Trading Metrics calculated at close of trading on 01-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2009 |
01-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4,975.0 |
5,014.5 |
39.5 |
0.8% |
4,890.0 |
High |
5,012.0 |
5,158.0 |
146.0 |
2.9% |
5,037.5 |
Low |
4,918.0 |
5,008.0 |
90.0 |
1.8% |
4,804.0 |
Close |
4,936.0 |
5,136.5 |
200.5 |
4.1% |
4,936.0 |
Range |
94.0 |
150.0 |
56.0 |
59.6% |
233.5 |
ATR |
139.5 |
145.4 |
5.9 |
4.2% |
0.0 |
Volume |
120,577 |
125,902 |
5,325 |
4.4% |
606,753 |
|
Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,550.8 |
5,493.7 |
5,219.0 |
|
R3 |
5,400.8 |
5,343.7 |
5,177.8 |
|
R2 |
5,250.8 |
5,250.8 |
5,164.0 |
|
R1 |
5,193.7 |
5,193.7 |
5,150.3 |
5,222.3 |
PP |
5,100.8 |
5,100.8 |
5,100.8 |
5,115.1 |
S1 |
5,043.7 |
5,043.7 |
5,122.8 |
5,072.3 |
S2 |
4,950.8 |
4,950.8 |
5,109.0 |
|
S3 |
4,800.8 |
4,893.7 |
5,095.3 |
|
S4 |
4,650.8 |
4,743.7 |
5,054.0 |
|
|
Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,626.3 |
5,514.7 |
5,064.4 |
|
R3 |
5,392.8 |
5,281.2 |
5,000.2 |
|
R2 |
5,159.3 |
5,159.3 |
4,978.8 |
|
R1 |
5,047.7 |
5,047.7 |
4,957.4 |
5,103.5 |
PP |
4,925.8 |
4,925.8 |
4,925.8 |
4,953.8 |
S1 |
4,814.2 |
4,814.2 |
4,914.6 |
4,870.0 |
S2 |
4,692.3 |
4,692.3 |
4,893.2 |
|
S3 |
4,458.8 |
4,580.7 |
4,871.8 |
|
S4 |
4,225.3 |
4,347.2 |
4,807.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,158.0 |
4,804.0 |
354.0 |
6.9% |
134.2 |
2.6% |
94% |
True |
False |
146,531 |
10 |
5,158.0 |
4,659.0 |
499.0 |
9.7% |
138.1 |
2.7% |
96% |
True |
False |
149,138 |
20 |
5,158.0 |
4,656.5 |
501.5 |
9.8% |
132.0 |
2.6% |
96% |
True |
False |
157,387 |
40 |
5,158.0 |
4,006.0 |
1,152.0 |
22.4% |
135.5 |
2.6% |
98% |
True |
False |
161,344 |
60 |
5,158.0 |
3,599.5 |
1,558.5 |
30.3% |
137.9 |
2.7% |
99% |
True |
False |
133,426 |
80 |
5,158.0 |
3,599.5 |
1,558.5 |
30.3% |
138.0 |
2.7% |
99% |
True |
False |
100,254 |
100 |
5,158.0 |
3,599.5 |
1,558.5 |
30.3% |
142.3 |
2.8% |
99% |
True |
False |
80,320 |
120 |
5,158.0 |
3,599.5 |
1,558.5 |
30.3% |
143.3 |
2.8% |
99% |
True |
False |
67,284 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,795.5 |
2.618 |
5,550.7 |
1.618 |
5,400.7 |
1.000 |
5,308.0 |
0.618 |
5,250.7 |
HIGH |
5,158.0 |
0.618 |
5,100.7 |
0.500 |
5,083.0 |
0.382 |
5,065.3 |
LOW |
5,008.0 |
0.618 |
4,915.3 |
1.000 |
4,858.0 |
1.618 |
4,765.3 |
2.618 |
4,615.3 |
4.250 |
4,370.5 |
|
|
Fisher Pivots for day following 01-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
5,118.7 |
5,098.0 |
PP |
5,100.8 |
5,059.5 |
S1 |
5,083.0 |
5,021.0 |
|