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 |
1,417.75 |
1,434.00 |
16.25 |
1.1% |
1,359.75 |
High |
1,442.75 |
1,482.25 |
39.50 |
2.7% |
1,442.75 |
Low |
1,411.00 |
1,430.00 |
19.00 |
1.3% |
1,342.75 |
Close |
1,435.50 |
1,470.00 |
34.50 |
2.4% |
1,435.50 |
Range |
31.75 |
52.25 |
20.50 |
64.6% |
100.00 |
ATR |
38.81 |
39.77 |
0.96 |
2.5% |
0.00 |
Volume |
313,662 |
271,583 |
-42,079 |
-13.4% |
1,200,801 |
|
Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,617.50 |
1,596.00 |
1,498.75 |
|
R3 |
1,565.25 |
1,543.75 |
1,484.25 |
|
R2 |
1,513.00 |
1,513.00 |
1,479.50 |
|
R1 |
1,491.50 |
1,491.50 |
1,474.75 |
1,502.25 |
PP |
1,460.75 |
1,460.75 |
1,460.75 |
1,466.00 |
S1 |
1,439.25 |
1,439.25 |
1,465.25 |
1,450.00 |
S2 |
1,408.50 |
1,408.50 |
1,460.50 |
|
S3 |
1,356.25 |
1,387.00 |
1,455.75 |
|
S4 |
1,304.00 |
1,334.75 |
1,441.25 |
|
|
Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,707.00 |
1,671.25 |
1,490.50 |
|
R3 |
1,607.00 |
1,571.25 |
1,463.00 |
|
R2 |
1,507.00 |
1,507.00 |
1,453.75 |
|
R1 |
1,471.25 |
1,471.25 |
1,444.75 |
1,489.00 |
PP |
1,407.00 |
1,407.00 |
1,407.00 |
1,416.00 |
S1 |
1,371.25 |
1,371.25 |
1,426.25 |
1,389.00 |
S2 |
1,307.00 |
1,307.00 |
1,417.25 |
|
S3 |
1,207.00 |
1,271.25 |
1,408.00 |
|
S4 |
1,107.00 |
1,171.25 |
1,380.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,482.25 |
1,342.75 |
139.50 |
9.5% |
44.25 |
3.0% |
91% |
True |
False |
294,476 |
10 |
1,482.25 |
1,342.50 |
139.75 |
9.5% |
40.75 |
2.8% |
91% |
True |
False |
294,381 |
20 |
1,482.25 |
1,336.50 |
145.75 |
9.9% |
39.75 |
2.7% |
92% |
True |
False |
311,848 |
40 |
1,482.25 |
1,266.75 |
215.50 |
14.7% |
37.75 |
2.6% |
94% |
True |
False |
307,209 |
60 |
1,482.25 |
1,039.50 |
442.75 |
30.1% |
40.25 |
2.7% |
97% |
True |
False |
290,429 |
80 |
1,482.25 |
1,039.50 |
442.75 |
30.1% |
40.25 |
2.7% |
97% |
True |
False |
217,902 |
100 |
1,482.25 |
1,039.50 |
442.75 |
30.1% |
40.25 |
2.7% |
97% |
True |
False |
174,365 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,704.25 |
2.618 |
1,619.00 |
1.618 |
1,566.75 |
1.000 |
1,534.50 |
0.618 |
1,514.50 |
HIGH |
1,482.25 |
0.618 |
1,462.25 |
0.500 |
1,456.00 |
0.382 |
1,450.00 |
LOW |
1,430.00 |
0.618 |
1,397.75 |
1.000 |
1,377.75 |
1.618 |
1,345.50 |
2.618 |
1,293.25 |
4.250 |
1,208.00 |
|
|
Fisher Pivots for day following 01-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
1,465.50 |
1,458.50 |
PP |
1,460.75 |
1,447.25 |
S1 |
1,456.00 |
1,435.75 |
|