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 |
5,148.0 |
5,055.0 |
-93.0 |
-1.8% |
4,890.0 |
High |
5,171.0 |
5,123.5 |
-47.5 |
-0.9% |
5,037.5 |
Low |
5,017.0 |
5,045.0 |
28.0 |
0.6% |
4,804.0 |
Close |
5,061.5 |
5,075.5 |
14.0 |
0.3% |
4,936.0 |
Range |
154.0 |
78.5 |
-75.5 |
-49.0% |
233.5 |
ATR |
141.6 |
137.1 |
-4.5 |
-3.2% |
0.0 |
Volume |
131,050 |
127,981 |
-3,069 |
-2.3% |
606,753 |
|
Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,316.8 |
5,274.7 |
5,118.7 |
|
R3 |
5,238.3 |
5,196.2 |
5,097.1 |
|
R2 |
5,159.8 |
5,159.8 |
5,089.9 |
|
R1 |
5,117.7 |
5,117.7 |
5,082.7 |
5,138.8 |
PP |
5,081.3 |
5,081.3 |
5,081.3 |
5,091.9 |
S1 |
5,039.2 |
5,039.2 |
5,068.3 |
5,060.3 |
S2 |
5,002.8 |
5,002.8 |
5,061.1 |
|
S3 |
4,924.3 |
4,960.7 |
5,053.9 |
|
S4 |
4,845.8 |
4,882.2 |
5,032.3 |
|
|
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 |
4,918.0 |
261.5 |
5.2% |
111.0 |
2.2% |
60% |
False |
False |
129,179 |
10 |
5,179.5 |
4,804.0 |
375.5 |
7.4% |
120.7 |
2.4% |
72% |
False |
False |
139,034 |
20 |
5,179.5 |
4,656.5 |
523.0 |
10.3% |
131.6 |
2.6% |
80% |
False |
False |
155,501 |
40 |
5,179.5 |
4,232.0 |
947.5 |
18.7% |
130.8 |
2.6% |
89% |
False |
False |
157,837 |
60 |
5,179.5 |
3,599.5 |
1,580.0 |
31.1% |
134.1 |
2.6% |
93% |
False |
False |
139,766 |
80 |
5,179.5 |
3,599.5 |
1,580.0 |
31.1% |
135.8 |
2.7% |
93% |
False |
False |
105,214 |
100 |
5,179.5 |
3,599.5 |
1,580.0 |
31.1% |
141.6 |
2.8% |
93% |
False |
False |
84,299 |
120 |
5,179.5 |
3,599.5 |
1,580.0 |
31.1% |
140.3 |
2.8% |
93% |
False |
False |
70,598 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,457.1 |
2.618 |
5,329.0 |
1.618 |
5,250.5 |
1.000 |
5,202.0 |
0.618 |
5,172.0 |
HIGH |
5,123.5 |
0.618 |
5,093.5 |
0.500 |
5,084.3 |
0.382 |
5,075.0 |
LOW |
5,045.0 |
0.618 |
4,996.5 |
1.000 |
4,966.5 |
1.618 |
4,918.0 |
2.618 |
4,839.5 |
4.250 |
4,711.4 |
|
|
Fisher Pivots for day following 04-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
5,084.3 |
5,098.3 |
PP |
5,081.3 |
5,090.7 |
S1 |
5,078.4 |
5,083.1 |
|