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 |
1,434.00 |
1,470.00 |
36.00 |
2.5% |
1,359.75 |
High |
1,482.25 |
1,494.50 |
12.25 |
0.8% |
1,442.75 |
Low |
1,430.00 |
1,464.50 |
34.50 |
2.4% |
1,342.75 |
Close |
1,470.00 |
1,478.50 |
8.50 |
0.6% |
1,435.50 |
Range |
52.25 |
30.00 |
-22.25 |
-42.6% |
100.00 |
ATR |
39.77 |
39.07 |
-0.70 |
-1.8% |
0.00 |
Volume |
271,583 |
318,103 |
46,520 |
17.1% |
1,200,801 |
|
Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,569.25 |
1,553.75 |
1,495.00 |
|
R3 |
1,539.25 |
1,523.75 |
1,486.75 |
|
R2 |
1,509.25 |
1,509.25 |
1,484.00 |
|
R1 |
1,493.75 |
1,493.75 |
1,481.25 |
1,501.50 |
PP |
1,479.25 |
1,479.25 |
1,479.25 |
1,483.00 |
S1 |
1,463.75 |
1,463.75 |
1,475.75 |
1,471.50 |
S2 |
1,449.25 |
1,449.25 |
1,473.00 |
|
S3 |
1,419.25 |
1,433.75 |
1,470.25 |
|
S4 |
1,389.25 |
1,403.75 |
1,462.00 |
|
|
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 |
1,494.50 |
1,389.25 |
105.25 |
7.1% |
36.00 |
2.4% |
85% |
True |
False |
315,749 |
10 |
1,494.50 |
1,342.75 |
151.75 |
10.3% |
38.75 |
2.6% |
89% |
True |
False |
299,607 |
20 |
1,494.50 |
1,336.50 |
158.00 |
10.7% |
40.00 |
2.7% |
90% |
True |
False |
316,198 |
40 |
1,494.50 |
1,266.75 |
227.75 |
15.4% |
38.00 |
2.6% |
93% |
True |
False |
304,433 |
60 |
1,494.50 |
1,039.50 |
455.00 |
30.8% |
40.25 |
2.7% |
96% |
True |
False |
295,713 |
80 |
1,494.50 |
1,039.50 |
455.00 |
30.8% |
40.00 |
2.7% |
96% |
True |
False |
221,878 |
100 |
1,494.50 |
1,039.50 |
455.00 |
30.8% |
40.25 |
2.7% |
96% |
True |
False |
177,545 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,622.00 |
2.618 |
1,573.00 |
1.618 |
1,543.00 |
1.000 |
1,524.50 |
0.618 |
1,513.00 |
HIGH |
1,494.50 |
0.618 |
1,483.00 |
0.500 |
1,479.50 |
0.382 |
1,476.00 |
LOW |
1,464.50 |
0.618 |
1,446.00 |
1.000 |
1,434.50 |
1.618 |
1,416.00 |
2.618 |
1,386.00 |
4.250 |
1,337.00 |
|
|
Fisher Pivots for day following 02-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
1,479.50 |
1,470.00 |
PP |
1,479.25 |
1,461.25 |
S1 |
1,478.75 |
1,452.75 |
|