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 |
920.25 |
939.00 |
18.75 |
2.0% |
885.00 |
High |
947.25 |
949.00 |
1.75 |
0.2% |
927.75 |
Low |
916.50 |
934.50 |
18.00 |
2.0% |
876.75 |
Close |
939.00 |
942.50 |
3.50 |
0.4% |
918.00 |
Range |
30.75 |
14.50 |
-16.25 |
-52.8% |
51.00 |
ATR |
24.36 |
23.66 |
-0.70 |
-2.9% |
0.00 |
Volume |
2,009,771 |
2,197,829 |
188,058 |
9.4% |
9,336,887 |
|
Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
985.50 |
978.50 |
950.50 |
|
R3 |
971.00 |
964.00 |
946.50 |
|
R2 |
956.50 |
956.50 |
945.25 |
|
R1 |
949.50 |
949.50 |
943.75 |
953.00 |
PP |
942.00 |
942.00 |
942.00 |
943.75 |
S1 |
935.00 |
935.00 |
941.25 |
938.50 |
S2 |
927.50 |
927.50 |
939.75 |
|
S3 |
913.00 |
920.50 |
938.50 |
|
S4 |
898.50 |
906.00 |
934.50 |
|
|
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 |
949.00 |
886.25 |
62.75 |
6.7% |
23.25 |
2.5% |
90% |
True |
False |
2,378,593 |
10 |
949.00 |
876.75 |
72.25 |
7.7% |
22.50 |
2.4% |
91% |
True |
False |
2,262,480 |
20 |
949.00 |
875.25 |
73.75 |
7.8% |
23.00 |
2.4% |
91% |
True |
False |
2,314,422 |
40 |
949.00 |
802.25 |
146.75 |
15.6% |
23.50 |
2.5% |
96% |
True |
False |
2,292,738 |
60 |
949.00 |
668.00 |
281.00 |
29.8% |
25.75 |
2.7% |
98% |
True |
False |
2,263,342 |
80 |
949.00 |
662.75 |
286.25 |
30.4% |
26.50 |
2.8% |
98% |
True |
False |
1,701,901 |
100 |
949.00 |
662.75 |
286.25 |
30.4% |
27.50 |
2.9% |
98% |
True |
False |
1,362,764 |
120 |
949.00 |
662.75 |
286.25 |
30.4% |
27.25 |
2.9% |
98% |
True |
False |
1,135,824 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,010.50 |
2.618 |
987.00 |
1.618 |
972.50 |
1.000 |
963.50 |
0.618 |
958.00 |
HIGH |
949.00 |
0.618 |
943.50 |
0.500 |
941.75 |
0.382 |
940.00 |
LOW |
934.50 |
0.618 |
925.50 |
1.000 |
920.00 |
1.618 |
911.00 |
2.618 |
896.50 |
4.250 |
873.00 |
|
|
Fisher Pivots for day following 02-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
942.25 |
937.00 |
PP |
942.00 |
931.25 |
S1 |
941.75 |
925.50 |
|