| Trading Metrics calculated at close of trading on 10-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,481.0 |
2,503.0 |
22.0 |
0.9% |
2,485.0 |
| High |
2,500.0 |
2,538.0 |
38.0 |
1.5% |
2,551.0 |
| Low |
2,468.0 |
2,477.0 |
9.0 |
0.4% |
2,456.0 |
| Close |
2,478.0 |
2,500.0 |
22.0 |
0.9% |
2,505.0 |
| Range |
32.0 |
61.0 |
29.0 |
90.6% |
95.0 |
| ATR |
65.7 |
65.4 |
-0.3 |
-0.5% |
0.0 |
| Volume |
963,067 |
1,131,615 |
168,548 |
17.5% |
5,381,387 |
|
| Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,688.0 |
2,655.0 |
2,533.6 |
|
| R3 |
2,627.0 |
2,594.0 |
2,516.8 |
|
| R2 |
2,566.0 |
2,566.0 |
2,511.2 |
|
| R1 |
2,533.0 |
2,533.0 |
2,505.6 |
2,519.0 |
| PP |
2,505.0 |
2,505.0 |
2,505.0 |
2,498.0 |
| S1 |
2,472.0 |
2,472.0 |
2,494.4 |
2,458.0 |
| S2 |
2,444.0 |
2,444.0 |
2,488.8 |
|
| S3 |
2,383.0 |
2,411.0 |
2,483.2 |
|
| S4 |
2,322.0 |
2,350.0 |
2,466.5 |
|
|
| 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% |
46.8 |
1.9% |
51% |
False |
False |
1,057,172 |
| 10 |
2,551.0 |
2,426.0 |
125.0 |
5.0% |
53.8 |
2.2% |
59% |
False |
False |
1,074,663 |
| 20 |
2,551.0 |
2,293.0 |
258.0 |
10.3% |
62.1 |
2.5% |
80% |
False |
False |
1,143,206 |
| 40 |
2,551.0 |
2,111.0 |
440.0 |
17.6% |
65.7 |
2.6% |
88% |
False |
False |
1,203,181 |
| 60 |
2,551.0 |
1,888.0 |
663.0 |
26.5% |
68.6 |
2.7% |
92% |
False |
False |
1,215,797 |
| 80 |
2,551.0 |
1,693.0 |
858.0 |
34.3% |
71.5 |
2.9% |
94% |
False |
False |
919,797 |
| 100 |
2,551.0 |
1,693.0 |
858.0 |
34.3% |
73.9 |
3.0% |
94% |
False |
False |
736,719 |
| 120 |
2,562.0 |
1,693.0 |
869.0 |
34.8% |
74.2 |
3.0% |
93% |
False |
False |
615,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,797.3 |
|
2.618 |
2,697.7 |
|
1.618 |
2,636.7 |
|
1.000 |
2,599.0 |
|
0.618 |
2,575.7 |
|
HIGH |
2,538.0 |
|
0.618 |
2,514.7 |
|
0.500 |
2,507.5 |
|
0.382 |
2,500.3 |
|
LOW |
2,477.0 |
|
0.618 |
2,439.3 |
|
1.000 |
2,416.0 |
|
1.618 |
2,378.3 |
|
2.618 |
2,317.3 |
|
4.250 |
2,217.8 |
|
|
| Fisher Pivots for day following 10-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,507.5 |
2,498.3 |
| PP |
2,505.0 |
2,496.7 |
| S1 |
2,502.5 |
2,495.0 |
|