Trading Metrics calculated at close of trading on 02-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2009 |
02-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
8,503 |
8,684 |
181 |
2.1% |
8,269 |
High |
8,744 |
8,781 |
37 |
0.4% |
8,556 |
Low |
8,472 |
8,648 |
176 |
2.1% |
8,194 |
Close |
8,688 |
8,714 |
26 |
0.3% |
8,488 |
Range |
272 |
133 |
-139 |
-51.1% |
362 |
ATR |
205 |
200 |
-5 |
-2.5% |
0 |
Volume |
146,422 |
143,941 |
-2,481 |
-1.7% |
659,658 |
|
Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,113 |
9,047 |
8,787 |
|
R3 |
8,980 |
8,914 |
8,751 |
|
R2 |
8,847 |
8,847 |
8,739 |
|
R1 |
8,781 |
8,781 |
8,726 |
8,814 |
PP |
8,714 |
8,714 |
8,714 |
8,731 |
S1 |
8,648 |
8,648 |
8,702 |
8,681 |
S2 |
8,581 |
8,581 |
8,690 |
|
S3 |
8,448 |
8,515 |
8,678 |
|
S4 |
8,315 |
8,382 |
8,641 |
|
|
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 |
8,781 |
8,230 |
551 |
6.3% |
207 |
2.4% |
88% |
True |
False |
167,414 |
10 |
8,781 |
8,194 |
587 |
6.7% |
193 |
2.2% |
89% |
True |
False |
156,336 |
20 |
8,781 |
8,176 |
605 |
6.9% |
189 |
2.2% |
89% |
True |
False |
159,035 |
40 |
8,781 |
7,653 |
1,128 |
12.9% |
197 |
2.3% |
94% |
True |
False |
162,054 |
60 |
8,781 |
6,416 |
2,365 |
27.1% |
221 |
2.5% |
97% |
True |
False |
159,955 |
80 |
8,781 |
6,416 |
2,365 |
27.1% |
227 |
2.6% |
97% |
True |
False |
120,037 |
100 |
8,781 |
6,416 |
2,365 |
27.1% |
229 |
2.6% |
97% |
True |
False |
96,036 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,346 |
2.618 |
9,129 |
1.618 |
8,996 |
1.000 |
8,914 |
0.618 |
8,863 |
HIGH |
8,781 |
0.618 |
8,730 |
0.500 |
8,715 |
0.382 |
8,699 |
LOW |
8,648 |
0.618 |
8,566 |
1.000 |
8,515 |
1.618 |
8,433 |
2.618 |
8,300 |
4.250 |
8,083 |
|
|
Fisher Pivots for day following 02-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
8,715 |
8,665 |
PP |
8,714 |
8,616 |
S1 |
8,714 |
8,567 |
|