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 |
939.00 |
942.75 |
3.75 |
0.4% |
885.00 |
High |
949.00 |
945.75 |
-3.25 |
-0.3% |
927.75 |
Low |
934.50 |
922.50 |
-12.00 |
-1.3% |
876.75 |
Close |
942.50 |
931.75 |
-10.75 |
-1.1% |
918.00 |
Range |
14.50 |
23.25 |
8.75 |
60.3% |
51.00 |
ATR |
23.66 |
23.63 |
-0.03 |
-0.1% |
0.00 |
Volume |
2,197,829 |
1,946,965 |
-250,864 |
-11.4% |
9,336,887 |
|
Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,003.00 |
990.75 |
944.50 |
|
R3 |
979.75 |
967.50 |
938.25 |
|
R2 |
956.50 |
956.50 |
936.00 |
|
R1 |
944.25 |
944.25 |
934.00 |
938.75 |
PP |
933.25 |
933.25 |
933.25 |
930.50 |
S1 |
921.00 |
921.00 |
929.50 |
915.50 |
S2 |
910.00 |
910.00 |
927.50 |
|
S3 |
886.75 |
897.75 |
925.25 |
|
S4 |
863.50 |
874.50 |
919.00 |
|
|
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 |
949.00 |
886.25 |
62.75 |
6.7% |
23.25 |
2.5% |
73% |
False |
False |
2,250,750 |
10 |
949.00 |
876.75 |
72.25 |
7.8% |
23.50 |
2.5% |
76% |
False |
False |
2,264,340 |
20 |
949.00 |
875.25 |
73.75 |
7.9% |
23.50 |
2.5% |
77% |
False |
False |
2,303,215 |
40 |
949.00 |
802.25 |
146.75 |
15.7% |
23.50 |
2.5% |
88% |
False |
False |
2,287,121 |
60 |
949.00 |
670.25 |
278.75 |
29.9% |
25.75 |
2.8% |
94% |
False |
False |
2,294,024 |
80 |
949.00 |
662.75 |
286.25 |
30.7% |
26.50 |
2.8% |
94% |
False |
False |
1,726,171 |
100 |
949.00 |
662.75 |
286.25 |
30.7% |
27.50 |
2.9% |
94% |
False |
False |
1,382,192 |
120 |
949.00 |
662.75 |
286.25 |
30.7% |
27.25 |
2.9% |
94% |
False |
False |
1,152,048 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,044.50 |
2.618 |
1,006.50 |
1.618 |
983.25 |
1.000 |
969.00 |
0.618 |
960.00 |
HIGH |
945.75 |
0.618 |
936.75 |
0.500 |
934.00 |
0.382 |
931.50 |
LOW |
922.50 |
0.618 |
908.25 |
1.000 |
899.25 |
1.618 |
885.00 |
2.618 |
861.75 |
4.250 |
823.75 |
|
|
Fisher Pivots for day following 03-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
934.00 |
932.75 |
PP |
933.25 |
932.50 |
S1 |
932.50 |
932.00 |
|