| Trading Metrics calculated at close of trading on 03-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2009 |
03-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,510.0 |
2,532.0 |
22.0 |
0.9% |
2,415.0 |
| High |
2,544.0 |
2,538.0 |
-6.0 |
-0.2% |
2,483.0 |
| Low |
2,502.0 |
2,449.0 |
-53.0 |
-2.1% |
2,379.0 |
| Close |
2,532.0 |
2,476.0 |
-56.0 |
-2.2% |
2,438.0 |
| Range |
42.0 |
89.0 |
47.0 |
111.9% |
104.0 |
| ATR |
67.4 |
69.0 |
1.5 |
2.3% |
0.0 |
| Volume |
23,177 |
19,861 |
-3,316 |
-14.3% |
9,892 |
|
| Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,754.7 |
2,704.3 |
2,525.0 |
|
| R3 |
2,665.7 |
2,615.3 |
2,500.5 |
|
| R2 |
2,576.7 |
2,576.7 |
2,492.3 |
|
| R1 |
2,526.3 |
2,526.3 |
2,484.2 |
2,507.0 |
| PP |
2,487.7 |
2,487.7 |
2,487.7 |
2,478.0 |
| S1 |
2,437.3 |
2,437.3 |
2,467.8 |
2,418.0 |
| S2 |
2,398.7 |
2,398.7 |
2,459.7 |
|
| S3 |
2,309.7 |
2,348.3 |
2,451.5 |
|
| S4 |
2,220.7 |
2,259.3 |
2,427.1 |
|
|
| 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 |
5.0% |
59.6 |
2.4% |
45% |
False |
False |
9,661 |
| 10 |
2,544.0 |
2,379.0 |
165.0 |
6.7% |
60.0 |
2.4% |
59% |
False |
False |
6,316 |
| 20 |
2,544.0 |
2,290.0 |
254.0 |
10.3% |
64.6 |
2.6% |
73% |
False |
False |
4,147 |
| 40 |
2,544.0 |
2,043.0 |
501.0 |
20.2% |
64.7 |
2.6% |
86% |
False |
False |
3,511 |
| 60 |
2,544.0 |
1,693.0 |
851.0 |
34.4% |
68.0 |
2.7% |
92% |
False |
False |
6,761 |
| 80 |
2,544.0 |
1,693.0 |
851.0 |
34.4% |
63.9 |
2.6% |
92% |
False |
False |
5,237 |
| 100 |
2,544.0 |
1,693.0 |
851.0 |
34.4% |
63.8 |
2.6% |
92% |
False |
False |
4,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,916.3 |
|
2.618 |
2,771.0 |
|
1.618 |
2,682.0 |
|
1.000 |
2,627.0 |
|
0.618 |
2,593.0 |
|
HIGH |
2,538.0 |
|
0.618 |
2,504.0 |
|
0.500 |
2,493.5 |
|
0.382 |
2,483.0 |
|
LOW |
2,449.0 |
|
0.618 |
2,394.0 |
|
1.000 |
2,360.0 |
|
1.618 |
2,305.0 |
|
2.618 |
2,216.0 |
|
4.250 |
2,070.8 |
|
|
| Fisher Pivots for day following 03-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,493.5 |
2,496.5 |
| PP |
2,487.7 |
2,489.7 |
| S1 |
2,481.8 |
2,482.8 |
|