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 |
959.2 |
978.8 |
19.6 |
2.0% |
957.6 |
High |
980.4 |
988.1 |
7.7 |
0.8% |
980.4 |
Low |
959.0 |
973.0 |
14.0 |
1.5% |
936.6 |
Close |
978.8 |
978.6 |
-0.2 |
0.0% |
978.8 |
Range |
21.4 |
15.1 |
-6.3 |
-29.4% |
43.8 |
ATR |
17.4 |
17.2 |
-0.2 |
-0.9% |
0.0 |
Volume |
74,257 |
7,607 |
-66,650 |
-89.8% |
510,121 |
|
Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,025.2 |
1,017.0 |
986.9 |
|
R3 |
1,010.1 |
1,001.9 |
982.8 |
|
R2 |
995.0 |
995.0 |
981.4 |
|
R1 |
986.8 |
986.8 |
980.0 |
983.4 |
PP |
979.9 |
979.9 |
979.9 |
978.2 |
S1 |
971.7 |
971.7 |
977.2 |
968.3 |
S2 |
964.8 |
964.8 |
975.8 |
|
S3 |
949.7 |
956.6 |
974.4 |
|
S4 |
934.6 |
941.5 |
970.3 |
|
|
Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,096.7 |
1,081.5 |
1,002.9 |
|
R3 |
1,052.9 |
1,037.7 |
990.8 |
|
R2 |
1,009.1 |
1,009.1 |
986.8 |
|
R1 |
993.9 |
993.9 |
982.8 |
1,001.5 |
PP |
965.3 |
965.3 |
965.3 |
969.1 |
S1 |
950.1 |
950.1 |
974.8 |
957.7 |
S2 |
921.5 |
921.5 |
970.8 |
|
S3 |
877.7 |
906.3 |
966.8 |
|
S4 |
833.9 |
862.5 |
954.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
988.1 |
936.6 |
51.5 |
5.3% |
18.9 |
1.9% |
82% |
True |
False |
103,545 |
10 |
988.1 |
915.2 |
72.9 |
7.4% |
17.5 |
1.8% |
87% |
True |
False |
104,974 |
20 |
988.1 |
885.6 |
102.5 |
10.5% |
16.4 |
1.7% |
91% |
True |
False |
95,211 |
40 |
988.1 |
865.0 |
123.1 |
12.6% |
16.8 |
1.7% |
92% |
True |
False |
86,694 |
60 |
988.1 |
865.0 |
123.1 |
12.6% |
19.5 |
2.0% |
92% |
True |
False |
71,029 |
80 |
1,009.8 |
865.0 |
144.8 |
14.8% |
21.4 |
2.2% |
78% |
False |
False |
54,376 |
100 |
1,009.8 |
805.2 |
204.6 |
20.9% |
22.3 |
2.3% |
85% |
False |
False |
44,206 |
120 |
1,009.8 |
760.7 |
249.1 |
25.5% |
22.5 |
2.3% |
87% |
False |
False |
37,134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,052.3 |
2.618 |
1,027.6 |
1.618 |
1,012.5 |
1.000 |
1,003.2 |
0.618 |
997.4 |
HIGH |
988.1 |
0.618 |
982.3 |
0.500 |
980.6 |
0.382 |
978.8 |
LOW |
973.0 |
0.618 |
963.7 |
1.000 |
957.9 |
1.618 |
948.6 |
2.618 |
933.5 |
4.250 |
908.8 |
|
|
Fisher Pivots for day following 01-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
980.6 |
974.4 |
PP |
979.9 |
970.2 |
S1 |
979.3 |
966.1 |
|