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 |
1,470.00 |
1,479.00 |
9.00 |
0.6% |
1,359.75 |
High |
1,494.50 |
1,484.50 |
-10.00 |
-0.7% |
1,442.75 |
Low |
1,464.50 |
1,458.75 |
-5.75 |
-0.4% |
1,342.75 |
Close |
1,478.50 |
1,477.50 |
-1.00 |
-0.1% |
1,435.50 |
Range |
30.00 |
25.75 |
-4.25 |
-14.2% |
100.00 |
ATR |
39.07 |
38.12 |
-0.95 |
-2.4% |
0.00 |
Volume |
318,103 |
294,033 |
-24,070 |
-7.6% |
1,200,801 |
|
Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,550.75 |
1,540.00 |
1,491.75 |
|
R3 |
1,525.00 |
1,514.25 |
1,484.50 |
|
R2 |
1,499.25 |
1,499.25 |
1,482.25 |
|
R1 |
1,488.50 |
1,488.50 |
1,479.75 |
1,481.00 |
PP |
1,473.50 |
1,473.50 |
1,473.50 |
1,470.00 |
S1 |
1,462.75 |
1,462.75 |
1,475.25 |
1,455.25 |
S2 |
1,447.75 |
1,447.75 |
1,472.75 |
|
S3 |
1,422.00 |
1,437.00 |
1,470.50 |
|
S4 |
1,396.25 |
1,411.25 |
1,463.25 |
|
|
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 |
1,494.50 |
1,389.25 |
105.25 |
7.1% |
35.00 |
2.4% |
84% |
False |
False |
299,681 |
10 |
1,494.50 |
1,342.75 |
151.75 |
10.3% |
38.25 |
2.6% |
89% |
False |
False |
301,824 |
20 |
1,494.50 |
1,336.50 |
158.00 |
10.7% |
40.00 |
2.7% |
89% |
False |
False |
317,308 |
40 |
1,494.50 |
1,266.75 |
227.75 |
15.4% |
37.50 |
2.5% |
93% |
False |
False |
304,888 |
60 |
1,494.50 |
1,039.50 |
455.00 |
30.8% |
39.75 |
2.7% |
96% |
False |
False |
300,549 |
80 |
1,494.50 |
1,039.50 |
455.00 |
30.8% |
39.50 |
2.7% |
96% |
False |
False |
225,552 |
100 |
1,494.50 |
1,039.50 |
455.00 |
30.8% |
40.25 |
2.7% |
96% |
False |
False |
180,485 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,594.00 |
2.618 |
1,552.00 |
1.618 |
1,526.25 |
1.000 |
1,510.25 |
0.618 |
1,500.50 |
HIGH |
1,484.50 |
0.618 |
1,474.75 |
0.500 |
1,471.50 |
0.382 |
1,468.50 |
LOW |
1,458.75 |
0.618 |
1,442.75 |
1.000 |
1,433.00 |
1.618 |
1,417.00 |
2.618 |
1,391.25 |
4.250 |
1,349.25 |
|
|
Fisher Pivots for day following 03-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
1,475.50 |
1,472.50 |
PP |
1,473.50 |
1,467.25 |
S1 |
1,471.50 |
1,462.25 |
|