| Trading Metrics calculated at close of trading on 12-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
8,750 |
8,744 |
-6 |
-0.1% |
8,692 |
| High |
8,880 |
8,810 |
-70 |
-0.8% |
8,880 |
| Low |
8,729 |
8,702 |
-27 |
-0.3% |
8,627 |
| Close |
8,751 |
8,790 |
39 |
0.4% |
8,790 |
| Range |
151 |
108 |
-43 |
-28.5% |
253 |
| ATR |
186 |
180 |
-6 |
-3.0% |
0 |
| Volume |
159,265 |
77,604 |
-81,661 |
-51.3% |
643,075 |
|
| Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,091 |
9,049 |
8,850 |
|
| R3 |
8,983 |
8,941 |
8,820 |
|
| R2 |
8,875 |
8,875 |
8,810 |
|
| R1 |
8,833 |
8,833 |
8,800 |
8,854 |
| PP |
8,767 |
8,767 |
8,767 |
8,778 |
| S1 |
8,725 |
8,725 |
8,780 |
8,746 |
| S2 |
8,659 |
8,659 |
8,770 |
|
| S3 |
8,551 |
8,617 |
8,760 |
|
| S4 |
8,443 |
8,509 |
8,731 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,525 |
9,410 |
8,929 |
|
| R3 |
9,272 |
9,157 |
8,860 |
|
| R2 |
9,019 |
9,019 |
8,837 |
|
| R1 |
8,904 |
8,904 |
8,813 |
8,962 |
| PP |
8,766 |
8,766 |
8,766 |
8,794 |
| S1 |
8,651 |
8,651 |
8,767 |
8,709 |
| S2 |
8,513 |
8,513 |
8,744 |
|
| S3 |
8,260 |
8,398 |
8,721 |
|
| S4 |
8,007 |
8,145 |
8,651 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,880 |
8,627 |
253 |
2.9% |
153 |
1.7% |
64% |
False |
False |
128,615 |
| 10 |
8,900 |
8,472 |
428 |
4.9% |
167 |
1.9% |
74% |
False |
False |
130,275 |
| 20 |
8,900 |
8,176 |
724 |
8.2% |
184 |
2.1% |
85% |
False |
False |
144,168 |
| 40 |
8,900 |
7,726 |
1,174 |
13.4% |
187 |
2.1% |
91% |
False |
False |
156,292 |
| 60 |
8,900 |
7,199 |
1,701 |
19.4% |
206 |
2.3% |
94% |
False |
False |
165,253 |
| 80 |
8,900 |
6,416 |
2,484 |
28.3% |
220 |
2.5% |
96% |
False |
False |
132,681 |
| 100 |
8,900 |
6,416 |
2,484 |
28.3% |
222 |
2.5% |
96% |
False |
False |
106,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,269 |
|
2.618 |
9,093 |
|
1.618 |
8,985 |
|
1.000 |
8,918 |
|
0.618 |
8,877 |
|
HIGH |
8,810 |
|
0.618 |
8,769 |
|
0.500 |
8,756 |
|
0.382 |
8,743 |
|
LOW |
8,702 |
|
0.618 |
8,635 |
|
1.000 |
8,594 |
|
1.618 |
8,527 |
|
2.618 |
8,419 |
|
4.250 |
8,243 |
|
|
| Fisher Pivots for day following 12-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
8,779 |
8,780 |
| PP |
8,767 |
8,769 |
| S1 |
8,756 |
8,759 |
|