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 |
931.00 |
941.00 |
10.00 |
1.1% |
920.25 |
High |
942.00 |
957.50 |
15.50 |
1.6% |
957.50 |
Low |
928.00 |
933.25 |
5.25 |
0.6% |
916.50 |
Close |
940.50 |
940.50 |
0.00 |
0.0% |
940.50 |
Range |
14.00 |
24.25 |
10.25 |
73.2% |
41.00 |
ATR |
22.94 |
23.03 |
0.09 |
0.4% |
0.00 |
Volume |
1,975,453 |
1,786,027 |
-189,426 |
-9.6% |
9,916,045 |
|
Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,016.50 |
1,002.75 |
953.75 |
|
R3 |
992.25 |
978.50 |
947.25 |
|
R2 |
968.00 |
968.00 |
945.00 |
|
R1 |
954.25 |
954.25 |
942.75 |
949.00 |
PP |
943.75 |
943.75 |
943.75 |
941.00 |
S1 |
930.00 |
930.00 |
938.25 |
924.75 |
S2 |
919.50 |
919.50 |
936.00 |
|
S3 |
895.25 |
905.75 |
933.75 |
|
S4 |
871.00 |
881.50 |
927.25 |
|
|
Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,061.25 |
1,041.75 |
963.00 |
|
R3 |
1,020.25 |
1,000.75 |
951.75 |
|
R2 |
979.25 |
979.25 |
948.00 |
|
R1 |
959.75 |
959.75 |
944.25 |
969.50 |
PP |
938.25 |
938.25 |
938.25 |
943.00 |
S1 |
918.75 |
918.75 |
936.75 |
928.50 |
S2 |
897.25 |
897.25 |
933.00 |
|
S3 |
856.25 |
877.75 |
929.25 |
|
S4 |
815.25 |
836.75 |
918.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
957.50 |
916.50 |
41.00 |
4.4% |
21.25 |
2.3% |
59% |
True |
False |
1,983,209 |
10 |
957.50 |
876.75 |
80.75 |
8.6% |
22.75 |
2.4% |
79% |
True |
False |
2,164,147 |
20 |
957.50 |
875.25 |
82.25 |
8.7% |
22.50 |
2.4% |
79% |
True |
False |
2,258,888 |
40 |
957.50 |
822.25 |
135.25 |
14.4% |
23.25 |
2.5% |
87% |
True |
False |
2,278,713 |
60 |
957.50 |
708.00 |
249.50 |
26.5% |
25.25 |
2.7% |
93% |
True |
False |
2,352,490 |
80 |
957.50 |
662.75 |
294.75 |
31.3% |
26.25 |
2.8% |
94% |
True |
False |
1,773,025 |
100 |
957.50 |
662.75 |
294.75 |
31.3% |
27.25 |
2.9% |
94% |
True |
False |
1,419,756 |
120 |
957.50 |
662.75 |
294.75 |
31.3% |
26.75 |
2.9% |
94% |
True |
False |
1,183,394 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,060.50 |
2.618 |
1,021.00 |
1.618 |
996.75 |
1.000 |
981.75 |
0.618 |
972.50 |
HIGH |
957.50 |
0.618 |
948.25 |
0.500 |
945.50 |
0.382 |
942.50 |
LOW |
933.25 |
0.618 |
918.25 |
1.000 |
909.00 |
1.618 |
894.00 |
2.618 |
869.75 |
4.250 |
830.25 |
|
|
Fisher Pivots for day following 05-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
945.50 |
940.25 |
PP |
943.75 |
940.25 |
S1 |
942.00 |
940.00 |
|