Trading Metrics calculated at close of trading on 02-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2009 |
02-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
5,014.5 |
5,110.0 |
95.5 |
1.9% |
4,890.0 |
High |
5,158.0 |
5,179.5 |
21.5 |
0.4% |
5,037.5 |
Low |
5,008.0 |
5,101.0 |
93.0 |
1.9% |
4,804.0 |
Close |
5,136.5 |
5,154.0 |
17.5 |
0.3% |
4,936.0 |
Range |
150.0 |
78.5 |
-71.5 |
-47.7% |
233.5 |
ATR |
145.4 |
140.6 |
-4.8 |
-3.3% |
0.0 |
Volume |
125,902 |
140,386 |
14,484 |
11.5% |
606,753 |
|
Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,380.3 |
5,345.7 |
5,197.2 |
|
R3 |
5,301.8 |
5,267.2 |
5,175.6 |
|
R2 |
5,223.3 |
5,223.3 |
5,168.4 |
|
R1 |
5,188.7 |
5,188.7 |
5,161.2 |
5,206.0 |
PP |
5,144.8 |
5,144.8 |
5,144.8 |
5,153.5 |
S1 |
5,110.2 |
5,110.2 |
5,146.8 |
5,127.5 |
S2 |
5,066.3 |
5,066.3 |
5,139.6 |
|
S3 |
4,987.8 |
5,031.7 |
5,132.4 |
|
S4 |
4,909.3 |
4,953.2 |
5,110.8 |
|
|
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 |
5,179.5 |
4,884.0 |
295.5 |
5.7% |
107.9 |
2.1% |
91% |
True |
False |
137,271 |
10 |
5,179.5 |
4,804.0 |
375.5 |
7.3% |
122.7 |
2.4% |
93% |
True |
False |
146,778 |
20 |
5,179.5 |
4,656.5 |
523.0 |
10.1% |
130.4 |
2.5% |
95% |
True |
False |
158,377 |
40 |
5,179.5 |
4,225.0 |
954.5 |
18.5% |
132.9 |
2.6% |
97% |
True |
False |
160,494 |
60 |
5,179.5 |
3,599.5 |
1,580.0 |
30.7% |
135.9 |
2.6% |
98% |
True |
False |
135,731 |
80 |
5,179.5 |
3,599.5 |
1,580.0 |
30.7% |
137.1 |
2.7% |
98% |
True |
False |
102,003 |
100 |
5,179.5 |
3,599.5 |
1,580.0 |
30.7% |
142.0 |
2.8% |
98% |
True |
False |
81,718 |
120 |
5,179.5 |
3,599.5 |
1,580.0 |
30.7% |
142.0 |
2.8% |
98% |
True |
False |
68,447 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,513.1 |
2.618 |
5,385.0 |
1.618 |
5,306.5 |
1.000 |
5,258.0 |
0.618 |
5,228.0 |
HIGH |
5,179.5 |
0.618 |
5,149.5 |
0.500 |
5,140.3 |
0.382 |
5,131.0 |
LOW |
5,101.0 |
0.618 |
5,052.5 |
1.000 |
5,022.5 |
1.618 |
4,974.0 |
2.618 |
4,895.5 |
4.250 |
4,767.4 |
|
|
Fisher Pivots for day following 02-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
5,149.4 |
5,118.9 |
PP |
5,144.8 |
5,083.8 |
S1 |
5,140.3 |
5,048.8 |
|