| 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 |
8,508 |
8,502 |
-6 |
-0.1% |
8,692 |
| High |
8,563 |
8,596 |
33 |
0.4% |
8,880 |
| Low |
8,462 |
8,475 |
13 |
0.2% |
8,627 |
| Close |
8,493 |
8,550 |
57 |
0.7% |
8,790 |
| Range |
101 |
121 |
20 |
19.8% |
253 |
| ATR |
175 |
171 |
-4 |
-2.2% |
0 |
| Volume |
22,622 |
19,946 |
-2,676 |
-11.8% |
643,075 |
|
| Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,903 |
8,848 |
8,617 |
|
| R3 |
8,782 |
8,727 |
8,583 |
|
| R2 |
8,661 |
8,661 |
8,572 |
|
| R1 |
8,606 |
8,606 |
8,561 |
8,634 |
| PP |
8,540 |
8,540 |
8,540 |
8,554 |
| S1 |
8,485 |
8,485 |
8,539 |
8,513 |
| S2 |
8,419 |
8,419 |
8,528 |
|
| S3 |
8,298 |
8,364 |
8,517 |
|
| S4 |
8,177 |
8,243 |
8,484 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,525 |
9,410 |
8,929 |
|
| R3 |
9,272 |
9,157 |
8,860 |
|
| R2 |
9,019 |
9,019 |
8,837 |
|
| R1 |
8,904 |
8,904 |
8,813 |
8,962 |
| PP |
8,766 |
8,766 |
8,766 |
8,794 |
| S1 |
8,651 |
8,651 |
8,767 |
8,709 |
| S2 |
8,513 |
8,513 |
8,744 |
|
| S3 |
8,260 |
8,398 |
8,721 |
|
| S4 |
8,007 |
8,145 |
8,651 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,810 |
8,462 |
348 |
4.1% |
140 |
1.6% |
25% |
False |
False |
37,785 |
| 10 |
8,900 |
8,462 |
438 |
5.1% |
157 |
1.8% |
20% |
False |
False |
86,500 |
| 20 |
8,900 |
8,194 |
706 |
8.3% |
175 |
2.0% |
50% |
False |
False |
120,794 |
| 40 |
8,900 |
7,752 |
1,148 |
13.4% |
182 |
2.1% |
70% |
False |
False |
142,254 |
| 60 |
8,900 |
7,381 |
1,519 |
17.8% |
198 |
2.3% |
77% |
False |
False |
153,444 |
| 80 |
8,900 |
6,416 |
2,484 |
29.1% |
216 |
2.5% |
86% |
False |
False |
134,060 |
| 100 |
8,900 |
6,416 |
2,484 |
29.1% |
217 |
2.5% |
86% |
False |
False |
107,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,110 |
|
2.618 |
8,913 |
|
1.618 |
8,792 |
|
1.000 |
8,717 |
|
0.618 |
8,671 |
|
HIGH |
8,596 |
|
0.618 |
8,550 |
|
0.500 |
8,536 |
|
0.382 |
8,521 |
|
LOW |
8,475 |
|
0.618 |
8,400 |
|
1.000 |
8,354 |
|
1.618 |
8,279 |
|
2.618 |
8,158 |
|
4.250 |
7,961 |
|
|
| Fisher Pivots for day following 18-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
8,545 |
8,561 |
| PP |
8,540 |
8,557 |
| S1 |
8,536 |
8,554 |
|