Trading Metrics calculated at close of trading on 01-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2009 |
01-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
8,382 |
8,503 |
121 |
1.4% |
8,269 |
High |
8,556 |
8,744 |
188 |
2.2% |
8,556 |
Low |
8,352 |
8,472 |
120 |
1.4% |
8,194 |
Close |
8,488 |
8,688 |
200 |
2.4% |
8,488 |
Range |
204 |
272 |
68 |
33.3% |
362 |
ATR |
200 |
205 |
5 |
2.6% |
0 |
Volume |
199,270 |
146,422 |
-52,848 |
-26.5% |
659,658 |
|
Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,451 |
9,341 |
8,838 |
|
R3 |
9,179 |
9,069 |
8,763 |
|
R2 |
8,907 |
8,907 |
8,738 |
|
R1 |
8,797 |
8,797 |
8,713 |
8,852 |
PP |
8,635 |
8,635 |
8,635 |
8,662 |
S1 |
8,525 |
8,525 |
8,663 |
8,580 |
S2 |
8,363 |
8,363 |
8,638 |
|
S3 |
8,091 |
8,253 |
8,613 |
|
S4 |
7,819 |
7,981 |
8,539 |
|
|
Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,499 |
9,355 |
8,687 |
|
R3 |
9,137 |
8,993 |
8,588 |
|
R2 |
8,775 |
8,775 |
8,554 |
|
R1 |
8,631 |
8,631 |
8,521 |
8,703 |
PP |
8,413 |
8,413 |
8,413 |
8,449 |
S1 |
8,269 |
8,269 |
8,455 |
8,341 |
S2 |
8,051 |
8,051 |
8,422 |
|
S3 |
7,689 |
7,907 |
8,389 |
|
S4 |
7,327 |
7,545 |
8,289 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,744 |
8,194 |
550 |
6.3% |
239 |
2.7% |
90% |
True |
False |
161,216 |
10 |
8,744 |
8,176 |
568 |
6.5% |
211 |
2.4% |
90% |
True |
False |
158,549 |
20 |
8,744 |
8,173 |
571 |
6.6% |
193 |
2.2% |
90% |
True |
False |
157,898 |
40 |
8,744 |
7,653 |
1,091 |
12.6% |
199 |
2.3% |
95% |
True |
False |
163,690 |
60 |
8,744 |
6,416 |
2,328 |
26.8% |
224 |
2.6% |
98% |
True |
False |
157,570 |
80 |
8,744 |
6,416 |
2,328 |
26.8% |
228 |
2.6% |
98% |
True |
False |
118,239 |
100 |
8,744 |
6,416 |
2,328 |
26.8% |
229 |
2.6% |
98% |
True |
False |
94,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,900 |
2.618 |
9,456 |
1.618 |
9,184 |
1.000 |
9,016 |
0.618 |
8,912 |
HIGH |
8,744 |
0.618 |
8,640 |
0.500 |
8,608 |
0.382 |
8,576 |
LOW |
8,472 |
0.618 |
8,304 |
1.000 |
8,200 |
1.618 |
8,032 |
2.618 |
7,760 |
4.250 |
7,316 |
|
|
Fisher Pivots for day following 01-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
8,661 |
8,621 |
PP |
8,635 |
8,554 |
S1 |
8,608 |
8,487 |
|