| Trading Metrics calculated at close of trading on 08-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2009 |
08-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,499.0 |
2,487.0 |
-12.0 |
-0.5% |
2,485.0 |
| High |
2,546.0 |
2,499.0 |
-47.0 |
-1.8% |
2,551.0 |
| Low |
2,486.0 |
2,452.0 |
-34.0 |
-1.4% |
2,456.0 |
| Close |
2,505.0 |
2,467.0 |
-38.0 |
-1.5% |
2,505.0 |
| Range |
60.0 |
47.0 |
-13.0 |
-21.7% |
95.0 |
| ATR |
69.4 |
68.3 |
-1.2 |
-1.7% |
0.0 |
| Volume |
1,263,093 |
930,298 |
-332,795 |
-26.3% |
5,381,387 |
|
| Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,613.7 |
2,587.3 |
2,492.9 |
|
| R3 |
2,566.7 |
2,540.3 |
2,479.9 |
|
| R2 |
2,519.7 |
2,519.7 |
2,475.6 |
|
| R1 |
2,493.3 |
2,493.3 |
2,471.3 |
2,483.0 |
| PP |
2,472.7 |
2,472.7 |
2,472.7 |
2,467.5 |
| S1 |
2,446.3 |
2,446.3 |
2,462.7 |
2,436.0 |
| S2 |
2,425.7 |
2,425.7 |
2,458.4 |
|
| S3 |
2,378.7 |
2,399.3 |
2,454.1 |
|
| S4 |
2,331.7 |
2,352.3 |
2,441.2 |
|
|
| 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 |
2,452.0 |
99.0 |
4.0% |
54.8 |
2.2% |
15% |
False |
True |
1,068,384 |
| 10 |
2,551.0 |
2,382.0 |
169.0 |
6.9% |
60.4 |
2.4% |
50% |
False |
False |
1,092,190 |
| 20 |
2,551.0 |
2,293.0 |
258.0 |
10.5% |
63.6 |
2.6% |
67% |
False |
False |
1,155,512 |
| 40 |
2,551.0 |
2,047.0 |
504.0 |
20.4% |
67.3 |
2.7% |
83% |
False |
False |
1,205,460 |
| 60 |
2,551.0 |
1,805.0 |
746.0 |
30.2% |
70.6 |
2.9% |
89% |
False |
False |
1,185,715 |
| 80 |
2,551.0 |
1,693.0 |
858.0 |
34.8% |
72.3 |
2.9% |
90% |
False |
False |
893,709 |
| 100 |
2,551.0 |
1,693.0 |
858.0 |
34.8% |
75.0 |
3.0% |
90% |
False |
False |
715,831 |
| 120 |
2,562.0 |
1,693.0 |
869.0 |
35.2% |
74.8 |
3.0% |
89% |
False |
False |
598,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,698.8 |
|
2.618 |
2,622.0 |
|
1.618 |
2,575.0 |
|
1.000 |
2,546.0 |
|
0.618 |
2,528.0 |
|
HIGH |
2,499.0 |
|
0.618 |
2,481.0 |
|
0.500 |
2,475.5 |
|
0.382 |
2,470.0 |
|
LOW |
2,452.0 |
|
0.618 |
2,423.0 |
|
1.000 |
2,405.0 |
|
1.618 |
2,376.0 |
|
2.618 |
2,329.0 |
|
4.250 |
2,252.3 |
|
|
| Fisher Pivots for day following 08-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,475.5 |
2,499.0 |
| PP |
2,472.7 |
2,488.3 |
| S1 |
2,469.8 |
2,477.7 |
|