| Trading Metrics calculated at close of trading on 02-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2009 |
02-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,485.0 |
2,510.0 |
25.0 |
1.0% |
2,415.0 |
| High |
2,535.0 |
2,544.0 |
9.0 |
0.4% |
2,483.0 |
| Low |
2,473.0 |
2,502.0 |
29.0 |
1.2% |
2,379.0 |
| Close |
2,527.0 |
2,532.0 |
5.0 |
0.2% |
2,438.0 |
| Range |
62.0 |
42.0 |
-20.0 |
-32.3% |
104.0 |
| ATR |
69.4 |
67.4 |
-2.0 |
-2.8% |
0.0 |
| Volume |
1,355 |
23,177 |
21,822 |
1,610.5% |
9,892 |
|
| Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,652.0 |
2,634.0 |
2,555.1 |
|
| R3 |
2,610.0 |
2,592.0 |
2,543.6 |
|
| R2 |
2,568.0 |
2,568.0 |
2,539.7 |
|
| R1 |
2,550.0 |
2,550.0 |
2,535.9 |
2,559.0 |
| PP |
2,526.0 |
2,526.0 |
2,526.0 |
2,530.5 |
| S1 |
2,508.0 |
2,508.0 |
2,528.2 |
2,517.0 |
| S2 |
2,484.0 |
2,484.0 |
2,524.3 |
|
| S3 |
2,442.0 |
2,466.0 |
2,520.5 |
|
| S4 |
2,400.0 |
2,424.0 |
2,508.9 |
|
|
| 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 |
2,544.0 |
2,420.0 |
124.0 |
4.9% |
52.6 |
2.1% |
90% |
True |
False |
6,347 |
| 10 |
2,544.0 |
2,379.0 |
165.0 |
6.5% |
56.7 |
2.2% |
93% |
True |
False |
4,551 |
| 20 |
2,544.0 |
2,290.0 |
254.0 |
10.0% |
64.0 |
2.5% |
95% |
True |
False |
3,190 |
| 40 |
2,544.0 |
2,043.0 |
501.0 |
19.8% |
64.2 |
2.5% |
98% |
True |
False |
3,117 |
| 60 |
2,544.0 |
1,693.0 |
851.0 |
33.6% |
67.6 |
2.7% |
99% |
True |
False |
6,446 |
| 80 |
2,544.0 |
1,693.0 |
851.0 |
33.6% |
63.4 |
2.5% |
99% |
True |
False |
5,012 |
| 100 |
2,544.0 |
1,693.0 |
851.0 |
33.6% |
63.6 |
2.5% |
99% |
True |
False |
4,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,722.5 |
|
2.618 |
2,654.0 |
|
1.618 |
2,612.0 |
|
1.000 |
2,586.0 |
|
0.618 |
2,570.0 |
|
HIGH |
2,544.0 |
|
0.618 |
2,528.0 |
|
0.500 |
2,523.0 |
|
0.382 |
2,518.0 |
|
LOW |
2,502.0 |
|
0.618 |
2,476.0 |
|
1.000 |
2,460.0 |
|
1.618 |
2,434.0 |
|
2.618 |
2,392.0 |
|
4.250 |
2,323.5 |
|
|
| Fisher Pivots for day following 02-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,529.0 |
2,516.8 |
| PP |
2,526.0 |
2,501.7 |
| S1 |
2,523.0 |
2,486.5 |
|