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 |
905.00 |
920.25 |
15.25 |
1.7% |
885.00 |
High |
927.75 |
947.25 |
19.50 |
2.1% |
927.75 |
Low |
902.25 |
916.50 |
14.25 |
1.6% |
876.75 |
Close |
918.00 |
939.00 |
21.00 |
2.3% |
918.00 |
Range |
25.50 |
30.75 |
5.25 |
20.6% |
51.00 |
ATR |
23.87 |
24.36 |
0.49 |
2.1% |
0.00 |
Volume |
2,694,863 |
2,009,771 |
-685,092 |
-25.4% |
9,336,887 |
|
Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,026.50 |
1,013.50 |
956.00 |
|
R3 |
995.75 |
982.75 |
947.50 |
|
R2 |
965.00 |
965.00 |
944.75 |
|
R1 |
952.00 |
952.00 |
941.75 |
958.50 |
PP |
934.25 |
934.25 |
934.25 |
937.50 |
S1 |
921.25 |
921.25 |
936.25 |
927.75 |
S2 |
903.50 |
903.50 |
933.25 |
|
S3 |
872.75 |
890.50 |
930.50 |
|
S4 |
842.00 |
859.75 |
922.00 |
|
|
Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,060.50 |
1,040.25 |
946.00 |
|
R3 |
1,009.50 |
989.25 |
932.00 |
|
R2 |
958.50 |
958.50 |
927.25 |
|
R1 |
938.25 |
938.25 |
922.75 |
948.50 |
PP |
907.50 |
907.50 |
907.50 |
912.50 |
S1 |
887.25 |
887.25 |
913.25 |
897.50 |
S2 |
856.50 |
856.50 |
908.75 |
|
S3 |
805.50 |
836.25 |
904.00 |
|
S4 |
754.50 |
785.25 |
890.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
947.25 |
876.75 |
70.50 |
7.5% |
27.25 |
2.9% |
88% |
True |
False |
2,269,331 |
10 |
947.25 |
875.25 |
72.00 |
7.7% |
24.50 |
2.6% |
89% |
True |
False |
2,263,176 |
20 |
947.25 |
875.25 |
72.00 |
7.7% |
23.75 |
2.5% |
89% |
True |
False |
2,294,670 |
40 |
947.25 |
802.25 |
145.00 |
15.4% |
23.75 |
2.5% |
94% |
True |
False |
2,312,415 |
60 |
947.25 |
662.75 |
284.50 |
30.3% |
26.00 |
2.8% |
97% |
True |
False |
2,227,940 |
80 |
947.25 |
662.75 |
284.50 |
30.3% |
26.75 |
2.8% |
97% |
True |
False |
1,674,459 |
100 |
947.25 |
662.75 |
284.50 |
30.3% |
27.75 |
2.9% |
97% |
True |
False |
1,340,835 |
120 |
947.25 |
662.75 |
284.50 |
30.3% |
27.25 |
2.9% |
97% |
True |
False |
1,117,509 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,078.00 |
2.618 |
1,027.75 |
1.618 |
997.00 |
1.000 |
978.00 |
0.618 |
966.25 |
HIGH |
947.25 |
0.618 |
935.50 |
0.500 |
932.00 |
0.382 |
928.25 |
LOW |
916.50 |
0.618 |
897.50 |
1.000 |
885.75 |
1.618 |
866.75 |
2.618 |
836.00 |
4.250 |
785.75 |
|
|
Fisher Pivots for day following 01-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
936.50 |
931.50 |
PP |
934.25 |
924.25 |
S1 |
932.00 |
916.75 |
|