Trading Metrics calculated at close of trading on 03-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2009 |
03-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
8,684 |
8,720 |
36 |
0.4% |
8,269 |
High |
8,781 |
8,751 |
-30 |
-0.3% |
8,556 |
Low |
8,648 |
8,583 |
-65 |
-0.8% |
8,194 |
Close |
8,714 |
8,669 |
-45 |
-0.5% |
8,488 |
Range |
133 |
168 |
35 |
26.3% |
362 |
ATR |
200 |
197 |
-2 |
-1.1% |
0 |
Volume |
143,941 |
133,096 |
-10,845 |
-7.5% |
659,658 |
|
Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,172 |
9,088 |
8,762 |
|
R3 |
9,004 |
8,920 |
8,715 |
|
R2 |
8,836 |
8,836 |
8,700 |
|
R1 |
8,752 |
8,752 |
8,685 |
8,710 |
PP |
8,668 |
8,668 |
8,668 |
8,647 |
S1 |
8,584 |
8,584 |
8,654 |
8,542 |
S2 |
8,500 |
8,500 |
8,638 |
|
S3 |
8,332 |
8,416 |
8,623 |
|
S4 |
8,164 |
8,248 |
8,577 |
|
|
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 |
6.4% |
194 |
2.2% |
80% |
False |
False |
158,276 |
10 |
8,781 |
8,194 |
587 |
6.8% |
199 |
2.3% |
81% |
False |
False |
155,701 |
20 |
8,781 |
8,176 |
605 |
7.0% |
193 |
2.2% |
81% |
False |
False |
158,096 |
40 |
8,781 |
7,653 |
1,128 |
13.0% |
195 |
2.2% |
90% |
False |
False |
161,302 |
60 |
8,781 |
6,461 |
2,320 |
26.8% |
219 |
2.5% |
95% |
False |
False |
162,153 |
80 |
8,781 |
6,416 |
2,365 |
27.3% |
225 |
2.6% |
95% |
False |
False |
121,700 |
100 |
8,781 |
6,416 |
2,365 |
27.3% |
228 |
2.6% |
95% |
False |
False |
97,366 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,465 |
2.618 |
9,191 |
1.618 |
9,023 |
1.000 |
8,919 |
0.618 |
8,855 |
HIGH |
8,751 |
0.618 |
8,687 |
0.500 |
8,667 |
0.382 |
8,647 |
LOW |
8,583 |
0.618 |
8,479 |
1.000 |
8,415 |
1.618 |
8,311 |
2.618 |
8,143 |
4.250 |
7,869 |
|
|
Fisher Pivots for day following 03-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
8,668 |
8,655 |
PP |
8,668 |
8,641 |
S1 |
8,667 |
8,627 |
|