| Trading Metrics calculated at close of trading on 05-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2009 |
05-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,468.0 |
2,493.0 |
25.0 |
1.0% |
2,485.0 |
| High |
2,501.0 |
2,540.0 |
39.0 |
1.6% |
2,544.0 |
| Low |
2,468.0 |
2,481.0 |
13.0 |
0.5% |
2,449.0 |
| Close |
2,485.0 |
2,499.0 |
14.0 |
0.6% |
2,499.0 |
| Range |
33.0 |
59.0 |
26.0 |
78.8% |
95.0 |
| ATR |
66.4 |
65.9 |
-0.5 |
-0.8% |
0.0 |
| Volume |
4,778 |
32,259 |
27,481 |
575.2% |
81,430 |
|
| Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,683.7 |
2,650.3 |
2,531.5 |
|
| R3 |
2,624.7 |
2,591.3 |
2,515.2 |
|
| R2 |
2,565.7 |
2,565.7 |
2,509.8 |
|
| R1 |
2,532.3 |
2,532.3 |
2,504.4 |
2,549.0 |
| PP |
2,506.7 |
2,506.7 |
2,506.7 |
2,515.0 |
| S1 |
2,473.3 |
2,473.3 |
2,493.6 |
2,490.0 |
| S2 |
2,447.7 |
2,447.7 |
2,488.2 |
|
| S3 |
2,388.7 |
2,414.3 |
2,482.8 |
|
| S4 |
2,329.7 |
2,355.3 |
2,466.6 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,782.3 |
2,735.7 |
2,551.3 |
|
| R3 |
2,687.3 |
2,640.7 |
2,525.1 |
|
| R2 |
2,592.3 |
2,592.3 |
2,516.4 |
|
| R1 |
2,545.7 |
2,545.7 |
2,507.7 |
2,569.0 |
| PP |
2,497.3 |
2,497.3 |
2,497.3 |
2,509.0 |
| S1 |
2,450.7 |
2,450.7 |
2,490.3 |
2,474.0 |
| S2 |
2,402.3 |
2,402.3 |
2,481.6 |
|
| S3 |
2,307.3 |
2,355.7 |
2,472.9 |
|
| S4 |
2,212.3 |
2,260.7 |
2,446.8 |
|
|
| 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 |
2,449.0 |
95.0 |
3.8% |
57.0 |
2.3% |
53% |
False |
False |
16,286 |
| 10 |
2,544.0 |
2,379.0 |
165.0 |
6.6% |
59.4 |
2.4% |
73% |
False |
False |
9,132 |
| 20 |
2,544.0 |
2,290.0 |
254.0 |
10.2% |
61.3 |
2.5% |
82% |
False |
False |
5,844 |
| 40 |
2,544.0 |
2,043.0 |
501.0 |
20.0% |
63.6 |
2.5% |
91% |
False |
False |
4,351 |
| 60 |
2,544.0 |
1,806.0 |
738.0 |
29.5% |
66.4 |
2.7% |
94% |
False |
False |
7,293 |
| 80 |
2,544.0 |
1,693.0 |
851.0 |
34.1% |
63.2 |
2.5% |
95% |
False |
False |
5,693 |
| 100 |
2,544.0 |
1,693.0 |
851.0 |
34.1% |
64.0 |
2.6% |
95% |
False |
False |
4,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,790.8 |
|
2.618 |
2,694.5 |
|
1.618 |
2,635.5 |
|
1.000 |
2,599.0 |
|
0.618 |
2,576.5 |
|
HIGH |
2,540.0 |
|
0.618 |
2,517.5 |
|
0.500 |
2,510.5 |
|
0.382 |
2,503.5 |
|
LOW |
2,481.0 |
|
0.618 |
2,444.5 |
|
1.000 |
2,422.0 |
|
1.618 |
2,385.5 |
|
2.618 |
2,326.5 |
|
4.250 |
2,230.3 |
|
|
| Fisher Pivots for day following 05-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,510.5 |
2,497.5 |
| PP |
2,506.7 |
2,496.0 |
| S1 |
2,502.8 |
2,494.5 |
|