| Trading Metrics calculated at close of trading on 05-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2009 |
05-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,479.0 |
2,499.0 |
20.0 |
0.8% |
2,485.0 |
| High |
2,509.0 |
2,546.0 |
37.0 |
1.5% |
2,551.0 |
| Low |
2,475.0 |
2,486.0 |
11.0 |
0.4% |
2,456.0 |
| Close |
2,491.0 |
2,505.0 |
14.0 |
0.6% |
2,505.0 |
| Range |
34.0 |
60.0 |
26.0 |
76.5% |
95.0 |
| ATR |
70.2 |
69.4 |
-0.7 |
-1.0% |
0.0 |
| Volume |
997,790 |
1,263,093 |
265,303 |
26.6% |
5,381,387 |
|
| Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,692.3 |
2,658.7 |
2,538.0 |
|
| R3 |
2,632.3 |
2,598.7 |
2,521.5 |
|
| R2 |
2,572.3 |
2,572.3 |
2,516.0 |
|
| R1 |
2,538.7 |
2,538.7 |
2,510.5 |
2,555.5 |
| PP |
2,512.3 |
2,512.3 |
2,512.3 |
2,520.8 |
| S1 |
2,478.7 |
2,478.7 |
2,499.5 |
2,495.5 |
| S2 |
2,452.3 |
2,452.3 |
2,494.0 |
|
| S3 |
2,392.3 |
2,418.7 |
2,488.5 |
|
| S4 |
2,332.3 |
2,358.7 |
2,472.0 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,789.0 |
2,742.0 |
2,557.3 |
|
| R3 |
2,694.0 |
2,647.0 |
2,531.1 |
|
| R2 |
2,599.0 |
2,599.0 |
2,522.4 |
|
| R1 |
2,552.0 |
2,552.0 |
2,513.7 |
2,575.5 |
| PP |
2,504.0 |
2,504.0 |
2,504.0 |
2,515.8 |
| S1 |
2,457.0 |
2,457.0 |
2,496.3 |
2,480.5 |
| S2 |
2,409.0 |
2,409.0 |
2,487.6 |
|
| S3 |
2,314.0 |
2,362.0 |
2,478.9 |
|
| S4 |
2,219.0 |
2,267.0 |
2,452.8 |
|
|
| 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 |
2,456.0 |
95.0 |
3.8% |
57.6 |
2.3% |
52% |
False |
False |
1,076,277 |
| 10 |
2,551.0 |
2,382.0 |
169.0 |
6.7% |
60.4 |
2.4% |
73% |
False |
False |
1,094,789 |
| 20 |
2,551.0 |
2,293.0 |
258.0 |
10.3% |
64.7 |
2.6% |
82% |
False |
False |
1,174,326 |
| 40 |
2,551.0 |
2,047.0 |
504.0 |
20.1% |
67.6 |
2.7% |
91% |
False |
False |
1,208,146 |
| 60 |
2,551.0 |
1,728.0 |
823.0 |
32.9% |
71.9 |
2.9% |
94% |
False |
False |
1,171,475 |
| 80 |
2,551.0 |
1,693.0 |
858.0 |
34.3% |
72.2 |
2.9% |
95% |
False |
False |
882,122 |
| 100 |
2,551.0 |
1,693.0 |
858.0 |
34.3% |
75.3 |
3.0% |
95% |
False |
False |
706,547 |
| 120 |
2,562.0 |
1,693.0 |
869.0 |
34.7% |
75.1 |
3.0% |
93% |
False |
False |
590,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,801.0 |
|
2.618 |
2,703.1 |
|
1.618 |
2,643.1 |
|
1.000 |
2,606.0 |
|
0.618 |
2,583.1 |
|
HIGH |
2,546.0 |
|
0.618 |
2,523.1 |
|
0.500 |
2,516.0 |
|
0.382 |
2,508.9 |
|
LOW |
2,486.0 |
|
0.618 |
2,448.9 |
|
1.000 |
2,426.0 |
|
1.618 |
2,388.9 |
|
2.618 |
2,328.9 |
|
4.250 |
2,231.0 |
|
|
| Fisher Pivots for day following 05-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,516.0 |
2,503.7 |
| PP |
2,512.3 |
2,502.3 |
| S1 |
2,508.7 |
2,501.0 |
|