| Trading Metrics calculated at close of trading on 22-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2009 |
22-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
8,556.96 |
8,538.52 |
-18.44 |
-0.2% |
8,798.50 |
| High |
8,616.59 |
8,538.83 |
-77.76 |
-0.9% |
8,798.50 |
| Low |
8,496.73 |
8,334.55 |
-162.18 |
-1.9% |
8,461.29 |
| Close |
8,539.73 |
8,339.01 |
-200.72 |
-2.4% |
8,539.73 |
| Range |
119.86 |
204.28 |
84.42 |
70.4% |
337.21 |
| ATR |
152.26 |
156.04 |
3.78 |
2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,016.97 |
8,882.27 |
8,451.36 |
|
| R3 |
8,812.69 |
8,677.99 |
8,395.19 |
|
| R2 |
8,608.41 |
8,608.41 |
8,376.46 |
|
| R1 |
8,473.71 |
8,473.71 |
8,357.74 |
8,438.92 |
| PP |
8,404.13 |
8,404.13 |
8,404.13 |
8,386.74 |
| S1 |
8,269.43 |
8,269.43 |
8,320.28 |
8,234.64 |
| S2 |
8,199.85 |
8,199.85 |
8,301.56 |
|
| S3 |
7,995.57 |
8,065.15 |
8,282.83 |
|
| S4 |
7,791.29 |
7,860.87 |
8,226.66 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,611.47 |
9,412.81 |
8,725.20 |
|
| R3 |
9,274.26 |
9,075.60 |
8,632.46 |
|
| R2 |
8,937.05 |
8,937.05 |
8,601.55 |
|
| R1 |
8,738.39 |
8,738.39 |
8,570.64 |
8,669.12 |
| PP |
8,599.84 |
8,599.84 |
8,599.84 |
8,565.20 |
| S1 |
8,401.18 |
8,401.18 |
8,508.82 |
8,331.91 |
| S2 |
8,262.63 |
8,262.63 |
8,477.91 |
|
| S3 |
7,925.42 |
8,063.97 |
8,447.00 |
|
| S4 |
7,588.21 |
7,726.76 |
8,354.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,643.65 |
8,334.55 |
309.10 |
3.7% |
137.11 |
1.6% |
1% |
False |
True |
|
| 10 |
8,877.93 |
8,334.55 |
543.38 |
6.5% |
140.98 |
1.7% |
1% |
False |
True |
|
| 20 |
8,877.93 |
8,226.90 |
651.03 |
7.8% |
158.48 |
1.9% |
17% |
False |
False |
|
| 40 |
8,877.93 |
7,938.98 |
938.95 |
11.3% |
159.98 |
1.9% |
43% |
False |
False |
|
| 60 |
8,877.93 |
7,437.59 |
1,440.34 |
17.3% |
173.17 |
2.1% |
63% |
False |
False |
|
| 80 |
8,877.93 |
6,469.95 |
2,407.98 |
28.9% |
191.18 |
2.3% |
78% |
False |
False |
|
| 100 |
8,877.93 |
6,469.95 |
2,407.98 |
28.9% |
198.01 |
2.4% |
78% |
False |
False |
|
| 120 |
9,088.06 |
6,469.95 |
2,618.11 |
31.4% |
202.13 |
2.4% |
71% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,407.02 |
|
2.618 |
9,073.64 |
|
1.618 |
8,869.36 |
|
1.000 |
8,743.11 |
|
0.618 |
8,665.08 |
|
HIGH |
8,538.83 |
|
0.618 |
8,460.80 |
|
0.500 |
8,436.69 |
|
0.382 |
8,412.58 |
|
LOW |
8,334.55 |
|
0.618 |
8,208.30 |
|
1.000 |
8,130.27 |
|
1.618 |
8,004.02 |
|
2.618 |
7,799.74 |
|
4.250 |
7,466.36 |
|
|
| Fisher Pivots for day following 22-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
8,436.69 |
8,475.57 |
| PP |
8,404.13 |
8,430.05 |
| S1 |
8,371.57 |
8,384.53 |
|