| Trading Metrics calculated at close of trading on 04-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2009 |
04-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,532.0 |
2,468.0 |
-64.0 |
-2.5% |
2,415.0 |
| High |
2,538.0 |
2,501.0 |
-37.0 |
-1.5% |
2,483.0 |
| Low |
2,449.0 |
2,468.0 |
19.0 |
0.8% |
2,379.0 |
| Close |
2,476.0 |
2,485.0 |
9.0 |
0.4% |
2,438.0 |
| Range |
89.0 |
33.0 |
-56.0 |
-62.9% |
104.0 |
| ATR |
69.0 |
66.4 |
-2.6 |
-3.7% |
0.0 |
| Volume |
19,861 |
4,778 |
-15,083 |
-75.9% |
9,892 |
|
| Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,583.7 |
2,567.3 |
2,503.2 |
|
| R3 |
2,550.7 |
2,534.3 |
2,494.1 |
|
| R2 |
2,517.7 |
2,517.7 |
2,491.1 |
|
| R1 |
2,501.3 |
2,501.3 |
2,488.0 |
2,509.5 |
| PP |
2,484.7 |
2,484.7 |
2,484.7 |
2,488.8 |
| S1 |
2,468.3 |
2,468.3 |
2,482.0 |
2,476.5 |
| S2 |
2,451.7 |
2,451.7 |
2,479.0 |
|
| S3 |
2,418.7 |
2,435.3 |
2,475.9 |
|
| S4 |
2,385.7 |
2,402.3 |
2,466.9 |
|
|
| 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 |
2,429.0 |
115.0 |
4.6% |
56.0 |
2.3% |
49% |
False |
False |
10,031 |
| 10 |
2,544.0 |
2,379.0 |
165.0 |
6.6% |
57.7 |
2.3% |
64% |
False |
False |
6,734 |
| 20 |
2,544.0 |
2,290.0 |
254.0 |
10.2% |
61.6 |
2.5% |
77% |
False |
False |
4,341 |
| 40 |
2,544.0 |
2,043.0 |
501.0 |
20.2% |
63.4 |
2.6% |
88% |
False |
False |
3,610 |
| 60 |
2,544.0 |
1,727.0 |
817.0 |
32.9% |
67.5 |
2.7% |
93% |
False |
False |
6,824 |
| 80 |
2,544.0 |
1,693.0 |
851.0 |
34.2% |
63.9 |
2.6% |
93% |
False |
False |
5,291 |
| 100 |
2,544.0 |
1,693.0 |
851.0 |
34.2% |
63.7 |
2.6% |
93% |
False |
False |
4,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,641.3 |
|
2.618 |
2,587.4 |
|
1.618 |
2,554.4 |
|
1.000 |
2,534.0 |
|
0.618 |
2,521.4 |
|
HIGH |
2,501.0 |
|
0.618 |
2,488.4 |
|
0.500 |
2,484.5 |
|
0.382 |
2,480.6 |
|
LOW |
2,468.0 |
|
0.618 |
2,447.6 |
|
1.000 |
2,435.0 |
|
1.618 |
2,414.6 |
|
2.618 |
2,381.6 |
|
4.250 |
2,327.8 |
|
|
| Fisher Pivots for day following 04-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,484.8 |
2,496.5 |
| PP |
2,484.7 |
2,492.7 |
| S1 |
2,484.5 |
2,488.8 |
|