| Trading Metrics calculated at close of trading on 01-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2009 |
01-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
3,761.0 |
3,848.0 |
87.0 |
2.3% |
3,758.0 |
| High |
3,840.0 |
3,904.0 |
64.0 |
1.7% |
3,840.0 |
| Low |
3,761.0 |
3,806.0 |
45.0 |
1.2% |
3,720.0 |
| Close |
3,799.0 |
3,889.0 |
90.0 |
2.4% |
3,799.0 |
| Range |
79.0 |
98.0 |
19.0 |
24.1% |
120.0 |
| ATR |
73.8 |
76.0 |
2.2 |
3.0% |
0.0 |
| Volume |
32,270 |
33,905 |
1,635 |
5.1% |
136,350 |
|
| Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,160.3 |
4,122.7 |
3,942.9 |
|
| R3 |
4,062.3 |
4,024.7 |
3,916.0 |
|
| R2 |
3,964.3 |
3,964.3 |
3,907.0 |
|
| R1 |
3,926.7 |
3,926.7 |
3,898.0 |
3,945.5 |
| PP |
3,866.3 |
3,866.3 |
3,866.3 |
3,875.8 |
| S1 |
3,828.7 |
3,828.7 |
3,880.0 |
3,847.5 |
| S2 |
3,768.3 |
3,768.3 |
3,871.0 |
|
| S3 |
3,670.3 |
3,730.7 |
3,862.1 |
|
| S4 |
3,572.3 |
3,632.7 |
3,835.1 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,146.3 |
4,092.7 |
3,865.0 |
|
| R3 |
4,026.3 |
3,972.7 |
3,832.0 |
|
| R2 |
3,906.3 |
3,906.3 |
3,821.0 |
|
| R1 |
3,852.7 |
3,852.7 |
3,810.0 |
3,879.5 |
| PP |
3,786.3 |
3,786.3 |
3,786.3 |
3,799.8 |
| S1 |
3,732.7 |
3,732.7 |
3,788.0 |
3,759.5 |
| S2 |
3,666.3 |
3,666.3 |
3,777.0 |
|
| S3 |
3,546.3 |
3,612.7 |
3,766.0 |
|
| S4 |
3,426.3 |
3,492.7 |
3,733.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,904.0 |
3,724.0 |
180.0 |
4.6% |
68.2 |
1.8% |
92% |
True |
False |
28,935 |
| 10 |
3,904.0 |
3,720.0 |
184.0 |
4.7% |
58.8 |
1.5% |
92% |
True |
False |
26,448 |
| 20 |
3,953.0 |
3,714.0 |
239.0 |
6.1% |
55.2 |
1.4% |
73% |
False |
False |
26,185 |
| 40 |
3,953.0 |
3,611.0 |
342.0 |
8.8% |
59.8 |
1.5% |
81% |
False |
False |
25,491 |
| 60 |
3,953.0 |
3,118.0 |
835.0 |
21.5% |
60.8 |
1.6% |
92% |
False |
False |
27,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,320.5 |
|
2.618 |
4,160.6 |
|
1.618 |
4,062.6 |
|
1.000 |
4,002.0 |
|
0.618 |
3,964.6 |
|
HIGH |
3,904.0 |
|
0.618 |
3,866.6 |
|
0.500 |
3,855.0 |
|
0.382 |
3,843.4 |
|
LOW |
3,806.0 |
|
0.618 |
3,745.4 |
|
1.000 |
3,708.0 |
|
1.618 |
3,647.4 |
|
2.618 |
3,549.4 |
|
4.250 |
3,389.5 |
|
|
| Fisher Pivots for day following 01-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3,877.7 |
3,865.3 |
| PP |
3,866.3 |
3,841.7 |
| S1 |
3,855.0 |
3,818.0 |
|