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 |
8,661 |
8,734 |
73 |
0.8% |
8,503 |
High |
8,745 |
8,900 |
155 |
1.8% |
8,900 |
Low |
8,626 |
8,691 |
65 |
0.8% |
8,472 |
Close |
8,730 |
8,762 |
32 |
0.4% |
8,762 |
Range |
119 |
209 |
90 |
75.6% |
428 |
ATR |
192 |
193 |
1 |
0.6% |
0 |
Volume |
125,618 |
110,604 |
-15,014 |
-12.0% |
659,681 |
|
Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,411 |
9,296 |
8,877 |
|
R3 |
9,202 |
9,087 |
8,820 |
|
R2 |
8,993 |
8,993 |
8,800 |
|
R1 |
8,878 |
8,878 |
8,781 |
8,936 |
PP |
8,784 |
8,784 |
8,784 |
8,813 |
S1 |
8,669 |
8,669 |
8,743 |
8,727 |
S2 |
8,575 |
8,575 |
8,724 |
|
S3 |
8,366 |
8,460 |
8,705 |
|
S4 |
8,157 |
8,251 |
8,647 |
|
|
Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,995 |
9,807 |
8,998 |
|
R3 |
9,567 |
9,379 |
8,880 |
|
R2 |
9,139 |
9,139 |
8,841 |
|
R1 |
8,951 |
8,951 |
8,801 |
9,045 |
PP |
8,711 |
8,711 |
8,711 |
8,759 |
S1 |
8,523 |
8,523 |
8,723 |
8,617 |
S2 |
8,283 |
8,283 |
8,684 |
|
S3 |
7,855 |
8,095 |
8,644 |
|
S4 |
7,427 |
7,667 |
8,527 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,900 |
8,472 |
428 |
4.9% |
180 |
2.1% |
68% |
True |
False |
131,936 |
10 |
8,900 |
8,194 |
706 |
8.1% |
193 |
2.2% |
80% |
True |
False |
148,282 |
20 |
8,900 |
8,176 |
724 |
8.3% |
187 |
2.1% |
81% |
True |
False |
154,309 |
40 |
8,900 |
7,726 |
1,174 |
13.4% |
193 |
2.2% |
88% |
True |
False |
159,850 |
60 |
8,900 |
6,779 |
2,121 |
24.2% |
215 |
2.4% |
93% |
True |
False |
166,042 |
80 |
8,900 |
6,416 |
2,484 |
28.3% |
223 |
2.5% |
94% |
True |
False |
124,651 |
100 |
8,900 |
6,416 |
2,484 |
28.3% |
229 |
2.6% |
94% |
True |
False |
99,728 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,788 |
2.618 |
9,447 |
1.618 |
9,238 |
1.000 |
9,109 |
0.618 |
9,029 |
HIGH |
8,900 |
0.618 |
8,820 |
0.500 |
8,796 |
0.382 |
8,771 |
LOW |
8,691 |
0.618 |
8,562 |
1.000 |
8,482 |
1.618 |
8,353 |
2.618 |
8,144 |
4.250 |
7,803 |
|
|
Fisher Pivots for day following 05-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
8,796 |
8,755 |
PP |
8,784 |
8,748 |
S1 |
8,773 |
8,742 |
|