| 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 |
2,470.0 |
2,485.0 |
15.0 |
0.6% |
2,415.0 |
| High |
2,483.0 |
2,535.0 |
52.0 |
2.1% |
2,483.0 |
| Low |
2,429.0 |
2,473.0 |
44.0 |
1.8% |
2,379.0 |
| Close |
2,438.0 |
2,527.0 |
89.0 |
3.7% |
2,438.0 |
| Range |
54.0 |
62.0 |
8.0 |
14.8% |
104.0 |
| ATR |
67.3 |
69.4 |
2.1 |
3.2% |
0.0 |
| Volume |
984 |
1,355 |
371 |
37.7% |
9,892 |
|
| Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,697.7 |
2,674.3 |
2,561.1 |
|
| R3 |
2,635.7 |
2,612.3 |
2,544.1 |
|
| R2 |
2,573.7 |
2,573.7 |
2,538.4 |
|
| R1 |
2,550.3 |
2,550.3 |
2,532.7 |
2,562.0 |
| PP |
2,511.7 |
2,511.7 |
2,511.7 |
2,517.5 |
| S1 |
2,488.3 |
2,488.3 |
2,521.3 |
2,500.0 |
| S2 |
2,449.7 |
2,449.7 |
2,515.6 |
|
| S3 |
2,387.7 |
2,426.3 |
2,510.0 |
|
| S4 |
2,325.7 |
2,364.3 |
2,492.9 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,745.3 |
2,695.7 |
2,495.2 |
|
| R3 |
2,641.3 |
2,591.7 |
2,466.6 |
|
| R2 |
2,537.3 |
2,537.3 |
2,457.1 |
|
| R1 |
2,487.7 |
2,487.7 |
2,447.5 |
2,512.5 |
| PP |
2,433.3 |
2,433.3 |
2,433.3 |
2,445.8 |
| S1 |
2,383.7 |
2,383.7 |
2,428.5 |
2,408.5 |
| S2 |
2,329.3 |
2,329.3 |
2,418.9 |
|
| S3 |
2,225.3 |
2,279.7 |
2,409.4 |
|
| S4 |
2,121.3 |
2,175.7 |
2,380.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,535.0 |
2,379.0 |
156.0 |
6.2% |
63.2 |
2.5% |
95% |
True |
False |
2,161 |
| 10 |
2,535.0 |
2,379.0 |
156.0 |
6.2% |
56.5 |
2.2% |
95% |
True |
False |
2,324 |
| 20 |
2,535.0 |
2,290.0 |
245.0 |
9.7% |
63.8 |
2.5% |
97% |
True |
False |
2,082 |
| 40 |
2,535.0 |
2,043.0 |
492.0 |
19.5% |
65.3 |
2.6% |
98% |
True |
False |
2,576 |
| 60 |
2,535.0 |
1,693.0 |
842.0 |
33.3% |
68.5 |
2.7% |
99% |
True |
False |
6,080 |
| 80 |
2,535.0 |
1,693.0 |
842.0 |
33.3% |
63.7 |
2.5% |
99% |
True |
False |
4,726 |
| 100 |
2,535.0 |
1,693.0 |
842.0 |
33.3% |
63.6 |
2.5% |
99% |
True |
False |
3,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,798.5 |
|
2.618 |
2,697.3 |
|
1.618 |
2,635.3 |
|
1.000 |
2,597.0 |
|
0.618 |
2,573.3 |
|
HIGH |
2,535.0 |
|
0.618 |
2,511.3 |
|
0.500 |
2,504.0 |
|
0.382 |
2,496.7 |
|
LOW |
2,473.0 |
|
0.618 |
2,434.7 |
|
1.000 |
2,411.0 |
|
1.618 |
2,372.7 |
|
2.618 |
2,310.7 |
|
4.250 |
2,209.5 |
|
|
| Fisher Pivots for day following 01-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,519.3 |
2,510.5 |
| PP |
2,511.7 |
2,494.0 |
| S1 |
2,504.0 |
2,477.5 |
|