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 |
978.8 |
974.7 |
-4.1 |
-0.4% |
957.6 |
High |
988.1 |
986.5 |
-1.6 |
-0.2% |
980.4 |
Low |
973.0 |
969.8 |
-3.2 |
-0.3% |
936.6 |
Close |
978.6 |
983.2 |
4.6 |
0.5% |
978.8 |
Range |
15.1 |
16.7 |
1.6 |
10.6% |
43.8 |
ATR |
17.2 |
17.2 |
0.0 |
-0.2% |
0.0 |
Volume |
7,607 |
2,883 |
-4,724 |
-62.1% |
510,121 |
|
Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,029.9 |
1,023.3 |
992.4 |
|
R3 |
1,013.2 |
1,006.6 |
987.8 |
|
R2 |
996.5 |
996.5 |
986.3 |
|
R1 |
989.9 |
989.9 |
984.7 |
993.2 |
PP |
979.8 |
979.8 |
979.8 |
981.5 |
S1 |
973.2 |
973.2 |
981.7 |
976.5 |
S2 |
963.1 |
963.1 |
980.1 |
|
S3 |
946.4 |
956.5 |
978.6 |
|
S4 |
929.7 |
939.8 |
974.0 |
|
|
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 |
944.0 |
44.1 |
4.5% |
17.5 |
1.8% |
89% |
False |
False |
80,557 |
10 |
988.1 |
917.6 |
70.5 |
7.2% |
17.3 |
1.8% |
93% |
False |
False |
96,373 |
20 |
988.1 |
893.2 |
94.9 |
9.7% |
16.1 |
1.6% |
95% |
False |
False |
93,020 |
40 |
988.1 |
865.0 |
123.1 |
12.5% |
16.7 |
1.7% |
96% |
False |
False |
82,914 |
60 |
988.1 |
865.0 |
123.1 |
12.5% |
19.5 |
2.0% |
96% |
False |
False |
70,894 |
80 |
1,009.8 |
865.0 |
144.8 |
14.7% |
21.4 |
2.2% |
82% |
False |
False |
54,394 |
100 |
1,009.8 |
805.2 |
204.6 |
20.8% |
22.2 |
2.3% |
87% |
False |
False |
44,201 |
120 |
1,009.8 |
767.1 |
242.7 |
24.7% |
22.5 |
2.3% |
89% |
False |
False |
37,122 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,057.5 |
2.618 |
1,030.2 |
1.618 |
1,013.5 |
1.000 |
1,003.2 |
0.618 |
996.8 |
HIGH |
986.5 |
0.618 |
980.1 |
0.500 |
978.2 |
0.382 |
976.2 |
LOW |
969.8 |
0.618 |
959.5 |
1.000 |
953.1 |
1.618 |
942.8 |
2.618 |
926.1 |
4.250 |
898.8 |
|
|
Fisher Pivots for day following 02-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
981.5 |
980.0 |
PP |
979.8 |
976.8 |
S1 |
978.2 |
973.6 |
|