| 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 |
966.0 |
981.4 |
15.4 |
1.6% |
981.0 |
| High |
983.4 |
985.0 |
1.6 |
0.2% |
992.1 |
| Low |
962.0 |
953.8 |
-8.2 |
-0.9% |
953.8 |
| Close |
982.3 |
962.6 |
-19.7 |
-2.0% |
962.6 |
| Range |
21.4 |
31.2 |
9.8 |
45.8% |
38.3 |
| ATR |
18.1 |
19.0 |
0.9 |
5.2% |
0.0 |
| Volume |
127,898 |
115,369 |
-12,529 |
-9.8% |
529,141 |
|
| Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,060.7 |
1,042.9 |
979.8 |
|
| R3 |
1,029.5 |
1,011.7 |
971.2 |
|
| R2 |
998.3 |
998.3 |
968.3 |
|
| R1 |
980.5 |
980.5 |
965.5 |
973.8 |
| PP |
967.1 |
967.1 |
967.1 |
963.8 |
| S1 |
949.3 |
949.3 |
959.7 |
942.6 |
| S2 |
935.9 |
935.9 |
956.9 |
|
| S3 |
904.7 |
918.1 |
954.0 |
|
| S4 |
873.5 |
886.9 |
945.4 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,084.4 |
1,061.8 |
983.7 |
|
| R3 |
1,046.1 |
1,023.5 |
973.1 |
|
| R2 |
1,007.8 |
1,007.8 |
969.6 |
|
| R1 |
985.2 |
985.2 |
966.1 |
977.4 |
| PP |
969.5 |
969.5 |
969.5 |
965.6 |
| S1 |
946.9 |
946.9 |
959.1 |
939.1 |
| S2 |
931.2 |
931.2 |
955.6 |
|
| S3 |
892.9 |
908.6 |
952.1 |
|
| S4 |
854.6 |
870.3 |
941.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
992.1 |
953.8 |
38.3 |
4.0% |
23.4 |
2.4% |
23% |
False |
True |
105,828 |
| 10 |
992.1 |
938.2 |
53.9 |
5.6% |
21.0 |
2.2% |
45% |
False |
False |
90,522 |
| 20 |
992.1 |
907.4 |
84.7 |
8.8% |
17.2 |
1.8% |
65% |
False |
False |
54,805 |
| 40 |
992.1 |
867.5 |
124.6 |
12.9% |
16.7 |
1.7% |
76% |
False |
False |
28,836 |
| 60 |
992.1 |
867.5 |
124.6 |
12.9% |
18.4 |
1.9% |
76% |
False |
False |
19,961 |
| 80 |
1,008.9 |
867.5 |
141.4 |
14.7% |
20.2 |
2.1% |
67% |
False |
False |
15,208 |
| 100 |
1,008.9 |
810.0 |
198.9 |
20.7% |
19.1 |
2.0% |
77% |
False |
False |
12,278 |
| 120 |
1,008.9 |
810.0 |
198.9 |
20.7% |
16.8 |
1.7% |
77% |
False |
False |
10,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,117.6 |
|
2.618 |
1,066.7 |
|
1.618 |
1,035.5 |
|
1.000 |
1,016.2 |
|
0.618 |
1,004.3 |
|
HIGH |
985.0 |
|
0.618 |
973.1 |
|
0.500 |
969.4 |
|
0.382 |
965.7 |
|
LOW |
953.8 |
|
0.618 |
934.5 |
|
1.000 |
922.6 |
|
1.618 |
903.3 |
|
2.618 |
872.1 |
|
4.250 |
821.2 |
|
|
| Fisher Pivots for day following 05-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
969.4 |
973.0 |
| PP |
967.1 |
969.5 |
| S1 |
964.9 |
966.1 |
|