Trading Metrics calculated at close of trading on 04-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2009 |
04-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
1,479.00 |
1,475.75 |
-3.25 |
-0.2% |
1,359.75 |
High |
1,484.50 |
1,493.75 |
9.25 |
0.6% |
1,442.75 |
Low |
1,458.75 |
1,473.75 |
15.00 |
1.0% |
1,342.75 |
Close |
1,477.50 |
1,493.00 |
15.50 |
1.0% |
1,435.50 |
Range |
25.75 |
20.00 |
-5.75 |
-22.3% |
100.00 |
ATR |
38.12 |
36.82 |
-1.29 |
-3.4% |
0.00 |
Volume |
294,033 |
242,330 |
-51,703 |
-17.6% |
1,200,801 |
|
Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,546.75 |
1,540.00 |
1,504.00 |
|
R3 |
1,526.75 |
1,520.00 |
1,498.50 |
|
R2 |
1,506.75 |
1,506.75 |
1,496.75 |
|
R1 |
1,500.00 |
1,500.00 |
1,494.75 |
1,503.50 |
PP |
1,486.75 |
1,486.75 |
1,486.75 |
1,488.50 |
S1 |
1,480.00 |
1,480.00 |
1,491.25 |
1,483.50 |
S2 |
1,466.75 |
1,466.75 |
1,489.25 |
|
S3 |
1,446.75 |
1,460.00 |
1,487.50 |
|
S4 |
1,426.75 |
1,440.00 |
1,482.00 |
|
|
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 |
1,411.00 |
83.50 |
5.6% |
32.00 |
2.1% |
98% |
False |
False |
287,942 |
10 |
1,494.50 |
1,342.75 |
151.75 |
10.2% |
36.50 |
2.5% |
99% |
False |
False |
299,430 |
20 |
1,494.50 |
1,336.50 |
158.00 |
10.6% |
39.25 |
2.6% |
99% |
False |
False |
316,782 |
40 |
1,494.50 |
1,267.00 |
227.50 |
15.2% |
36.75 |
2.5% |
99% |
False |
False |
304,599 |
60 |
1,494.50 |
1,044.75 |
449.75 |
30.1% |
39.25 |
2.6% |
100% |
False |
False |
304,558 |
80 |
1,494.50 |
1,039.50 |
455.00 |
30.5% |
39.50 |
2.6% |
100% |
False |
False |
228,581 |
100 |
1,494.50 |
1,039.50 |
455.00 |
30.5% |
40.00 |
2.7% |
100% |
False |
False |
182,908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,578.75 |
2.618 |
1,546.00 |
1.618 |
1,526.00 |
1.000 |
1,513.75 |
0.618 |
1,506.00 |
HIGH |
1,493.75 |
0.618 |
1,486.00 |
0.500 |
1,483.75 |
0.382 |
1,481.50 |
LOW |
1,473.75 |
0.618 |
1,461.50 |
1.000 |
1,453.75 |
1.618 |
1,441.50 |
2.618 |
1,421.50 |
4.250 |
1,388.75 |
|
|
Fisher Pivots for day following 04-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
1,490.00 |
1,487.50 |
PP |
1,486.75 |
1,482.00 |
S1 |
1,483.75 |
1,476.50 |
|