| Trading Metrics calculated at close of trading on 18-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
8,504.36 |
8,496.73 |
-7.63 |
-0.1% |
8,759.35 |
| High |
8,563.01 |
8,590.52 |
27.51 |
0.3% |
8,877.93 |
| Low |
8,461.29 |
8,475.12 |
13.83 |
0.2% |
8,633.07 |
| Close |
8,497.18 |
8,555.60 |
58.42 |
0.7% |
8,799.26 |
| Range |
101.72 |
115.40 |
13.68 |
13.4% |
244.86 |
| ATR |
157.78 |
154.75 |
-3.03 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,886.61 |
8,836.51 |
8,619.07 |
|
| R3 |
8,771.21 |
8,721.11 |
8,587.34 |
|
| R2 |
8,655.81 |
8,655.81 |
8,576.76 |
|
| R1 |
8,605.71 |
8,605.71 |
8,566.18 |
8,630.76 |
| PP |
8,540.41 |
8,540.41 |
8,540.41 |
8,552.94 |
| S1 |
8,490.31 |
8,490.31 |
8,545.02 |
8,515.36 |
| S2 |
8,425.01 |
8,425.01 |
8,534.44 |
|
| S3 |
8,309.61 |
8,374.91 |
8,523.87 |
|
| S4 |
8,194.21 |
8,259.51 |
8,492.13 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,504.67 |
9,396.82 |
8,933.93 |
|
| R3 |
9,259.81 |
9,151.96 |
8,866.60 |
|
| R2 |
9,014.95 |
9,014.95 |
8,844.15 |
|
| R1 |
8,907.10 |
8,907.10 |
8,821.71 |
8,961.03 |
| PP |
8,770.09 |
8,770.09 |
8,770.09 |
8,797.05 |
| S1 |
8,662.24 |
8,662.24 |
8,776.81 |
8,716.17 |
| S2 |
8,525.23 |
8,525.23 |
8,754.37 |
|
| S3 |
8,280.37 |
8,417.38 |
8,731.92 |
|
| S4 |
8,035.51 |
8,172.52 |
8,664.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,805.53 |
8,461.29 |
344.24 |
4.0% |
134.16 |
1.6% |
27% |
False |
False |
|
| 10 |
8,877.93 |
8,461.29 |
416.64 |
4.9% |
141.55 |
1.7% |
23% |
False |
False |
|
| 20 |
8,877.93 |
8,221.01 |
656.92 |
7.7% |
157.38 |
1.8% |
51% |
False |
False |
|
| 40 |
8,877.93 |
7,804.21 |
1,073.72 |
12.5% |
160.51 |
1.9% |
70% |
False |
False |
|
| 60 |
8,877.93 |
7,437.59 |
1,440.34 |
16.8% |
175.98 |
2.1% |
78% |
False |
False |
|
| 80 |
8,877.93 |
6,469.95 |
2,407.98 |
28.1% |
193.09 |
2.3% |
87% |
False |
False |
|
| 100 |
8,877.93 |
6,469.95 |
2,407.98 |
28.1% |
198.50 |
2.3% |
87% |
False |
False |
|
| 120 |
9,088.06 |
6,469.95 |
2,618.11 |
30.6% |
201.41 |
2.4% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,080.97 |
|
2.618 |
8,892.64 |
|
1.618 |
8,777.24 |
|
1.000 |
8,705.92 |
|
0.618 |
8,661.84 |
|
HIGH |
8,590.52 |
|
0.618 |
8,546.44 |
|
0.500 |
8,532.82 |
|
0.382 |
8,519.20 |
|
LOW |
8,475.12 |
|
0.618 |
8,403.80 |
|
1.000 |
8,359.72 |
|
1.618 |
8,288.40 |
|
2.618 |
8,173.00 |
|
4.250 |
7,984.67 |
|
|
| Fisher Pivots for day following 18-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
8,548.01 |
8,554.56 |
| PP |
8,540.41 |
8,553.51 |
| S1 |
8,532.82 |
8,552.47 |
|