Trading Metrics calculated at close of trading on 03-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2009 |
03-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
5,110.0 |
5,148.0 |
38.0 |
0.7% |
4,890.0 |
High |
5,179.5 |
5,171.0 |
-8.5 |
-0.2% |
5,037.5 |
Low |
5,101.0 |
5,017.0 |
-84.0 |
-1.6% |
4,804.0 |
Close |
5,154.0 |
5,061.5 |
-92.5 |
-1.8% |
4,936.0 |
Range |
78.5 |
154.0 |
75.5 |
96.2% |
233.5 |
ATR |
140.6 |
141.6 |
1.0 |
0.7% |
0.0 |
Volume |
140,386 |
131,050 |
-9,336 |
-6.7% |
606,753 |
|
Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,545.2 |
5,457.3 |
5,146.2 |
|
R3 |
5,391.2 |
5,303.3 |
5,103.9 |
|
R2 |
5,237.2 |
5,237.2 |
5,089.7 |
|
R1 |
5,149.3 |
5,149.3 |
5,075.6 |
5,116.3 |
PP |
5,083.2 |
5,083.2 |
5,083.2 |
5,066.6 |
S1 |
4,995.3 |
4,995.3 |
5,047.4 |
4,962.3 |
S2 |
4,929.2 |
4,929.2 |
5,033.3 |
|
S3 |
4,775.2 |
4,841.3 |
5,019.2 |
|
S4 |
4,621.2 |
4,687.3 |
4,976.8 |
|
|
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 |
5.8% |
116.7 |
2.3% |
60% |
False |
False |
135,756 |
10 |
5,179.5 |
4,804.0 |
375.5 |
7.4% |
125.3 |
2.5% |
69% |
False |
False |
142,031 |
20 |
5,179.5 |
4,656.5 |
523.0 |
10.3% |
133.8 |
2.6% |
77% |
False |
False |
157,317 |
40 |
5,179.5 |
4,232.0 |
947.5 |
18.7% |
132.0 |
2.6% |
88% |
False |
False |
158,730 |
60 |
5,179.5 |
3,599.5 |
1,580.0 |
31.2% |
135.2 |
2.7% |
93% |
False |
False |
137,691 |
80 |
5,179.5 |
3,599.5 |
1,580.0 |
31.2% |
136.9 |
2.7% |
93% |
False |
False |
103,625 |
100 |
5,179.5 |
3,599.5 |
1,580.0 |
31.2% |
142.6 |
2.8% |
93% |
False |
False |
83,025 |
120 |
5,179.5 |
3,599.5 |
1,580.0 |
31.2% |
141.4 |
2.8% |
93% |
False |
False |
69,535 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,825.5 |
2.618 |
5,574.2 |
1.618 |
5,420.2 |
1.000 |
5,325.0 |
0.618 |
5,266.2 |
HIGH |
5,171.0 |
0.618 |
5,112.2 |
0.500 |
5,094.0 |
0.382 |
5,075.8 |
LOW |
5,017.0 |
0.618 |
4,921.8 |
1.000 |
4,863.0 |
1.618 |
4,767.8 |
2.618 |
4,613.8 |
4.250 |
4,362.5 |
|
|
Fisher Pivots for day following 03-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
5,094.0 |
5,093.8 |
PP |
5,083.2 |
5,083.0 |
S1 |
5,072.3 |
5,072.3 |
|