7,885.62 |
|
2.618 |
7,654.59 |
|
4.250 |
7,277.55 |
|
|
| Fisher Pivots for day following 25-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
8,439.92 |
8,439.92 |
| PP |
8,407.43 |
8,407.43 |
| S1 |
8,374.95 |
8,374.95 |
|