| Trading Metrics calculated at close of trading on 23-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2009 |
23-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
4,850.0 |
4,684.0 |
-166.0 |
-3.4% |
5,060.5 |
| High |
4,867.0 |
4,757.0 |
-110.0 |
-2.3% |
5,062.5 |
| Low |
4,683.5 |
4,673.0 |
-10.5 |
-0.2% |
4,765.5 |
| Close |
4,712.0 |
4,707.5 |
-4.5 |
-0.1% |
4,861.0 |
| Range |
183.5 |
84.0 |
-99.5 |
-54.2% |
297.0 |
| ATR |
120.1 |
117.5 |
-2.6 |
-2.1% |
0.0 |
| Volume |
137,030 |
147,351 |
10,321 |
7.5% |
318,627 |
|
| Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,964.5 |
4,920.0 |
4,753.7 |
|
| R3 |
4,880.5 |
4,836.0 |
4,730.6 |
|
| R2 |
4,796.5 |
4,796.5 |
4,722.9 |
|
| R1 |
4,752.0 |
4,752.0 |
4,715.2 |
4,774.3 |
| PP |
4,712.5 |
4,712.5 |
4,712.5 |
4,723.6 |
| S1 |
4,668.0 |
4,668.0 |
4,699.8 |
4,690.3 |
| S2 |
4,628.5 |
4,628.5 |
4,692.1 |
|
| S3 |
4,544.5 |
4,584.0 |
4,684.4 |
|
| S4 |
4,460.5 |
4,500.0 |
4,661.3 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,787.3 |
5,621.2 |
5,024.4 |
|
| R3 |
5,490.3 |
5,324.2 |
4,942.7 |
|
| R2 |
5,193.3 |
5,193.3 |
4,915.5 |
|
| R1 |
5,027.2 |
5,027.2 |
4,888.2 |
4,961.8 |
| PP |
4,896.3 |
4,896.3 |
4,896.3 |
4,863.6 |
| S1 |
4,730.2 |
4,730.2 |
4,833.8 |
4,664.8 |
| S2 |
4,599.3 |
4,599.3 |
4,806.6 |
|
| S3 |
4,302.3 |
4,433.2 |
4,779.3 |
|
| S4 |
4,005.3 |
4,136.2 |
4,697.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,893.0 |
4,673.0 |
220.0 |
4.7% |
109.6 |
2.3% |
16% |
False |
True |
105,566 |
| 10 |
5,140.0 |
4,673.0 |
467.0 |
9.9% |
108.3 |
2.3% |
7% |
False |
True |
62,008 |
| 20 |
5,178.0 |
4,673.0 |
505.0 |
10.7% |
103.5 |
2.2% |
7% |
False |
True |
31,784 |
| 40 |
5,178.0 |
4,570.0 |
608.0 |
12.9% |
113.5 |
2.4% |
23% |
False |
False |
16,264 |
| 60 |
5,178.0 |
3,984.5 |
1,193.5 |
25.4% |
119.2 |
2.5% |
61% |
False |
False |
10,982 |
| 80 |
5,178.0 |
3,613.5 |
1,564.5 |
33.2% |
121.8 |
2.6% |
70% |
False |
False |
8,822 |
| 100 |
5,178.0 |
3,613.5 |
1,564.5 |
33.2% |
123.5 |
2.6% |
70% |
False |
False |
7,117 |
| 120 |
5,178.0 |
3,613.5 |
1,564.5 |
33.2% |
125.9 |
2.7% |
70% |
False |
False |
5,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,114.0 |
|
2.618 |
4,976.9 |
|
1.618 |
4,892.9 |
|
1.000 |
4,841.0 |
|
0.618 |
4,808.9 |
|
HIGH |
4,757.0 |
|
0.618 |
4,724.9 |
|
0.500 |
4,715.0 |
|
0.382 |
4,705.1 |
|
LOW |
4,673.0 |
|
0.618 |
4,621.1 |
|
1.000 |
4,589.0 |
|
1.618 |
4,537.1 |
|
2.618 |
4,453.1 |
|
4.250 |
4,316.0 |
|
|
| Fisher Pivots for day following 23-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4,715.0 |
4,778.5 |
| PP |
4,712.5 |
4,754.8 |
| S1 |
4,710.0 |
4,731.2 |
|