| Trading Metrics calculated at close of trading on 09-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
5,062.0 |
5,032.0 |
-30.0 |
-0.6% |
5,022.0 |
| High |
5,065.0 |
5,072.5 |
7.5 |
0.1% |
5,178.0 |
| Low |
4,975.0 |
4,986.5 |
11.5 |
0.2% |
5,022.0 |
| Close |
5,015.5 |
5,006.0 |
-9.5 |
-0.2% |
5,089.0 |
| Range |
90.0 |
86.0 |
-4.0 |
-4.4% |
156.0 |
| ATR |
126.2 |
123.4 |
-2.9 |
-2.3% |
0.0 |
| Volume |
2,118 |
4,209 |
2,091 |
98.7% |
7,658 |
|
| Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,279.7 |
5,228.8 |
5,053.3 |
|
| R3 |
5,193.7 |
5,142.8 |
5,029.7 |
|
| R2 |
5,107.7 |
5,107.7 |
5,021.8 |
|
| R1 |
5,056.8 |
5,056.8 |
5,013.9 |
5,039.3 |
| PP |
5,021.7 |
5,021.7 |
5,021.7 |
5,012.9 |
| S1 |
4,970.8 |
4,970.8 |
4,998.1 |
4,953.3 |
| S2 |
4,935.7 |
4,935.7 |
4,990.2 |
|
| S3 |
4,849.7 |
4,884.8 |
4,982.4 |
|
| S4 |
4,763.7 |
4,798.8 |
4,958.7 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,564.3 |
5,482.7 |
5,174.8 |
|
| R3 |
5,408.3 |
5,326.7 |
5,131.9 |
|
| R2 |
5,252.3 |
5,252.3 |
5,117.6 |
|
| R1 |
5,170.7 |
5,170.7 |
5,103.3 |
5,211.5 |
| PP |
5,096.3 |
5,096.3 |
5,096.3 |
5,116.8 |
| S1 |
5,014.7 |
5,014.7 |
5,074.7 |
5,055.5 |
| S2 |
4,940.3 |
4,940.3 |
5,060.4 |
|
| S3 |
4,784.3 |
4,858.7 |
5,046.1 |
|
| S4 |
4,628.3 |
4,702.7 |
5,003.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,169.5 |
4,975.0 |
194.5 |
3.9% |
100.3 |
2.0% |
16% |
False |
False |
2,479 |
| 10 |
5,178.0 |
4,893.5 |
284.5 |
5.7% |
98.8 |
2.0% |
40% |
False |
False |
1,560 |
| 20 |
5,178.0 |
4,662.5 |
515.5 |
10.3% |
117.9 |
2.4% |
67% |
False |
False |
1,305 |
| 40 |
5,178.0 |
4,413.0 |
765.0 |
15.3% |
117.1 |
2.3% |
78% |
False |
False |
859 |
| 60 |
5,178.0 |
3,958.5 |
1,219.5 |
24.4% |
119.5 |
2.4% |
86% |
False |
False |
1,288 |
| 80 |
5,178.0 |
3,613.5 |
1,564.5 |
31.3% |
124.3 |
2.5% |
89% |
False |
False |
1,115 |
| 100 |
5,178.0 |
3,613.5 |
1,564.5 |
31.3% |
127.6 |
2.5% |
89% |
False |
False |
929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,438.0 |
|
2.618 |
5,297.6 |
|
1.618 |
5,211.6 |
|
1.000 |
5,158.5 |
|
0.618 |
5,125.6 |
|
HIGH |
5,072.5 |
|
0.618 |
5,039.6 |
|
0.500 |
5,029.5 |
|
0.382 |
5,019.4 |
|
LOW |
4,986.5 |
|
0.618 |
4,933.4 |
|
1.000 |
4,900.5 |
|
1.618 |
4,847.4 |
|
2.618 |
4,761.4 |
|
4.250 |
4,621.0 |
|
|
| Fisher Pivots for day following 09-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5,029.5 |
5,071.8 |
| PP |
5,021.7 |
5,049.8 |
| S1 |
5,013.8 |
5,027.9 |
|