| Trading Metrics calculated at close of trading on 19-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1,453.00 |
1,446.75 |
-6.25 |
-0.4% |
1,483.00 |
| High |
1,462.75 |
1,476.75 |
14.00 |
1.0% |
1,483.00 |
| Low |
1,443.00 |
1,445.75 |
2.75 |
0.2% |
1,437.75 |
| Close |
1,449.50 |
1,464.00 |
14.50 |
1.0% |
1,464.00 |
| Range |
19.75 |
31.00 |
11.25 |
57.0% |
45.25 |
| ATR |
32.65 |
32.53 |
-0.12 |
-0.4% |
0.00 |
| Volume |
401,376 |
316,590 |
-84,786 |
-21.1% |
1,608,793 |
|
| Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,555.25 |
1,540.50 |
1,481.00 |
|
| R3 |
1,524.25 |
1,509.50 |
1,472.50 |
|
| R2 |
1,493.25 |
1,493.25 |
1,469.75 |
|
| R1 |
1,478.50 |
1,478.50 |
1,466.75 |
1,486.00 |
| PP |
1,462.25 |
1,462.25 |
1,462.25 |
1,465.75 |
| S1 |
1,447.50 |
1,447.50 |
1,461.25 |
1,455.00 |
| S2 |
1,431.25 |
1,431.25 |
1,458.25 |
|
| S3 |
1,400.25 |
1,416.50 |
1,455.50 |
|
| S4 |
1,369.25 |
1,385.50 |
1,447.00 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,597.25 |
1,576.00 |
1,489.00 |
|
| R3 |
1,552.00 |
1,530.75 |
1,476.50 |
|
| R2 |
1,506.75 |
1,506.75 |
1,472.25 |
|
| R1 |
1,485.50 |
1,485.50 |
1,468.25 |
1,473.50 |
| PP |
1,461.50 |
1,461.50 |
1,461.50 |
1,455.50 |
| S1 |
1,440.25 |
1,440.25 |
1,459.75 |
1,428.25 |
| S2 |
1,416.25 |
1,416.25 |
1,455.75 |
|
| S3 |
1,371.00 |
1,395.00 |
1,451.50 |
|
| S4 |
1,325.75 |
1,349.75 |
1,439.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,483.00 |
1,437.75 |
45.25 |
3.1% |
29.75 |
2.0% |
58% |
False |
False |
321,758 |
| 10 |
1,516.00 |
1,437.75 |
78.25 |
5.3% |
30.00 |
2.1% |
34% |
False |
False |
188,682 |
| 20 |
1,516.00 |
1,341.50 |
174.50 |
11.9% |
32.50 |
2.2% |
70% |
False |
False |
94,730 |
| 40 |
1,516.00 |
1,335.75 |
180.25 |
12.3% |
34.25 |
2.3% |
71% |
False |
False |
47,413 |
| 60 |
1,516.00 |
1,203.75 |
312.25 |
21.3% |
34.75 |
2.4% |
83% |
False |
False |
31,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,608.50 |
|
2.618 |
1,558.00 |
|
1.618 |
1,527.00 |
|
1.000 |
1,507.75 |
|
0.618 |
1,496.00 |
|
HIGH |
1,476.75 |
|
0.618 |
1,465.00 |
|
0.500 |
1,461.25 |
|
0.382 |
1,457.50 |
|
LOW |
1,445.75 |
|
0.618 |
1,426.50 |
|
1.000 |
1,414.75 |
|
1.618 |
1,395.50 |
|
2.618 |
1,364.50 |
|
4.250 |
1,314.00 |
|
|
| Fisher Pivots for day following 19-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,463.00 |
1,461.75 |
| PP |
1,462.25 |
1,459.50 |
| S1 |
1,461.25 |
1,457.25 |
|