Trading Metrics calculated at close of trading on 05-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2009 |
05-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
5,055.0 |
5,096.0 |
41.0 |
0.8% |
5,014.5 |
High |
5,123.5 |
5,165.0 |
41.5 |
0.8% |
5,179.5 |
Low |
5,045.0 |
5,046.5 |
1.5 |
0.0% |
5,008.0 |
Close |
5,075.5 |
5,082.0 |
6.5 |
0.1% |
5,082.0 |
Range |
78.5 |
118.5 |
40.0 |
51.0% |
171.5 |
ATR |
137.1 |
135.7 |
-1.3 |
-1.0% |
0.0 |
Volume |
127,981 |
155,090 |
27,109 |
21.2% |
680,409 |
|
Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,453.3 |
5,386.2 |
5,147.2 |
|
R3 |
5,334.8 |
5,267.7 |
5,114.6 |
|
R2 |
5,216.3 |
5,216.3 |
5,103.7 |
|
R1 |
5,149.2 |
5,149.2 |
5,092.9 |
5,123.5 |
PP |
5,097.8 |
5,097.8 |
5,097.8 |
5,085.0 |
S1 |
5,030.7 |
5,030.7 |
5,071.1 |
5,005.0 |
S2 |
4,979.3 |
4,979.3 |
5,060.3 |
|
S3 |
4,860.8 |
4,912.2 |
5,049.4 |
|
S4 |
4,742.3 |
4,793.7 |
5,016.8 |
|
|
Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,604.3 |
5,514.7 |
5,176.3 |
|
R3 |
5,432.8 |
5,343.2 |
5,129.2 |
|
R2 |
5,261.3 |
5,261.3 |
5,113.4 |
|
R1 |
5,171.7 |
5,171.7 |
5,097.7 |
5,216.5 |
PP |
5,089.8 |
5,089.8 |
5,089.8 |
5,112.3 |
S1 |
5,000.2 |
5,000.2 |
5,066.3 |
5,045.0 |
S2 |
4,918.3 |
4,918.3 |
5,050.6 |
|
S3 |
4,746.8 |
4,828.7 |
5,034.8 |
|
S4 |
4,575.3 |
4,657.2 |
4,987.7 |
|
|
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 |
5,008.0 |
171.5 |
3.4% |
115.9 |
2.3% |
43% |
False |
False |
136,081 |
10 |
5,179.5 |
4,804.0 |
375.5 |
7.4% |
119.8 |
2.4% |
74% |
False |
False |
140,672 |
20 |
5,179.5 |
4,656.5 |
523.0 |
10.3% |
127.9 |
2.5% |
81% |
False |
False |
153,187 |
40 |
5,179.5 |
4,232.0 |
947.5 |
18.6% |
129.8 |
2.6% |
90% |
False |
False |
158,206 |
60 |
5,179.5 |
3,686.0 |
1,493.5 |
29.4% |
134.1 |
2.6% |
93% |
False |
False |
142,263 |
80 |
5,179.5 |
3,599.5 |
1,580.0 |
31.1% |
136.3 |
2.7% |
94% |
False |
False |
107,149 |
100 |
5,179.5 |
3,599.5 |
1,580.0 |
31.1% |
141.7 |
2.8% |
94% |
False |
False |
85,846 |
120 |
5,179.5 |
3,599.5 |
1,580.0 |
31.1% |
139.9 |
2.8% |
94% |
False |
False |
71,880 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,668.6 |
2.618 |
5,475.2 |
1.618 |
5,356.7 |
1.000 |
5,283.5 |
0.618 |
5,238.2 |
HIGH |
5,165.0 |
0.618 |
5,119.7 |
0.500 |
5,105.8 |
0.382 |
5,091.8 |
LOW |
5,046.5 |
0.618 |
4,973.3 |
1.000 |
4,928.0 |
1.618 |
4,854.8 |
2.618 |
4,736.3 |
4.250 |
4,542.9 |
|
|
Fisher Pivots for day following 05-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
5,105.8 |
5,094.0 |
PP |
5,097.8 |
5,090.0 |
S1 |
5,089.9 |
5,086.0 |
|