| Trading Metrics calculated at close of trading on 09-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,481.0 |
2,473.0 |
-8.0 |
-0.3% |
2,485.0 |
| High |
2,492.0 |
2,493.0 |
1.0 |
0.0% |
2,544.0 |
| Low |
2,448.0 |
2,465.0 |
17.0 |
0.7% |
2,449.0 |
| Close |
2,461.0 |
2,472.0 |
11.0 |
0.4% |
2,499.0 |
| Range |
44.0 |
28.0 |
-16.0 |
-36.4% |
95.0 |
| ATR |
64.8 |
62.5 |
-2.3 |
-3.6% |
0.0 |
| Volume |
41,989 |
51,103 |
9,114 |
21.7% |
81,430 |
|
| Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,560.7 |
2,544.3 |
2,487.4 |
|
| R3 |
2,532.7 |
2,516.3 |
2,479.7 |
|
| R2 |
2,504.7 |
2,504.7 |
2,477.1 |
|
| R1 |
2,488.3 |
2,488.3 |
2,474.6 |
2,482.5 |
| PP |
2,476.7 |
2,476.7 |
2,476.7 |
2,473.8 |
| S1 |
2,460.3 |
2,460.3 |
2,469.4 |
2,454.5 |
| S2 |
2,448.7 |
2,448.7 |
2,466.9 |
|
| S3 |
2,420.7 |
2,432.3 |
2,464.3 |
|
| S4 |
2,392.7 |
2,404.3 |
2,456.6 |
|
|
| 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 |
2,540.0 |
2,448.0 |
92.0 |
3.7% |
50.6 |
2.0% |
26% |
False |
False |
29,998 |
| 10 |
2,544.0 |
2,420.0 |
124.0 |
5.0% |
51.6 |
2.1% |
42% |
False |
False |
18,172 |
| 20 |
2,544.0 |
2,290.0 |
254.0 |
10.3% |
59.0 |
2.4% |
72% |
False |
False |
10,393 |
| 40 |
2,544.0 |
2,110.0 |
434.0 |
17.6% |
61.7 |
2.5% |
83% |
False |
False |
6,094 |
| 60 |
2,544.0 |
1,890.0 |
654.0 |
26.5% |
64.1 |
2.6% |
89% |
False |
False |
8,461 |
| 80 |
2,544.0 |
1,693.0 |
851.0 |
34.4% |
63.6 |
2.6% |
92% |
False |
False |
6,845 |
| 100 |
2,544.0 |
1,693.0 |
851.0 |
34.4% |
62.7 |
2.5% |
92% |
False |
False |
5,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,612.0 |
|
2.618 |
2,566.3 |
|
1.618 |
2,538.3 |
|
1.000 |
2,521.0 |
|
0.618 |
2,510.3 |
|
HIGH |
2,493.0 |
|
0.618 |
2,482.3 |
|
0.500 |
2,479.0 |
|
0.382 |
2,475.7 |
|
LOW |
2,465.0 |
|
0.618 |
2,447.7 |
|
1.000 |
2,437.0 |
|
1.618 |
2,419.7 |
|
2.618 |
2,391.7 |
|
4.250 |
2,346.0 |
|
|
| Fisher Pivots for day following 09-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,479.0 |
2,494.0 |
| PP |
2,476.7 |
2,486.7 |
| S1 |
2,474.3 |
2,479.3 |
|