| Trading Metrics calculated at close of trading on 15-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,507.0 |
2,500.0 |
-7.0 |
-0.3% |
2,481.0 |
| High |
2,516.0 |
2,500.0 |
-16.0 |
-0.6% |
2,533.0 |
| Low |
2,492.0 |
2,416.0 |
-76.0 |
-3.0% |
2,448.0 |
| Close |
2,501.0 |
2,426.0 |
-75.0 |
-3.0% |
2,501.0 |
| Range |
24.0 |
84.0 |
60.0 |
250.0% |
85.0 |
| ATR |
58.5 |
60.4 |
1.9 |
3.2% |
0.0 |
| Volume |
120,629 |
888,693 |
768,064 |
636.7% |
378,241 |
|
| Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,699.3 |
2,646.7 |
2,472.2 |
|
| R3 |
2,615.3 |
2,562.7 |
2,449.1 |
|
| R2 |
2,531.3 |
2,531.3 |
2,441.4 |
|
| R1 |
2,478.7 |
2,478.7 |
2,433.7 |
2,463.0 |
| PP |
2,447.3 |
2,447.3 |
2,447.3 |
2,439.5 |
| S1 |
2,394.7 |
2,394.7 |
2,418.3 |
2,379.0 |
| S2 |
2,363.3 |
2,363.3 |
2,410.6 |
|
| S3 |
2,279.3 |
2,310.7 |
2,402.9 |
|
| S4 |
2,195.3 |
2,226.7 |
2,379.8 |
|
|
| 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 |
2,416.0 |
117.0 |
4.8% |
47.6 |
2.0% |
9% |
False |
True |
244,989 |
| 10 |
2,544.0 |
2,416.0 |
128.0 |
5.3% |
50.5 |
2.1% |
8% |
False |
True |
134,700 |
| 20 |
2,544.0 |
2,379.0 |
165.0 |
6.8% |
53.5 |
2.2% |
28% |
False |
False |
68,512 |
| 40 |
2,544.0 |
2,110.0 |
434.0 |
17.9% |
61.2 |
2.5% |
73% |
False |
False |
35,215 |
| 60 |
2,544.0 |
1,918.0 |
626.0 |
25.8% |
63.5 |
2.6% |
81% |
False |
False |
25,792 |
| 80 |
2,544.0 |
1,693.0 |
851.0 |
35.1% |
64.6 |
2.7% |
86% |
False |
False |
21,506 |
| 100 |
2,544.0 |
1,693.0 |
851.0 |
35.1% |
62.0 |
2.6% |
86% |
False |
False |
17,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,857.0 |
|
2.618 |
2,719.9 |
|
1.618 |
2,635.9 |
|
1.000 |
2,584.0 |
|
0.618 |
2,551.9 |
|
HIGH |
2,500.0 |
|
0.618 |
2,467.9 |
|
0.500 |
2,458.0 |
|
0.382 |
2,448.1 |
|
LOW |
2,416.0 |
|
0.618 |
2,364.1 |
|
1.000 |
2,332.0 |
|
1.618 |
2,280.1 |
|
2.618 |
2,196.1 |
|
4.250 |
2,059.0 |
|
|
| Fisher Pivots for day following 15-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,458.0 |
2,473.0 |
| PP |
2,447.3 |
2,457.3 |
| S1 |
2,436.7 |
2,441.7 |
|