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 |
974.7 |
981.7 |
7.0 |
0.7% |
957.6 |
High |
986.5 |
990.3 |
3.8 |
0.4% |
980.4 |
Low |
969.8 |
961.0 |
-8.8 |
-0.9% |
936.6 |
Close |
983.2 |
964.5 |
-18.7 |
-1.9% |
978.8 |
Range |
16.7 |
29.3 |
12.6 |
75.4% |
43.8 |
ATR |
17.2 |
18.0 |
0.9 |
5.0% |
0.0 |
Volume |
2,883 |
2,345 |
-538 |
-18.7% |
510,121 |
|
Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,059.8 |
1,041.5 |
980.6 |
|
R3 |
1,030.5 |
1,012.2 |
972.6 |
|
R2 |
1,001.2 |
1,001.2 |
969.9 |
|
R1 |
982.9 |
982.9 |
967.2 |
977.4 |
PP |
971.9 |
971.9 |
971.9 |
969.2 |
S1 |
953.6 |
953.6 |
961.8 |
948.1 |
S2 |
942.6 |
942.6 |
959.1 |
|
S3 |
913.3 |
924.3 |
956.4 |
|
S4 |
884.0 |
895.0 |
948.4 |
|
|
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 |
990.3 |
944.0 |
46.3 |
4.8% |
20.7 |
2.1% |
44% |
True |
False |
47,684 |
10 |
990.3 |
925.3 |
65.0 |
6.7% |
19.0 |
2.0% |
60% |
True |
False |
86,903 |
20 |
990.3 |
895.4 |
94.9 |
9.8% |
16.4 |
1.7% |
73% |
True |
False |
88,947 |
40 |
990.3 |
865.6 |
124.7 |
12.9% |
16.6 |
1.7% |
79% |
True |
False |
80,449 |
60 |
990.3 |
865.0 |
125.3 |
13.0% |
19.5 |
2.0% |
79% |
True |
False |
70,695 |
80 |
1,009.8 |
865.0 |
144.8 |
15.0% |
21.5 |
2.2% |
69% |
False |
False |
54,395 |
100 |
1,009.8 |
805.2 |
204.6 |
21.2% |
22.2 |
2.3% |
78% |
False |
False |
44,206 |
120 |
1,009.8 |
779.5 |
230.3 |
23.9% |
22.6 |
2.3% |
80% |
False |
False |
37,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,114.8 |
2.618 |
1,067.0 |
1.618 |
1,037.7 |
1.000 |
1,019.6 |
0.618 |
1,008.4 |
HIGH |
990.3 |
0.618 |
979.1 |
0.500 |
975.7 |
0.382 |
972.2 |
LOW |
961.0 |
0.618 |
942.9 |
1.000 |
931.7 |
1.618 |
913.6 |
2.618 |
884.3 |
4.250 |
836.5 |
|
|
Fisher Pivots for day following 03-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
975.7 |
975.7 |
PP |
971.9 |
971.9 |
S1 |
968.2 |
968.2 |
|