| Trading Metrics calculated at close of trading on 09-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,487.0 |
2,481.0 |
-6.0 |
-0.2% |
2,485.0 |
| High |
2,499.0 |
2,500.0 |
1.0 |
0.0% |
2,551.0 |
| Low |
2,452.0 |
2,468.0 |
16.0 |
0.7% |
2,456.0 |
| Close |
2,467.0 |
2,478.0 |
11.0 |
0.4% |
2,505.0 |
| Range |
47.0 |
32.0 |
-15.0 |
-31.9% |
95.0 |
| ATR |
68.3 |
65.7 |
-2.5 |
-3.7% |
0.0 |
| Volume |
930,298 |
963,067 |
32,769 |
3.5% |
5,381,387 |
|
| Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,578.0 |
2,560.0 |
2,495.6 |
|
| R3 |
2,546.0 |
2,528.0 |
2,486.8 |
|
| R2 |
2,514.0 |
2,514.0 |
2,483.9 |
|
| R1 |
2,496.0 |
2,496.0 |
2,480.9 |
2,489.0 |
| PP |
2,482.0 |
2,482.0 |
2,482.0 |
2,478.5 |
| S1 |
2,464.0 |
2,464.0 |
2,475.1 |
2,457.0 |
| S2 |
2,450.0 |
2,450.0 |
2,472.1 |
|
| S3 |
2,418.0 |
2,432.0 |
2,469.2 |
|
| S4 |
2,386.0 |
2,400.0 |
2,460.4 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,789.0 |
2,742.0 |
2,557.3 |
|
| R3 |
2,694.0 |
2,647.0 |
2,531.1 |
|
| R2 |
2,599.0 |
2,599.0 |
2,522.4 |
|
| R1 |
2,552.0 |
2,552.0 |
2,513.7 |
2,575.5 |
| PP |
2,504.0 |
2,504.0 |
2,504.0 |
2,515.8 |
| S1 |
2,457.0 |
2,457.0 |
2,496.3 |
2,480.5 |
| S2 |
2,409.0 |
2,409.0 |
2,487.6 |
|
| S3 |
2,314.0 |
2,362.0 |
2,478.9 |
|
| S4 |
2,219.0 |
2,267.0 |
2,452.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,546.0 |
2,452.0 |
94.0 |
3.8% |
52.6 |
2.1% |
28% |
False |
False |
1,051,246 |
| 10 |
2,551.0 |
2,426.0 |
125.0 |
5.0% |
53.6 |
2.2% |
42% |
False |
False |
1,066,637 |
| 20 |
2,551.0 |
2,293.0 |
258.0 |
10.4% |
61.8 |
2.5% |
72% |
False |
False |
1,149,977 |
| 40 |
2,551.0 |
2,111.0 |
440.0 |
17.8% |
65.9 |
2.7% |
83% |
False |
False |
1,201,308 |
| 60 |
2,551.0 |
1,805.0 |
746.0 |
30.1% |
69.6 |
2.8% |
90% |
False |
False |
1,199,841 |
| 80 |
2,551.0 |
1,693.0 |
858.0 |
34.6% |
71.2 |
2.9% |
91% |
False |
False |
905,679 |
| 100 |
2,551.0 |
1,693.0 |
858.0 |
34.6% |
74.8 |
3.0% |
91% |
False |
False |
725,424 |
| 120 |
2,562.0 |
1,693.0 |
869.0 |
35.1% |
74.2 |
3.0% |
90% |
False |
False |
606,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,636.0 |
|
2.618 |
2,583.8 |
|
1.618 |
2,551.8 |
|
1.000 |
2,532.0 |
|
0.618 |
2,519.8 |
|
HIGH |
2,500.0 |
|
0.618 |
2,487.8 |
|
0.500 |
2,484.0 |
|
0.382 |
2,480.2 |
|
LOW |
2,468.0 |
|
0.618 |
2,448.2 |
|
1.000 |
2,436.0 |
|
1.618 |
2,416.2 |
|
2.618 |
2,384.2 |
|
4.250 |
2,332.0 |
|
|
| Fisher Pivots for day following 09-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,484.0 |
2,499.0 |
| PP |
2,482.0 |
2,492.0 |
| S1 |
2,480.0 |
2,485.0 |
|