| Trading Metrics calculated at close of trading on 10-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,473.0 |
2,492.0 |
19.0 |
0.8% |
2,485.0 |
| High |
2,493.0 |
2,533.0 |
40.0 |
1.6% |
2,544.0 |
| Low |
2,465.0 |
2,473.0 |
8.0 |
0.3% |
2,449.0 |
| Close |
2,472.0 |
2,494.0 |
22.0 |
0.9% |
2,499.0 |
| Range |
28.0 |
60.0 |
32.0 |
114.3% |
95.0 |
| ATR |
62.5 |
62.4 |
-0.1 |
-0.2% |
0.0 |
| Volume |
51,103 |
93,977 |
42,874 |
83.9% |
81,430 |
|
| Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,680.0 |
2,647.0 |
2,527.0 |
|
| R3 |
2,620.0 |
2,587.0 |
2,510.5 |
|
| R2 |
2,560.0 |
2,560.0 |
2,505.0 |
|
| R1 |
2,527.0 |
2,527.0 |
2,499.5 |
2,543.5 |
| PP |
2,500.0 |
2,500.0 |
2,500.0 |
2,508.3 |
| S1 |
2,467.0 |
2,467.0 |
2,488.5 |
2,483.5 |
| S2 |
2,440.0 |
2,440.0 |
2,483.0 |
|
| S3 |
2,380.0 |
2,407.0 |
2,477.5 |
|
| S4 |
2,320.0 |
2,347.0 |
2,461.0 |
|
|
| 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% |
44.8 |
1.8% |
50% |
False |
False |
44,821 |
| 10 |
2,544.0 |
2,420.0 |
124.0 |
5.0% |
52.2 |
2.1% |
60% |
False |
False |
27,241 |
| 20 |
2,544.0 |
2,290.0 |
254.0 |
10.2% |
56.9 |
2.3% |
80% |
False |
False |
15,025 |
| 40 |
2,544.0 |
2,110.0 |
434.0 |
17.4% |
61.7 |
2.5% |
88% |
False |
False |
8,399 |
| 60 |
2,544.0 |
1,911.0 |
633.0 |
25.4% |
64.2 |
2.6% |
92% |
False |
False |
9,756 |
| 80 |
2,544.0 |
1,693.0 |
851.0 |
34.1% |
64.3 |
2.6% |
94% |
False |
False |
8,019 |
| 100 |
2,544.0 |
1,693.0 |
851.0 |
34.1% |
62.4 |
2.5% |
94% |
False |
False |
6,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,788.0 |
|
2.618 |
2,690.1 |
|
1.618 |
2,630.1 |
|
1.000 |
2,593.0 |
|
0.618 |
2,570.1 |
|
HIGH |
2,533.0 |
|
0.618 |
2,510.1 |
|
0.500 |
2,503.0 |
|
0.382 |
2,495.9 |
|
LOW |
2,473.0 |
|
0.618 |
2,435.9 |
|
1.000 |
2,413.0 |
|
1.618 |
2,375.9 |
|
2.618 |
2,315.9 |
|
4.250 |
2,218.0 |
|
|
| Fisher Pivots for day following 10-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,503.0 |
2,492.8 |
| PP |
2,500.0 |
2,491.7 |
| S1 |
2,497.0 |
2,490.5 |
|