| 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 |
1,475.75 |
1,492.75 |
17.00 |
1.2% |
1,434.00 |
| High |
1,493.75 |
1,513.00 |
19.25 |
1.3% |
1,513.00 |
| Low |
1,473.75 |
1,478.50 |
4.75 |
0.3% |
1,430.00 |
| Close |
1,493.00 |
1,495.00 |
2.00 |
0.1% |
1,495.00 |
| Range |
20.00 |
34.50 |
14.50 |
72.5% |
83.00 |
| ATR |
36.82 |
36.66 |
-0.17 |
-0.5% |
0.00 |
| Volume |
242,330 |
204,494 |
-37,836 |
-15.6% |
1,330,543 |
|
| Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,599.00 |
1,581.50 |
1,514.00 |
|
| R3 |
1,564.50 |
1,547.00 |
1,504.50 |
|
| R2 |
1,530.00 |
1,530.00 |
1,501.25 |
|
| R1 |
1,512.50 |
1,512.50 |
1,498.25 |
1,521.25 |
| PP |
1,495.50 |
1,495.50 |
1,495.50 |
1,500.00 |
| S1 |
1,478.00 |
1,478.00 |
1,491.75 |
1,486.75 |
| S2 |
1,461.00 |
1,461.00 |
1,488.75 |
|
| S3 |
1,426.50 |
1,443.50 |
1,485.50 |
|
| S4 |
1,392.00 |
1,409.00 |
1,476.00 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,728.25 |
1,694.75 |
1,540.75 |
|
| R3 |
1,645.25 |
1,611.75 |
1,517.75 |
|
| R2 |
1,562.25 |
1,562.25 |
1,510.25 |
|
| R1 |
1,528.75 |
1,528.75 |
1,502.50 |
1,545.50 |
| PP |
1,479.25 |
1,479.25 |
1,479.25 |
1,487.75 |
| S1 |
1,445.75 |
1,445.75 |
1,487.50 |
1,462.50 |
| S2 |
1,396.25 |
1,396.25 |
1,479.75 |
|
| S3 |
1,313.25 |
1,362.75 |
1,472.25 |
|
| S4 |
1,230.25 |
1,279.75 |
1,449.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,513.00 |
1,430.00 |
83.00 |
5.6% |
32.50 |
2.2% |
78% |
True |
False |
266,108 |
| 10 |
1,513.00 |
1,342.75 |
170.25 |
11.4% |
36.00 |
2.4% |
89% |
True |
False |
286,631 |
| 20 |
1,513.00 |
1,336.50 |
176.50 |
11.8% |
38.00 |
2.5% |
90% |
True |
False |
307,180 |
| 40 |
1,513.00 |
1,293.50 |
219.50 |
14.7% |
36.75 |
2.5% |
92% |
True |
False |
302,005 |
| 60 |
1,513.00 |
1,110.50 |
402.50 |
26.9% |
38.75 |
2.6% |
96% |
True |
False |
307,865 |
| 80 |
1,513.00 |
1,039.50 |
473.50 |
31.7% |
39.25 |
2.6% |
96% |
True |
False |
231,136 |
| 100 |
1,513.00 |
1,039.50 |
473.50 |
31.7% |
40.25 |
2.7% |
96% |
True |
False |
184,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,659.50 |
|
2.618 |
1,603.25 |
|
1.618 |
1,568.75 |
|
1.000 |
1,547.50 |
|
0.618 |
1,534.25 |
|
HIGH |
1,513.00 |
|
0.618 |
1,499.75 |
|
0.500 |
1,495.75 |
|
0.382 |
1,491.75 |
|
LOW |
1,478.50 |
|
0.618 |
1,457.25 |
|
1.000 |
1,444.00 |
|
1.618 |
1,422.75 |
|
2.618 |
1,388.25 |
|
4.250 |
1,332.00 |
|
|
| Fisher Pivots for day following 05-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,495.75 |
1,492.00 |
| PP |
1,495.50 |
1,489.00 |
| S1 |
1,495.25 |
1,486.00 |
|