| Trading Metrics calculated at close of trading on 10-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1,490.25 |
1,500.25 |
10.00 |
0.7% |
1,434.00 |
| High |
1,509.50 |
1,517.75 |
8.25 |
0.5% |
1,513.00 |
| Low |
1,486.50 |
1,473.25 |
-13.25 |
-0.9% |
1,430.00 |
| Close |
1,500.75 |
1,495.75 |
-5.00 |
-0.3% |
1,495.00 |
| Range |
23.00 |
44.50 |
21.50 |
93.5% |
83.00 |
| ATR |
35.47 |
36.12 |
0.64 |
1.8% |
0.00 |
| Volume |
260,179 |
241,128 |
-19,051 |
-7.3% |
1,330,543 |
|
| Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,629.00 |
1,607.00 |
1,520.25 |
|
| R3 |
1,584.50 |
1,562.50 |
1,508.00 |
|
| R2 |
1,540.00 |
1,540.00 |
1,504.00 |
|
| R1 |
1,518.00 |
1,518.00 |
1,499.75 |
1,506.75 |
| PP |
1,495.50 |
1,495.50 |
1,495.50 |
1,490.00 |
| S1 |
1,473.50 |
1,473.50 |
1,491.75 |
1,462.25 |
| S2 |
1,451.00 |
1,451.00 |
1,487.50 |
|
| S3 |
1,406.50 |
1,429.00 |
1,483.50 |
|
| S4 |
1,362.00 |
1,384.50 |
1,471.25 |
|
|
| 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 |
1,517.75 |
1,466.75 |
51.00 |
3.4% |
31.00 |
2.1% |
57% |
True |
False |
247,452 |
| 10 |
1,517.75 |
1,389.25 |
128.50 |
8.6% |
33.00 |
2.2% |
83% |
True |
False |
273,566 |
| 20 |
1,517.75 |
1,336.50 |
181.25 |
12.1% |
36.75 |
2.5% |
88% |
True |
False |
291,608 |
| 40 |
1,517.75 |
1,293.50 |
224.25 |
15.0% |
36.75 |
2.5% |
90% |
True |
False |
303,377 |
| 60 |
1,517.75 |
1,146.75 |
371.00 |
24.8% |
38.50 |
2.6% |
94% |
True |
False |
310,554 |
| 80 |
1,517.75 |
1,039.50 |
478.25 |
32.0% |
39.25 |
2.6% |
95% |
True |
False |
241,011 |
| 100 |
1,517.75 |
1,039.50 |
478.25 |
32.0% |
39.75 |
2.7% |
95% |
True |
False |
192,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,707.00 |
|
2.618 |
1,634.25 |
|
1.618 |
1,589.75 |
|
1.000 |
1,562.25 |
|
0.618 |
1,545.25 |
|
HIGH |
1,517.75 |
|
0.618 |
1,500.75 |
|
0.500 |
1,495.50 |
|
0.382 |
1,490.25 |
|
LOW |
1,473.25 |
|
0.618 |
1,445.75 |
|
1.000 |
1,428.75 |
|
1.618 |
1,401.25 |
|
2.618 |
1,356.75 |
|
4.250 |
1,284.00 |
|
|
| Fisher Pivots for day following 10-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,495.75 |
1,494.50 |
| PP |
1,495.50 |
1,493.50 |
| S1 |
1,495.50 |
1,492.25 |
|