| Trading Metrics calculated at close of trading on 08-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2009 |
08-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,493.0 |
2,481.0 |
-12.0 |
-0.5% |
2,485.0 |
| High |
2,540.0 |
2,492.0 |
-48.0 |
-1.9% |
2,544.0 |
| Low |
2,481.0 |
2,448.0 |
-33.0 |
-1.3% |
2,449.0 |
| Close |
2,499.0 |
2,461.0 |
-38.0 |
-1.5% |
2,499.0 |
| Range |
59.0 |
44.0 |
-15.0 |
-25.4% |
95.0 |
| ATR |
65.9 |
64.8 |
-1.1 |
-1.6% |
0.0 |
| Volume |
32,259 |
41,989 |
9,730 |
30.2% |
81,430 |
|
| Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,599.0 |
2,574.0 |
2,485.2 |
|
| R3 |
2,555.0 |
2,530.0 |
2,473.1 |
|
| R2 |
2,511.0 |
2,511.0 |
2,469.1 |
|
| R1 |
2,486.0 |
2,486.0 |
2,465.0 |
2,476.5 |
| PP |
2,467.0 |
2,467.0 |
2,467.0 |
2,462.3 |
| S1 |
2,442.0 |
2,442.0 |
2,457.0 |
2,432.5 |
| S2 |
2,423.0 |
2,423.0 |
2,452.9 |
|
| S3 |
2,379.0 |
2,398.0 |
2,448.9 |
|
| S4 |
2,335.0 |
2,354.0 |
2,436.8 |
|
|
| 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 |
2,448.0 |
96.0 |
3.9% |
53.4 |
2.2% |
14% |
False |
True |
24,412 |
| 10 |
2,544.0 |
2,379.0 |
165.0 |
6.7% |
58.3 |
2.4% |
50% |
False |
False |
13,287 |
| 20 |
2,544.0 |
2,290.0 |
254.0 |
10.3% |
60.2 |
2.4% |
67% |
False |
False |
7,886 |
| 40 |
2,544.0 |
2,110.0 |
434.0 |
17.6% |
62.7 |
2.5% |
81% |
False |
False |
5,368 |
| 60 |
2,544.0 |
1,806.0 |
738.0 |
30.0% |
65.6 |
2.7% |
89% |
False |
False |
7,815 |
| 80 |
2,544.0 |
1,693.0 |
851.0 |
34.6% |
63.4 |
2.6% |
90% |
False |
False |
6,209 |
| 100 |
2,544.0 |
1,693.0 |
851.0 |
34.6% |
63.1 |
2.6% |
90% |
False |
False |
5,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,679.0 |
|
2.618 |
2,607.2 |
|
1.618 |
2,563.2 |
|
1.000 |
2,536.0 |
|
0.618 |
2,519.2 |
|
HIGH |
2,492.0 |
|
0.618 |
2,475.2 |
|
0.500 |
2,470.0 |
|
0.382 |
2,464.8 |
|
LOW |
2,448.0 |
|
0.618 |
2,420.8 |
|
1.000 |
2,404.0 |
|
1.618 |
2,376.8 |
|
2.618 |
2,332.8 |
|
4.250 |
2,261.0 |
|
|
| Fisher Pivots for day following 08-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,470.0 |
2,494.0 |
| PP |
2,467.0 |
2,483.0 |
| S1 |
2,464.0 |
2,472.0 |
|