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 |
5,022.0 |
5,120.0 |
98.0 |
2.0% |
4,922.5 |
High |
5,156.5 |
5,178.0 |
21.5 |
0.4% |
5,033.0 |
Low |
5,022.0 |
5,112.0 |
90.0 |
1.8% |
4,811.0 |
Close |
5,143.0 |
5,160.0 |
17.0 |
0.3% |
4,942.5 |
Range |
134.5 |
66.0 |
-68.5 |
-50.9% |
222.0 |
ATR |
137.1 |
132.0 |
-5.1 |
-3.7% |
0.0 |
Volume |
847 |
739 |
-108 |
-12.8% |
6,753 |
|
Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,348.0 |
5,320.0 |
5,196.3 |
|
R3 |
5,282.0 |
5,254.0 |
5,178.2 |
|
R2 |
5,216.0 |
5,216.0 |
5,172.1 |
|
R1 |
5,188.0 |
5,188.0 |
5,166.1 |
5,202.0 |
PP |
5,150.0 |
5,150.0 |
5,150.0 |
5,157.0 |
S1 |
5,122.0 |
5,122.0 |
5,154.0 |
5,136.0 |
S2 |
5,084.0 |
5,084.0 |
5,147.9 |
|
S3 |
5,018.0 |
5,056.0 |
5,141.9 |
|
S4 |
4,952.0 |
4,990.0 |
5,123.7 |
|
|
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 |
5,178.0 |
4,893.5 |
284.5 |
5.5% |
97.2 |
1.9% |
94% |
True |
False |
642 |
10 |
5,178.0 |
4,811.0 |
367.0 |
7.1% |
112.5 |
2.2% |
95% |
True |
False |
965 |
20 |
5,178.0 |
4,662.5 |
515.5 |
10.0% |
122.5 |
2.4% |
97% |
True |
False |
830 |
40 |
5,178.0 |
4,248.5 |
929.5 |
18.0% |
120.5 |
2.3% |
98% |
True |
False |
613 |
60 |
5,178.0 |
3,613.5 |
1,564.5 |
30.3% |
124.8 |
2.4% |
99% |
True |
False |
1,167 |
80 |
5,178.0 |
3,613.5 |
1,564.5 |
30.3% |
126.0 |
2.4% |
99% |
True |
False |
972 |
100 |
5,178.0 |
3,613.5 |
1,564.5 |
30.3% |
129.9 |
2.5% |
99% |
True |
False |
815 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,458.5 |
2.618 |
5,350.8 |
1.618 |
5,284.8 |
1.000 |
5,244.0 |
0.618 |
5,218.8 |
HIGH |
5,178.0 |
0.618 |
5,152.8 |
0.500 |
5,145.0 |
0.382 |
5,137.2 |
LOW |
5,112.0 |
0.618 |
5,071.2 |
1.000 |
5,046.0 |
1.618 |
5,005.2 |
2.618 |
4,939.2 |
4.250 |
4,831.5 |
|
|
Fisher Pivots for day following 02-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
5,155.0 |
5,123.8 |
PP |
5,150.0 |
5,087.7 |
S1 |
5,145.0 |
5,051.5 |
|