| Trading Metrics calculated at close of trading on 02-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2009 |
02-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,485.0 |
2,514.0 |
29.0 |
1.2% |
2,422.0 |
| High |
2,541.0 |
2,551.0 |
10.0 |
0.4% |
2,492.0 |
| Low |
2,480.0 |
2,508.0 |
28.0 |
1.1% |
2,382.0 |
| Close |
2,533.0 |
2,538.0 |
5.0 |
0.2% |
2,444.0 |
| Range |
61.0 |
43.0 |
-18.0 |
-29.5% |
110.0 |
| ATR |
73.8 |
71.6 |
-2.2 |
-3.0% |
0.0 |
| Volume |
969,763 |
1,048,756 |
78,993 |
8.1% |
4,610,219 |
|
| Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,661.3 |
2,642.7 |
2,561.7 |
|
| R3 |
2,618.3 |
2,599.7 |
2,549.8 |
|
| R2 |
2,575.3 |
2,575.3 |
2,545.9 |
|
| R1 |
2,556.7 |
2,556.7 |
2,541.9 |
2,566.0 |
| PP |
2,532.3 |
2,532.3 |
2,532.3 |
2,537.0 |
| S1 |
2,513.7 |
2,513.7 |
2,534.1 |
2,523.0 |
| S2 |
2,489.3 |
2,489.3 |
2,530.1 |
|
| S3 |
2,446.3 |
2,470.7 |
2,526.2 |
|
| S4 |
2,403.3 |
2,427.7 |
2,514.4 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,769.3 |
2,716.7 |
2,504.5 |
|
| R3 |
2,659.3 |
2,606.7 |
2,474.3 |
|
| R2 |
2,549.3 |
2,549.3 |
2,464.2 |
|
| R1 |
2,496.7 |
2,496.7 |
2,454.1 |
2,523.0 |
| PP |
2,439.3 |
2,439.3 |
2,439.3 |
2,452.5 |
| S1 |
2,386.7 |
2,386.7 |
2,433.9 |
2,413.0 |
| S2 |
2,329.3 |
2,329.3 |
2,423.8 |
|
| S3 |
2,219.3 |
2,276.7 |
2,413.8 |
|
| S4 |
2,109.3 |
2,166.7 |
2,383.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,551.0 |
2,426.0 |
125.0 |
4.9% |
54.6 |
2.2% |
90% |
True |
False |
1,082,028 |
| 10 |
2,551.0 |
2,382.0 |
169.0 |
6.7% |
58.2 |
2.3% |
92% |
True |
False |
1,113,764 |
| 20 |
2,551.0 |
2,293.0 |
258.0 |
10.2% |
66.7 |
2.6% |
95% |
True |
False |
1,201,067 |
| 40 |
2,551.0 |
2,047.0 |
504.0 |
19.9% |
69.5 |
2.7% |
97% |
True |
False |
1,234,427 |
| 60 |
2,551.0 |
1,693.0 |
858.0 |
33.8% |
72.9 |
2.9% |
98% |
True |
False |
1,118,106 |
| 80 |
2,551.0 |
1,693.0 |
858.0 |
33.8% |
72.9 |
2.9% |
98% |
True |
False |
840,283 |
| 100 |
2,551.0 |
1,693.0 |
858.0 |
33.8% |
75.4 |
3.0% |
98% |
True |
False |
672,953 |
| 120 |
2,562.0 |
1,693.0 |
869.0 |
34.2% |
76.2 |
3.0% |
97% |
False |
False |
562,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,733.8 |
|
2.618 |
2,663.6 |
|
1.618 |
2,620.6 |
|
1.000 |
2,594.0 |
|
0.618 |
2,577.6 |
|
HIGH |
2,551.0 |
|
0.618 |
2,534.6 |
|
0.500 |
2,529.5 |
|
0.382 |
2,524.4 |
|
LOW |
2,508.0 |
|
0.618 |
2,481.4 |
|
1.000 |
2,465.0 |
|
1.618 |
2,438.4 |
|
2.618 |
2,395.4 |
|
4.250 |
2,325.3 |
|
|
| Fisher Pivots for day following 02-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,535.2 |
2,523.0 |
| PP |
2,532.3 |
2,508.0 |
| S1 |
2,529.5 |
2,493.0 |
|