| Trading Metrics calculated at close of trading on 01-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2009 |
01-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
960.8 |
981.0 |
20.2 |
2.1% |
959.0 |
| High |
982.0 |
990.2 |
8.2 |
0.8% |
982.0 |
| Low |
960.4 |
974.1 |
13.7 |
1.4% |
938.2 |
| Close |
980.3 |
980.0 |
-0.3 |
0.0% |
980.3 |
| Range |
21.6 |
16.1 |
-5.5 |
-25.5% |
43.8 |
| ATR |
16.9 |
16.8 |
-0.1 |
-0.3% |
0.0 |
| Volume |
121,231 |
102,467 |
-18,764 |
-15.5% |
343,074 |
|
| Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,029.7 |
1,021.0 |
988.9 |
|
| R3 |
1,013.6 |
1,004.9 |
984.4 |
|
| R2 |
997.5 |
997.5 |
983.0 |
|
| R1 |
988.8 |
988.8 |
981.5 |
985.1 |
| PP |
981.4 |
981.4 |
981.4 |
979.6 |
| S1 |
972.7 |
972.7 |
978.5 |
969.0 |
| S2 |
965.3 |
965.3 |
977.0 |
|
| S3 |
949.2 |
956.6 |
975.6 |
|
| S4 |
933.1 |
940.5 |
971.1 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,098.2 |
1,083.1 |
1,004.4 |
|
| R3 |
1,054.4 |
1,039.3 |
992.3 |
|
| R2 |
1,010.6 |
1,010.6 |
988.3 |
|
| R1 |
995.5 |
995.5 |
984.3 |
1,003.1 |
| PP |
966.8 |
966.8 |
966.8 |
970.6 |
| S1 |
951.7 |
951.7 |
976.3 |
959.3 |
| S2 |
923.0 |
923.0 |
972.3 |
|
| S3 |
879.2 |
907.9 |
968.3 |
|
| S4 |
835.4 |
864.1 |
956.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
990.2 |
938.2 |
52.0 |
5.3% |
19.1 |
2.0% |
80% |
True |
False |
89,108 |
| 10 |
990.2 |
917.0 |
73.2 |
7.5% |
17.4 |
1.8% |
86% |
True |
False |
58,061 |
| 20 |
990.2 |
888.0 |
102.2 |
10.4% |
16.1 |
1.6% |
90% |
True |
False |
34,191 |
| 40 |
990.2 |
867.5 |
122.7 |
12.5% |
16.0 |
1.6% |
92% |
True |
False |
18,388 |
| 60 |
990.2 |
867.5 |
122.7 |
12.5% |
18.2 |
1.9% |
92% |
True |
False |
12,951 |
| 80 |
1,008.9 |
867.5 |
141.4 |
14.4% |
19.8 |
2.0% |
80% |
False |
False |
9,903 |
| 100 |
1,008.9 |
810.0 |
198.9 |
20.3% |
18.3 |
1.9% |
85% |
False |
False |
8,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,058.6 |
|
2.618 |
1,032.3 |
|
1.618 |
1,016.2 |
|
1.000 |
1,006.3 |
|
0.618 |
1,000.1 |
|
HIGH |
990.2 |
|
0.618 |
984.0 |
|
0.500 |
982.2 |
|
0.382 |
980.3 |
|
LOW |
974.1 |
|
0.618 |
964.2 |
|
1.000 |
958.0 |
|
1.618 |
948.1 |
|
2.618 |
932.0 |
|
4.250 |
905.7 |
|
|
| Fisher Pivots for day following 01-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
982.2 |
976.0 |
| PP |
981.4 |
972.0 |
| S1 |
980.7 |
968.0 |
|