| 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 |
3,953.0 |
3,973.0 |
20.0 |
0.5% |
3,848.0 |
| High |
3,997.0 |
4,028.0 |
31.0 |
0.8% |
4,029.0 |
| Low |
3,930.0 |
3,957.0 |
27.0 |
0.7% |
3,806.0 |
| Close |
3,944.0 |
4,019.0 |
75.0 |
1.9% |
3,947.0 |
| Range |
67.0 |
71.0 |
4.0 |
6.0% |
223.0 |
| ATR |
78.0 |
78.4 |
0.4 |
0.6% |
0.0 |
| Volume |
35,513 |
49,052 |
13,539 |
38.1% |
179,817 |
|
| Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,214.3 |
4,187.7 |
4,058.1 |
|
| R3 |
4,143.3 |
4,116.7 |
4,038.5 |
|
| R2 |
4,072.3 |
4,072.3 |
4,032.0 |
|
| R1 |
4,045.7 |
4,045.7 |
4,025.5 |
4,059.0 |
| PP |
4,001.3 |
4,001.3 |
4,001.3 |
4,008.0 |
| S1 |
3,974.7 |
3,974.7 |
4,012.5 |
3,988.0 |
| S2 |
3,930.3 |
3,930.3 |
4,006.0 |
|
| S3 |
3,859.3 |
3,903.7 |
3,999.5 |
|
| S4 |
3,788.3 |
3,832.7 |
3,980.0 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,596.3 |
4,494.7 |
4,069.7 |
|
| R3 |
4,373.3 |
4,271.7 |
4,008.3 |
|
| R2 |
4,150.3 |
4,150.3 |
3,987.9 |
|
| R1 |
4,048.7 |
4,048.7 |
3,967.4 |
4,099.5 |
| PP |
3,927.3 |
3,927.3 |
3,927.3 |
3,952.8 |
| S1 |
3,825.7 |
3,825.7 |
3,926.6 |
3,876.5 |
| S2 |
3,704.3 |
3,704.3 |
3,906.1 |
|
| S3 |
3,481.3 |
3,602.7 |
3,885.7 |
|
| S4 |
3,258.3 |
3,379.7 |
3,824.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,029.0 |
3,928.0 |
101.0 |
2.5% |
75.2 |
1.9% |
90% |
False |
False |
38,167 |
| 10 |
4,029.0 |
3,732.0 |
297.0 |
7.4% |
69.2 |
1.7% |
97% |
False |
False |
35,129 |
| 20 |
4,029.0 |
3,714.0 |
315.0 |
7.8% |
60.2 |
1.5% |
97% |
False |
False |
29,479 |
| 40 |
4,029.0 |
3,655.0 |
374.0 |
9.3% |
61.9 |
1.5% |
97% |
False |
False |
27,786 |
| 60 |
4,029.0 |
3,343.0 |
686.0 |
17.1% |
63.1 |
1.6% |
99% |
False |
False |
30,389 |
| 80 |
4,029.0 |
2,982.0 |
1,047.0 |
26.1% |
58.1 |
1.4% |
99% |
False |
False |
23,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,329.8 |
|
2.618 |
4,213.9 |
|
1.618 |
4,142.9 |
|
1.000 |
4,099.0 |
|
0.618 |
4,071.9 |
|
HIGH |
4,028.0 |
|
0.618 |
4,000.9 |
|
0.500 |
3,992.5 |
|
0.382 |
3,984.1 |
|
LOW |
3,957.0 |
|
0.618 |
3,913.1 |
|
1.000 |
3,886.0 |
|
1.618 |
3,842.1 |
|
2.618 |
3,771.1 |
|
4.250 |
3,655.3 |
|
|
| Fisher Pivots for day following 10-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4,010.2 |
4,005.7 |
| PP |
4,001.3 |
3,992.3 |
| S1 |
3,992.5 |
3,979.0 |
|