| Trading Metrics calculated at close of trading on 04-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2009 |
04-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,532.0 |
2,479.0 |
-53.0 |
-2.1% |
2,422.0 |
| High |
2,546.0 |
2,509.0 |
-37.0 |
-1.5% |
2,492.0 |
| Low |
2,456.0 |
2,475.0 |
19.0 |
0.8% |
2,382.0 |
| Close |
2,483.0 |
2,491.0 |
8.0 |
0.3% |
2,444.0 |
| Range |
90.0 |
34.0 |
-56.0 |
-62.2% |
110.0 |
| ATR |
73.0 |
70.2 |
-2.8 |
-3.8% |
0.0 |
| Volume |
1,101,985 |
997,790 |
-104,195 |
-9.5% |
4,610,219 |
|
| Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,593.7 |
2,576.3 |
2,509.7 |
|
| R3 |
2,559.7 |
2,542.3 |
2,500.4 |
|
| R2 |
2,525.7 |
2,525.7 |
2,497.2 |
|
| R1 |
2,508.3 |
2,508.3 |
2,494.1 |
2,517.0 |
| PP |
2,491.7 |
2,491.7 |
2,491.7 |
2,496.0 |
| S1 |
2,474.3 |
2,474.3 |
2,487.9 |
2,483.0 |
| S2 |
2,457.7 |
2,457.7 |
2,484.8 |
|
| S3 |
2,423.7 |
2,440.3 |
2,481.7 |
|
| S4 |
2,389.7 |
2,406.3 |
2,472.3 |
|
|
| 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 |
2,435.0 |
116.0 |
4.7% |
57.0 |
2.3% |
48% |
False |
False |
1,045,374 |
| 10 |
2,551.0 |
2,382.0 |
169.0 |
6.8% |
60.2 |
2.4% |
64% |
False |
False |
1,069,571 |
| 20 |
2,551.0 |
2,293.0 |
258.0 |
10.4% |
66.8 |
2.7% |
77% |
False |
False |
1,185,671 |
| 40 |
2,551.0 |
2,047.0 |
504.0 |
20.2% |
68.3 |
2.7% |
88% |
False |
False |
1,206,186 |
| 60 |
2,551.0 |
1,693.0 |
858.0 |
34.4% |
72.0 |
2.9% |
93% |
False |
False |
1,151,954 |
| 80 |
2,551.0 |
1,693.0 |
858.0 |
34.4% |
72.4 |
2.9% |
93% |
False |
False |
866,366 |
| 100 |
2,551.0 |
1,693.0 |
858.0 |
34.4% |
75.5 |
3.0% |
93% |
False |
False |
693,919 |
| 120 |
2,562.0 |
1,693.0 |
869.0 |
34.9% |
75.4 |
3.0% |
92% |
False |
False |
580,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,653.5 |
|
2.618 |
2,598.0 |
|
1.618 |
2,564.0 |
|
1.000 |
2,543.0 |
|
0.618 |
2,530.0 |
|
HIGH |
2,509.0 |
|
0.618 |
2,496.0 |
|
0.500 |
2,492.0 |
|
0.382 |
2,488.0 |
|
LOW |
2,475.0 |
|
0.618 |
2,454.0 |
|
1.000 |
2,441.0 |
|
1.618 |
2,420.0 |
|
2.618 |
2,386.0 |
|
4.250 |
2,330.5 |
|
|
| Fisher Pivots for day following 04-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,492.0 |
2,503.5 |
| PP |
2,491.7 |
2,499.3 |
| S1 |
2,491.3 |
2,495.2 |
|