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 |
8,720 |
8,661 |
-59 |
-0.7% |
8,269 |
High |
8,751 |
8,745 |
-6 |
-0.1% |
8,556 |
Low |
8,583 |
8,626 |
43 |
0.5% |
8,194 |
Close |
8,669 |
8,730 |
61 |
0.7% |
8,488 |
Range |
168 |
119 |
-49 |
-29.2% |
362 |
ATR |
197 |
192 |
-6 |
-2.8% |
0 |
Volume |
133,096 |
125,618 |
-7,478 |
-5.6% |
659,658 |
|
Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,057 |
9,013 |
8,796 |
|
R3 |
8,938 |
8,894 |
8,763 |
|
R2 |
8,819 |
8,819 |
8,752 |
|
R1 |
8,775 |
8,775 |
8,741 |
8,797 |
PP |
8,700 |
8,700 |
8,700 |
8,712 |
S1 |
8,656 |
8,656 |
8,719 |
8,678 |
S2 |
8,581 |
8,581 |
8,708 |
|
S3 |
8,462 |
8,537 |
8,697 |
|
S4 |
8,343 |
8,418 |
8,665 |
|
|
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 |
8,352 |
429 |
4.9% |
179 |
2.1% |
88% |
False |
False |
149,669 |
10 |
8,781 |
8,194 |
587 |
6.7% |
192 |
2.2% |
91% |
False |
False |
155,087 |
20 |
8,781 |
8,176 |
605 |
6.9% |
189 |
2.2% |
92% |
False |
False |
158,097 |
40 |
8,781 |
7,653 |
1,128 |
12.9% |
192 |
2.2% |
95% |
False |
False |
160,853 |
60 |
8,781 |
6,466 |
2,315 |
26.5% |
218 |
2.5% |
98% |
False |
False |
164,227 |
80 |
8,781 |
6,416 |
2,365 |
27.1% |
225 |
2.6% |
98% |
False |
False |
123,269 |
100 |
8,781 |
6,416 |
2,365 |
27.1% |
228 |
2.6% |
98% |
False |
False |
98,622 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,251 |
2.618 |
9,057 |
1.618 |
8,938 |
1.000 |
8,864 |
0.618 |
8,819 |
HIGH |
8,745 |
0.618 |
8,700 |
0.500 |
8,686 |
0.382 |
8,672 |
LOW |
8,626 |
0.618 |
8,553 |
1.000 |
8,507 |
1.618 |
8,434 |
2.618 |
8,315 |
4.250 |
8,120 |
|
|
Fisher Pivots for day following 04-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
8,715 |
8,714 |
PP |
8,700 |
8,698 |
S1 |
8,686 |
8,682 |
|