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 |
981.7 |
963.6 |
-18.1 |
-1.8% |
957.6 |
High |
990.3 |
982.0 |
-8.3 |
-0.8% |
980.4 |
Low |
961.0 |
960.9 |
-0.1 |
0.0% |
936.6 |
Close |
964.5 |
981.2 |
16.7 |
1.7% |
978.8 |
Range |
29.3 |
21.1 |
-8.2 |
-28.0% |
43.8 |
ATR |
18.0 |
18.3 |
0.2 |
1.2% |
0.0 |
Volume |
2,345 |
1,187 |
-1,158 |
-49.4% |
510,121 |
|
Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,038.0 |
1,030.7 |
992.8 |
|
R3 |
1,016.9 |
1,009.6 |
987.0 |
|
R2 |
995.8 |
995.8 |
985.1 |
|
R1 |
988.5 |
988.5 |
983.1 |
992.2 |
PP |
974.7 |
974.7 |
974.7 |
976.5 |
S1 |
967.4 |
967.4 |
979.3 |
971.1 |
S2 |
953.6 |
953.6 |
977.3 |
|
S3 |
932.5 |
946.3 |
975.4 |
|
S4 |
911.4 |
925.2 |
969.6 |
|
|
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 |
959.0 |
31.3 |
3.2% |
20.7 |
2.1% |
71% |
False |
False |
17,655 |
10 |
990.3 |
935.8 |
54.5 |
5.6% |
19.6 |
2.0% |
83% |
False |
False |
78,306 |
20 |
990.3 |
905.5 |
84.8 |
8.6% |
16.5 |
1.7% |
89% |
False |
False |
84,601 |
40 |
990.3 |
865.6 |
124.7 |
12.7% |
16.7 |
1.7% |
93% |
False |
False |
77,387 |
60 |
990.3 |
865.0 |
125.3 |
12.8% |
19.3 |
2.0% |
93% |
False |
False |
70,494 |
80 |
1,009.8 |
865.0 |
144.8 |
14.8% |
21.6 |
2.2% |
80% |
False |
False |
54,383 |
100 |
1,009.8 |
805.2 |
204.6 |
20.9% |
22.2 |
2.3% |
86% |
False |
False |
44,200 |
120 |
1,009.8 |
805.2 |
204.6 |
20.9% |
22.4 |
2.3% |
86% |
False |
False |
37,108 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,071.7 |
2.618 |
1,037.2 |
1.618 |
1,016.1 |
1.000 |
1,003.1 |
0.618 |
995.0 |
HIGH |
982.0 |
0.618 |
973.9 |
0.500 |
971.5 |
0.382 |
969.0 |
LOW |
960.9 |
0.618 |
947.9 |
1.000 |
939.8 |
1.618 |
926.8 |
2.618 |
905.7 |
4.250 |
871.2 |
|
|
Fisher Pivots for day following 04-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
978.0 |
979.3 |
PP |
974.7 |
977.5 |
S1 |
971.5 |
975.6 |
|