| 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 |
8,764.83 |
8,763.66 |
-1.17 |
0.0% |
8,501.53 |
| High |
8,803.26 |
8,834.93 |
31.67 |
0.4% |
8,839.40 |
| Low |
8,725.12 |
8,639.95 |
-85.17 |
-1.0% |
8,501.29 |
| Close |
8,763.06 |
8,739.02 |
-24.04 |
-0.3% |
8,763.13 |
| Range |
78.14 |
194.98 |
116.84 |
149.5% |
338.11 |
| ATR |
163.94 |
166.16 |
2.22 |
1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,322.91 |
9,225.94 |
8,846.26 |
|
| R3 |
9,127.93 |
9,030.96 |
8,792.64 |
|
| R2 |
8,932.95 |
8,932.95 |
8,774.77 |
|
| R1 |
8,835.98 |
8,835.98 |
8,756.89 |
8,786.98 |
| PP |
8,737.97 |
8,737.97 |
8,737.97 |
8,713.46 |
| S1 |
8,641.00 |
8,641.00 |
8,721.15 |
8,592.00 |
| S2 |
8,542.99 |
8,542.99 |
8,703.27 |
|
| S3 |
8,348.01 |
8,446.02 |
8,685.40 |
|
| S4 |
8,153.03 |
8,251.04 |
8,631.78 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,715.60 |
9,577.48 |
8,949.09 |
|
| R3 |
9,377.49 |
9,239.37 |
8,856.11 |
|
| R2 |
9,039.38 |
9,039.38 |
8,825.12 |
|
| R1 |
8,901.26 |
8,901.26 |
8,794.12 |
8,970.32 |
| PP |
8,701.27 |
8,701.27 |
8,701.27 |
8,735.81 |
| S1 |
8,563.15 |
8,563.15 |
8,732.14 |
8,632.21 |
| S2 |
8,363.16 |
8,363.16 |
8,701.14 |
|
| S3 |
8,025.05 |
8,225.04 |
8,670.15 |
|
| S4 |
7,686.94 |
7,886.93 |
8,577.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,839.40 |
8,633.07 |
206.33 |
2.4% |
143.94 |
1.6% |
51% |
False |
False |
|
| 10 |
8,839.40 |
8,246.58 |
592.82 |
6.8% |
155.70 |
1.8% |
83% |
False |
False |
|
| 20 |
8,839.40 |
8,221.01 |
618.39 |
7.1% |
165.25 |
1.9% |
84% |
False |
False |
|
| 40 |
8,839.40 |
7,791.95 |
1,047.45 |
12.0% |
168.51 |
1.9% |
90% |
False |
False |
|
| 60 |
8,839.40 |
7,172.05 |
1,667.35 |
19.1% |
188.66 |
2.2% |
94% |
False |
False |
|
| 80 |
8,839.40 |
6,469.95 |
2,369.45 |
27.1% |
200.68 |
2.3% |
96% |
False |
False |
|
| 100 |
8,839.40 |
6,469.95 |
2,369.45 |
27.1% |
206.48 |
2.4% |
96% |
False |
False |
|
| 120 |
9,088.06 |
6,469.95 |
2,618.11 |
30.0% |
205.47 |
2.4% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,663.60 |
|
2.618 |
9,345.39 |
|
1.618 |
9,150.41 |
|
1.000 |
9,029.91 |
|
0.618 |
8,955.43 |
|
HIGH |
8,834.93 |
|
0.618 |
8,760.45 |
|
0.500 |
8,737.44 |
|
0.382 |
8,714.43 |
|
LOW |
8,639.95 |
|
0.618 |
8,519.45 |
|
1.000 |
8,444.97 |
|
1.618 |
8,324.47 |
|
2.618 |
8,129.49 |
|
4.250 |
7,811.29 |
|
|
| Fisher Pivots for day following 10-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
8,738.49 |
8,737.35 |
| PP |
8,737.97 |
8,735.67 |
| S1 |
8,737.44 |
8,734.00 |
|