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 |
3,960.0 |
3,990.0 |
30.0 |
0.8% |
3,758.0 |
High |
4,029.0 |
3,992.0 |
-37.0 |
-0.9% |
3,840.0 |
Low |
3,940.0 |
3,928.0 |
-12.0 |
-0.3% |
3,720.0 |
Close |
4,023.0 |
3,949.0 |
-74.0 |
-1.8% |
3,799.0 |
Range |
89.0 |
64.0 |
-25.0 |
-28.1% |
120.0 |
ATR |
77.0 |
78.3 |
1.3 |
1.7% |
0.0 |
Volume |
31,657 |
35,126 |
3,469 |
11.0% |
136,350 |
|
Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,148.3 |
4,112.7 |
3,984.2 |
|
R3 |
4,084.3 |
4,048.7 |
3,966.6 |
|
R2 |
4,020.3 |
4,020.3 |
3,960.7 |
|
R1 |
3,984.7 |
3,984.7 |
3,954.9 |
3,970.5 |
PP |
3,956.3 |
3,956.3 |
3,956.3 |
3,949.3 |
S1 |
3,920.7 |
3,920.7 |
3,943.1 |
3,906.5 |
S2 |
3,892.3 |
3,892.3 |
3,937.3 |
|
S3 |
3,828.3 |
3,856.7 |
3,931.4 |
|
S4 |
3,764.3 |
3,792.7 |
3,913.8 |
|
|
Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,146.3 |
4,092.7 |
3,865.0 |
|
R3 |
4,026.3 |
3,972.7 |
3,832.0 |
|
R2 |
3,906.3 |
3,906.3 |
3,821.0 |
|
R1 |
3,852.7 |
3,852.7 |
3,810.0 |
3,879.5 |
PP |
3,786.3 |
3,786.3 |
3,786.3 |
3,799.8 |
S1 |
3,732.7 |
3,732.7 |
3,788.0 |
3,759.5 |
S2 |
3,666.3 |
3,666.3 |
3,777.0 |
|
S3 |
3,546.3 |
3,612.7 |
3,766.0 |
|
S4 |
3,426.3 |
3,492.7 |
3,733.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,029.0 |
3,761.0 |
268.0 |
6.8% |
75.2 |
1.9% |
70% |
False |
False |
34,519 |
10 |
4,029.0 |
3,720.0 |
309.0 |
7.8% |
63.8 |
1.6% |
74% |
False |
False |
29,823 |
20 |
4,029.0 |
3,714.0 |
315.0 |
8.0% |
56.3 |
1.4% |
75% |
False |
False |
27,131 |
40 |
4,029.0 |
3,611.0 |
418.0 |
10.6% |
61.6 |
1.6% |
81% |
False |
False |
26,436 |
60 |
4,029.0 |
3,230.0 |
799.0 |
20.2% |
61.9 |
1.6% |
90% |
False |
False |
28,782 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,264.0 |
2.618 |
4,159.6 |
1.618 |
4,095.6 |
1.000 |
4,056.0 |
0.618 |
4,031.6 |
HIGH |
3,992.0 |
0.618 |
3,967.6 |
0.500 |
3,960.0 |
0.382 |
3,952.4 |
LOW |
3,928.0 |
0.618 |
3,888.4 |
1.000 |
3,864.0 |
1.618 |
3,824.4 |
2.618 |
3,760.4 |
4.250 |
3,656.0 |
|
|
Fisher Pivots for day following 04-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
3,960.0 |
3,975.0 |
PP |
3,956.3 |
3,966.3 |
S1 |
3,952.7 |
3,957.7 |
|