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 |
963.6 |
981.4 |
17.8 |
1.8% |
978.8 |
High |
982.0 |
983.0 |
1.0 |
0.1% |
990.3 |
Low |
960.9 |
954.0 |
-6.9 |
-0.7% |
954.0 |
Close |
981.2 |
961.7 |
-19.5 |
-2.0% |
961.7 |
Range |
21.1 |
29.0 |
7.9 |
37.4% |
36.3 |
ATR |
18.3 |
19.0 |
0.8 |
4.2% |
0.0 |
Volume |
1,187 |
600 |
-587 |
-49.5% |
14,622 |
|
Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,053.2 |
1,036.5 |
977.7 |
|
R3 |
1,024.2 |
1,007.5 |
969.7 |
|
R2 |
995.2 |
995.2 |
967.0 |
|
R1 |
978.5 |
978.5 |
964.4 |
972.4 |
PP |
966.2 |
966.2 |
966.2 |
963.2 |
S1 |
949.5 |
949.5 |
959.0 |
943.4 |
S2 |
937.2 |
937.2 |
956.4 |
|
S3 |
908.2 |
920.5 |
953.7 |
|
S4 |
879.2 |
891.5 |
945.8 |
|
|
Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,077.6 |
1,055.9 |
981.7 |
|
R3 |
1,041.3 |
1,019.6 |
971.7 |
|
R2 |
1,005.0 |
1,005.0 |
968.4 |
|
R1 |
983.3 |
983.3 |
965.0 |
976.0 |
PP |
968.7 |
968.7 |
968.7 |
965.0 |
S1 |
947.0 |
947.0 |
958.4 |
939.7 |
S2 |
932.4 |
932.4 |
955.0 |
|
S3 |
896.1 |
910.7 |
951.7 |
|
S4 |
859.8 |
874.4 |
941.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
990.3 |
954.0 |
36.3 |
3.8% |
22.2 |
2.3% |
21% |
False |
True |
2,924 |
10 |
990.3 |
936.6 |
53.7 |
5.6% |
20.3 |
2.1% |
47% |
False |
False |
65,566 |
20 |
990.3 |
905.5 |
84.8 |
8.8% |
17.1 |
1.8% |
66% |
False |
False |
80,351 |
40 |
990.3 |
865.6 |
124.7 |
13.0% |
17.1 |
1.8% |
77% |
False |
False |
75,695 |
60 |
990.3 |
865.0 |
125.3 |
13.0% |
19.4 |
2.0% |
77% |
False |
False |
70,185 |
80 |
1,009.8 |
865.0 |
144.8 |
15.1% |
21.6 |
2.2% |
67% |
False |
False |
54,354 |
100 |
1,009.8 |
805.2 |
204.6 |
21.3% |
22.1 |
2.3% |
76% |
False |
False |
44,188 |
120 |
1,009.8 |
805.2 |
204.6 |
21.3% |
22.4 |
2.3% |
76% |
False |
False |
37,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,106.3 |
2.618 |
1,058.9 |
1.618 |
1,029.9 |
1.000 |
1,012.0 |
0.618 |
1,000.9 |
HIGH |
983.0 |
0.618 |
971.9 |
0.500 |
968.5 |
0.382 |
965.1 |
LOW |
954.0 |
0.618 |
936.1 |
1.000 |
925.0 |
1.618 |
907.1 |
2.618 |
878.1 |
4.250 |
830.8 |
|
|
Fisher Pivots for day following 05-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
968.5 |
972.2 |
PP |
966.2 |
968.7 |
S1 |
964.0 |
965.2 |
|