| Trading Metrics calculated at close of trading on 04-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2009 |
04-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
8,740.07 |
8,665.72 |
-74.35 |
-0.9% |
8,275.33 |
| High |
8,740.39 |
8,751.25 |
10.86 |
0.1% |
8,522.95 |
| Low |
8,598.38 |
8,634.57 |
36.19 |
0.4% |
8,226.90 |
| Close |
8,675.28 |
8,750.24 |
74.96 |
0.9% |
8,500.33 |
| Range |
142.01 |
116.68 |
-25.33 |
-17.8% |
296.05 |
| ATR |
175.48 |
171.28 |
-4.20 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,062.06 |
9,022.83 |
8,814.41 |
|
| R3 |
8,945.38 |
8,906.15 |
8,782.33 |
|
| R2 |
8,828.70 |
8,828.70 |
8,771.63 |
|
| R1 |
8,789.47 |
8,789.47 |
8,760.94 |
8,809.09 |
| PP |
8,712.02 |
8,712.02 |
8,712.02 |
8,721.83 |
| S1 |
8,672.79 |
8,672.79 |
8,739.54 |
8,692.41 |
| S2 |
8,595.34 |
8,595.34 |
8,728.85 |
|
| S3 |
8,478.66 |
8,556.11 |
8,718.15 |
|
| S4 |
8,361.98 |
8,439.43 |
8,686.07 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,304.88 |
9,198.65 |
8,663.16 |
|
| R3 |
9,008.83 |
8,902.60 |
8,581.74 |
|
| R2 |
8,712.78 |
8,712.78 |
8,554.61 |
|
| R1 |
8,606.55 |
8,606.55 |
8,527.47 |
8,659.67 |
| PP |
8,416.73 |
8,416.73 |
8,416.73 |
8,443.28 |
| S1 |
8,310.50 |
8,310.50 |
8,473.19 |
8,363.62 |
| S2 |
8,120.68 |
8,120.68 |
8,446.05 |
|
| S3 |
7,824.63 |
8,014.45 |
8,418.92 |
|
| S4 |
7,528.58 |
7,718.40 |
8,337.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,787.13 |
8,368.52 |
418.61 |
4.8% |
153.19 |
1.8% |
91% |
False |
False |
|
| 10 |
8,787.13 |
8,221.01 |
566.12 |
6.5% |
173.21 |
2.0% |
93% |
False |
False |
|
| 20 |
8,787.13 |
8,221.01 |
566.12 |
6.5% |
170.43 |
1.9% |
93% |
False |
False |
|
| 40 |
8,787.13 |
7,750.85 |
1,036.28 |
11.8% |
170.66 |
2.0% |
96% |
False |
False |
|
| 60 |
8,787.13 |
6,867.55 |
1,919.58 |
21.9% |
191.65 |
2.2% |
98% |
False |
False |
|
| 80 |
8,787.13 |
6,469.95 |
2,317.18 |
26.5% |
204.74 |
2.3% |
98% |
False |
False |
|
| 100 |
8,787.13 |
6,469.95 |
2,317.18 |
26.5% |
209.69 |
2.4% |
98% |
False |
False |
|
| 120 |
9,088.06 |
6,469.95 |
2,618.11 |
29.9% |
210.71 |
2.4% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,247.14 |
|
2.618 |
9,056.72 |
|
1.618 |
8,940.04 |
|
1.000 |
8,867.93 |
|
0.618 |
8,823.36 |
|
HIGH |
8,751.25 |
|
0.618 |
8,706.68 |
|
0.500 |
8,692.91 |
|
0.382 |
8,679.14 |
|
LOW |
8,634.57 |
|
0.618 |
8,562.46 |
|
1.000 |
8,517.89 |
|
1.618 |
8,445.78 |
|
2.618 |
8,329.10 |
|
4.250 |
8,138.68 |
|
|
| Fisher Pivots for day following 04-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
8,731.13 |
8,731.08 |
| PP |
8,712.02 |
8,711.92 |
| S1 |
8,692.91 |
8,692.76 |
|