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 |
4,987.5 |
5,022.0 |
34.5 |
0.7% |
4,922.5 |
High |
5,018.0 |
5,156.5 |
138.5 |
2.8% |
5,033.0 |
Low |
4,925.0 |
5,022.0 |
97.0 |
2.0% |
4,811.0 |
Close |
4,942.5 |
5,143.0 |
200.5 |
4.1% |
4,942.5 |
Range |
93.0 |
134.5 |
41.5 |
44.6% |
222.0 |
ATR |
131.1 |
137.1 |
5.9 |
4.5% |
0.0 |
Volume |
428 |
847 |
419 |
97.9% |
6,753 |
|
Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,510.7 |
5,461.3 |
5,217.0 |
|
R3 |
5,376.2 |
5,326.8 |
5,180.0 |
|
R2 |
5,241.7 |
5,241.7 |
5,167.7 |
|
R1 |
5,192.3 |
5,192.3 |
5,155.3 |
5,217.0 |
PP |
5,107.2 |
5,107.2 |
5,107.2 |
5,119.5 |
S1 |
5,057.8 |
5,057.8 |
5,130.7 |
5,082.5 |
S2 |
4,972.7 |
4,972.7 |
5,118.3 |
|
S3 |
4,838.2 |
4,923.3 |
5,106.0 |
|
S4 |
4,703.7 |
4,788.8 |
5,069.0 |
|
|
Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,594.8 |
5,490.7 |
5,064.6 |
|
R3 |
5,372.8 |
5,268.7 |
5,003.6 |
|
R2 |
5,150.8 |
5,150.8 |
4,983.2 |
|
R1 |
5,046.7 |
5,046.7 |
4,962.9 |
5,098.8 |
PP |
4,928.8 |
4,928.8 |
4,928.8 |
4,954.9 |
S1 |
4,824.7 |
4,824.7 |
4,922.2 |
4,876.8 |
S2 |
4,706.8 |
4,706.8 |
4,901.8 |
|
S3 |
4,484.8 |
4,602.7 |
4,881.5 |
|
S4 |
4,262.8 |
4,380.7 |
4,820.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,156.5 |
4,811.0 |
345.5 |
6.7% |
125.4 |
2.4% |
96% |
True |
False |
1,165 |
10 |
5,156.5 |
4,811.0 |
345.5 |
6.7% |
117.1 |
2.3% |
96% |
True |
False |
1,002 |
20 |
5,156.5 |
4,662.5 |
494.0 |
9.6% |
123.2 |
2.4% |
97% |
True |
False |
810 |
40 |
5,156.5 |
4,235.0 |
921.5 |
17.9% |
123.4 |
2.4% |
99% |
True |
False |
609 |
60 |
5,156.5 |
3,613.5 |
1,543.0 |
30.0% |
127.0 |
2.5% |
99% |
True |
False |
1,172 |
80 |
5,156.5 |
3,613.5 |
1,543.0 |
30.0% |
127.3 |
2.5% |
99% |
True |
False |
969 |
100 |
5,156.5 |
3,613.5 |
1,543.0 |
30.0% |
130.2 |
2.5% |
99% |
True |
False |
809 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,728.1 |
2.618 |
5,508.6 |
1.618 |
5,374.1 |
1.000 |
5,291.0 |
0.618 |
5,239.6 |
HIGH |
5,156.5 |
0.618 |
5,105.1 |
0.500 |
5,089.3 |
0.382 |
5,073.4 |
LOW |
5,022.0 |
0.618 |
4,938.9 |
1.000 |
4,887.5 |
1.618 |
4,804.4 |
2.618 |
4,669.9 |
4.250 |
4,450.4 |
|
|
Fisher Pivots for day following 01-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
5,125.1 |
5,103.7 |
PP |
5,107.2 |
5,064.3 |
S1 |
5,089.3 |
5,025.0 |
|