| Trading Metrics calculated at close of trading on 16-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,500.0 |
2,427.0 |
-73.0 |
-2.9% |
2,481.0 |
| High |
2,500.0 |
2,446.0 |
-54.0 |
-2.2% |
2,533.0 |
| Low |
2,416.0 |
2,390.0 |
-26.0 |
-1.1% |
2,448.0 |
| Close |
2,426.0 |
2,422.0 |
-4.0 |
-0.2% |
2,501.0 |
| Range |
84.0 |
56.0 |
-28.0 |
-33.3% |
85.0 |
| ATR |
60.4 |
60.1 |
-0.3 |
-0.5% |
0.0 |
| Volume |
888,693 |
1,153,860 |
265,167 |
29.8% |
378,241 |
|
| Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,587.3 |
2,560.7 |
2,452.8 |
|
| R3 |
2,531.3 |
2,504.7 |
2,437.4 |
|
| R2 |
2,475.3 |
2,475.3 |
2,432.3 |
|
| R1 |
2,448.7 |
2,448.7 |
2,427.1 |
2,434.0 |
| PP |
2,419.3 |
2,419.3 |
2,419.3 |
2,412.0 |
| S1 |
2,392.7 |
2,392.7 |
2,416.9 |
2,378.0 |
| S2 |
2,363.3 |
2,363.3 |
2,411.7 |
|
| S3 |
2,307.3 |
2,336.7 |
2,406.6 |
|
| S4 |
2,251.3 |
2,280.7 |
2,391.2 |
|
|
| 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 |
2,390.0 |
143.0 |
5.9% |
53.2 |
2.2% |
22% |
False |
True |
465,540 |
| 10 |
2,540.0 |
2,390.0 |
150.0 |
6.2% |
51.9 |
2.1% |
21% |
False |
True |
247,769 |
| 20 |
2,544.0 |
2,379.0 |
165.0 |
6.8% |
54.3 |
2.2% |
26% |
False |
False |
126,160 |
| 40 |
2,544.0 |
2,110.0 |
434.0 |
17.9% |
60.0 |
2.5% |
72% |
False |
False |
64,054 |
| 60 |
2,544.0 |
1,918.0 |
626.0 |
25.8% |
63.4 |
2.6% |
81% |
False |
False |
44,030 |
| 80 |
2,544.0 |
1,693.0 |
851.0 |
35.1% |
64.9 |
2.7% |
86% |
False |
False |
35,921 |
| 100 |
2,544.0 |
1,693.0 |
851.0 |
35.1% |
62.3 |
2.6% |
86% |
False |
False |
28,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,684.0 |
|
2.618 |
2,592.6 |
|
1.618 |
2,536.6 |
|
1.000 |
2,502.0 |
|
0.618 |
2,480.6 |
|
HIGH |
2,446.0 |
|
0.618 |
2,424.6 |
|
0.500 |
2,418.0 |
|
0.382 |
2,411.4 |
|
LOW |
2,390.0 |
|
0.618 |
2,355.4 |
|
1.000 |
2,334.0 |
|
1.618 |
2,299.4 |
|
2.618 |
2,243.4 |
|
4.250 |
2,152.0 |
|
|
| Fisher Pivots for day following 16-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,420.7 |
2,453.0 |
| PP |
2,419.3 |
2,442.7 |
| S1 |
2,418.0 |
2,432.3 |
|