| Trading Metrics calculated at close of trading on 03-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2009 |
03-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,514.0 |
2,532.0 |
18.0 |
0.7% |
2,422.0 |
| High |
2,551.0 |
2,546.0 |
-5.0 |
-0.2% |
2,492.0 |
| Low |
2,508.0 |
2,456.0 |
-52.0 |
-2.1% |
2,382.0 |
| Close |
2,538.0 |
2,483.0 |
-55.0 |
-2.2% |
2,444.0 |
| Range |
43.0 |
90.0 |
47.0 |
109.3% |
110.0 |
| ATR |
71.6 |
73.0 |
1.3 |
1.8% |
0.0 |
| Volume |
1,048,756 |
1,101,985 |
53,229 |
5.1% |
4,610,219 |
|
| Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,765.0 |
2,714.0 |
2,532.5 |
|
| R3 |
2,675.0 |
2,624.0 |
2,507.8 |
|
| R2 |
2,585.0 |
2,585.0 |
2,499.5 |
|
| R1 |
2,534.0 |
2,534.0 |
2,491.3 |
2,514.5 |
| PP |
2,495.0 |
2,495.0 |
2,495.0 |
2,485.3 |
| S1 |
2,444.0 |
2,444.0 |
2,474.8 |
2,424.5 |
| S2 |
2,405.0 |
2,405.0 |
2,466.5 |
|
| S3 |
2,315.0 |
2,354.0 |
2,458.3 |
|
| S4 |
2,225.0 |
2,264.0 |
2,433.5 |
|
|
| 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 |
5.0% |
60.8 |
2.4% |
46% |
False |
False |
1,092,153 |
| 10 |
2,551.0 |
2,382.0 |
169.0 |
6.8% |
62.7 |
2.5% |
60% |
False |
False |
1,092,389 |
| 20 |
2,551.0 |
2,293.0 |
258.0 |
10.4% |
69.1 |
2.8% |
74% |
False |
False |
1,200,930 |
| 40 |
2,551.0 |
2,047.0 |
504.0 |
20.3% |
69.4 |
2.8% |
87% |
False |
False |
1,215,665 |
| 60 |
2,551.0 |
1,693.0 |
858.0 |
34.6% |
72.8 |
2.9% |
92% |
False |
False |
1,136,274 |
| 80 |
2,551.0 |
1,693.0 |
858.0 |
34.6% |
73.1 |
2.9% |
92% |
False |
False |
853,957 |
| 100 |
2,551.0 |
1,693.0 |
858.0 |
34.6% |
75.7 |
3.0% |
92% |
False |
False |
683,962 |
| 120 |
2,562.0 |
1,693.0 |
869.0 |
35.0% |
76.1 |
3.1% |
91% |
False |
False |
571,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,928.5 |
|
2.618 |
2,781.6 |
|
1.618 |
2,691.6 |
|
1.000 |
2,636.0 |
|
0.618 |
2,601.6 |
|
HIGH |
2,546.0 |
|
0.618 |
2,511.6 |
|
0.500 |
2,501.0 |
|
0.382 |
2,490.4 |
|
LOW |
2,456.0 |
|
0.618 |
2,400.4 |
|
1.000 |
2,366.0 |
|
1.618 |
2,310.4 |
|
2.618 |
2,220.4 |
|
4.250 |
2,073.5 |
|
|
| Fisher Pivots for day following 03-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,501.0 |
2,503.5 |
| PP |
2,495.0 |
2,496.7 |
| S1 |
2,489.0 |
2,489.8 |
|