Trading Metrics calculated at close of trading on 05-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2009 |
05-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
3,990.0 |
3,945.0 |
-45.0 |
-1.1% |
3,848.0 |
High |
3,992.0 |
4,025.0 |
33.0 |
0.8% |
4,029.0 |
Low |
3,928.0 |
3,940.0 |
12.0 |
0.3% |
3,806.0 |
Close |
3,949.0 |
3,947.0 |
-2.0 |
-0.1% |
3,947.0 |
Range |
64.0 |
85.0 |
21.0 |
32.8% |
223.0 |
ATR |
78.3 |
78.8 |
0.5 |
0.6% |
0.0 |
Volume |
35,126 |
39,489 |
4,363 |
12.4% |
179,817 |
|
Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,225.7 |
4,171.3 |
3,993.8 |
|
R3 |
4,140.7 |
4,086.3 |
3,970.4 |
|
R2 |
4,055.7 |
4,055.7 |
3,962.6 |
|
R1 |
4,001.3 |
4,001.3 |
3,954.8 |
4,028.5 |
PP |
3,970.7 |
3,970.7 |
3,970.7 |
3,984.3 |
S1 |
3,916.3 |
3,916.3 |
3,939.2 |
3,943.5 |
S2 |
3,885.7 |
3,885.7 |
3,931.4 |
|
S3 |
3,800.7 |
3,831.3 |
3,923.6 |
|
S4 |
3,715.7 |
3,746.3 |
3,900.3 |
|
|
Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,596.3 |
4,494.7 |
4,069.7 |
|
R3 |
4,373.3 |
4,271.7 |
4,008.3 |
|
R2 |
4,150.3 |
4,150.3 |
3,987.9 |
|
R1 |
4,048.7 |
4,048.7 |
3,967.4 |
4,099.5 |
PP |
3,927.3 |
3,927.3 |
3,927.3 |
3,952.8 |
S1 |
3,825.7 |
3,825.7 |
3,926.6 |
3,876.5 |
S2 |
3,704.3 |
3,704.3 |
3,906.1 |
|
S3 |
3,481.3 |
3,602.7 |
3,885.7 |
|
S4 |
3,258.3 |
3,379.7 |
3,824.4 |
|
|
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 |
3,806.0 |
223.0 |
5.6% |
76.4 |
1.9% |
63% |
False |
False |
35,963 |
10 |
4,029.0 |
3,720.0 |
309.0 |
7.8% |
69.3 |
1.8% |
73% |
False |
False |
31,616 |
20 |
4,029.0 |
3,714.0 |
315.0 |
8.0% |
58.4 |
1.5% |
74% |
False |
False |
28,012 |
40 |
4,029.0 |
3,633.0 |
396.0 |
10.0% |
61.6 |
1.6% |
79% |
False |
False |
26,779 |
60 |
4,029.0 |
3,230.0 |
799.0 |
20.2% |
62.7 |
1.6% |
90% |
False |
False |
29,406 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,386.3 |
2.618 |
4,247.5 |
1.618 |
4,162.5 |
1.000 |
4,110.0 |
0.618 |
4,077.5 |
HIGH |
4,025.0 |
0.618 |
3,992.5 |
0.500 |
3,982.5 |
0.382 |
3,972.5 |
LOW |
3,940.0 |
0.618 |
3,887.5 |
1.000 |
3,855.0 |
1.618 |
3,802.5 |
2.618 |
3,717.5 |
4.250 |
3,578.8 |
|
|
Fisher Pivots for day following 05-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
3,982.5 |
3,978.5 |
PP |
3,970.7 |
3,968.0 |
S1 |
3,958.8 |
3,957.5 |
|