| 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 |
2,500.0 |
2,507.0 |
7.0 |
0.3% |
2,481.0 |
| High |
2,530.0 |
2,516.0 |
-14.0 |
-0.6% |
2,533.0 |
| Low |
2,488.0 |
2,492.0 |
4.0 |
0.2% |
2,448.0 |
| Close |
2,519.0 |
2,501.0 |
-18.0 |
-0.7% |
2,501.0 |
| Range |
42.0 |
24.0 |
-18.0 |
-42.9% |
85.0 |
| ATR |
60.9 |
58.5 |
-2.4 |
-4.0% |
0.0 |
| Volume |
70,543 |
120,629 |
50,086 |
71.0% |
378,241 |
|
| Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,575.0 |
2,562.0 |
2,514.2 |
|
| R3 |
2,551.0 |
2,538.0 |
2,507.6 |
|
| R2 |
2,527.0 |
2,527.0 |
2,505.4 |
|
| R1 |
2,514.0 |
2,514.0 |
2,503.2 |
2,508.5 |
| PP |
2,503.0 |
2,503.0 |
2,503.0 |
2,500.3 |
| S1 |
2,490.0 |
2,490.0 |
2,498.8 |
2,484.5 |
| S2 |
2,479.0 |
2,479.0 |
2,496.6 |
|
| S3 |
2,455.0 |
2,466.0 |
2,494.4 |
|
| S4 |
2,431.0 |
2,442.0 |
2,487.8 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,749.0 |
2,710.0 |
2,547.8 |
|
| R3 |
2,664.0 |
2,625.0 |
2,524.4 |
|
| R2 |
2,579.0 |
2,579.0 |
2,516.6 |
|
| R1 |
2,540.0 |
2,540.0 |
2,508.8 |
2,559.5 |
| PP |
2,494.0 |
2,494.0 |
2,494.0 |
2,503.8 |
| S1 |
2,455.0 |
2,455.0 |
2,493.2 |
2,474.5 |
| S2 |
2,409.0 |
2,409.0 |
2,485.4 |
|
| S3 |
2,324.0 |
2,370.0 |
2,477.6 |
|
| S4 |
2,239.0 |
2,285.0 |
2,454.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,533.0 |
2,448.0 |
85.0 |
3.4% |
39.6 |
1.6% |
62% |
False |
False |
75,648 |
| 10 |
2,544.0 |
2,448.0 |
96.0 |
3.8% |
48.3 |
1.9% |
55% |
False |
False |
45,967 |
| 20 |
2,544.0 |
2,295.0 |
249.0 |
10.0% |
55.5 |
2.2% |
83% |
False |
False |
24,245 |
| 40 |
2,544.0 |
2,110.0 |
434.0 |
17.4% |
60.4 |
2.4% |
90% |
False |
False |
13,051 |
| 60 |
2,544.0 |
1,916.0 |
628.0 |
25.1% |
63.4 |
2.5% |
93% |
False |
False |
11,820 |
| 80 |
2,544.0 |
1,693.0 |
851.0 |
34.0% |
64.1 |
2.6% |
95% |
False |
False |
10,407 |
| 100 |
2,544.0 |
1,693.0 |
851.0 |
34.0% |
62.0 |
2.5% |
95% |
False |
False |
8,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,618.0 |
|
2.618 |
2,578.8 |
|
1.618 |
2,554.8 |
|
1.000 |
2,540.0 |
|
0.618 |
2,530.8 |
|
HIGH |
2,516.0 |
|
0.618 |
2,506.8 |
|
0.500 |
2,504.0 |
|
0.382 |
2,501.2 |
|
LOW |
2,492.0 |
|
0.618 |
2,477.2 |
|
1.000 |
2,468.0 |
|
1.618 |
2,453.2 |
|
2.618 |
2,429.2 |
|
4.250 |
2,390.0 |
|
|
| Fisher Pivots for day following 12-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,504.0 |
2,503.0 |
| PP |
2,503.0 |
2,502.3 |
| S1 |
2,502.0 |
2,501.7 |
|