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 |
5,120.0 |
5,167.0 |
47.0 |
0.9% |
4,922.5 |
High |
5,178.0 |
5,169.5 |
-8.5 |
-0.2% |
5,033.0 |
Low |
5,112.0 |
5,031.5 |
-80.5 |
-1.6% |
4,811.0 |
Close |
5,160.0 |
5,068.0 |
-92.0 |
-1.8% |
4,942.5 |
Range |
66.0 |
138.0 |
72.0 |
109.1% |
222.0 |
ATR |
132.0 |
132.4 |
0.4 |
0.3% |
0.0 |
Volume |
739 |
910 |
171 |
23.1% |
6,753 |
|
Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,503.7 |
5,423.8 |
5,143.9 |
|
R3 |
5,365.7 |
5,285.8 |
5,106.0 |
|
R2 |
5,227.7 |
5,227.7 |
5,093.3 |
|
R1 |
5,147.8 |
5,147.8 |
5,080.7 |
5,118.8 |
PP |
5,089.7 |
5,089.7 |
5,089.7 |
5,075.1 |
S1 |
5,009.8 |
5,009.8 |
5,055.4 |
4,980.8 |
S2 |
4,951.7 |
4,951.7 |
5,042.7 |
|
S3 |
4,813.7 |
4,871.8 |
5,030.1 |
|
S4 |
4,675.7 |
4,733.8 |
4,992.1 |
|
|
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 |
5.6% |
106.2 |
2.1% |
61% |
False |
False |
687 |
10 |
5,178.0 |
4,811.0 |
367.0 |
7.2% |
115.2 |
2.3% |
70% |
False |
False |
977 |
20 |
5,178.0 |
4,662.5 |
515.5 |
10.2% |
123.8 |
2.4% |
79% |
False |
False |
863 |
40 |
5,178.0 |
4,248.5 |
929.5 |
18.3% |
120.9 |
2.4% |
88% |
False |
False |
620 |
60 |
5,178.0 |
3,613.5 |
1,564.5 |
30.9% |
124.8 |
2.5% |
93% |
False |
False |
1,168 |
80 |
5,178.0 |
3,613.5 |
1,564.5 |
30.9% |
125.7 |
2.5% |
93% |
False |
False |
980 |
100 |
5,178.0 |
3,613.5 |
1,564.5 |
30.9% |
129.6 |
2.6% |
93% |
False |
False |
822 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,756.0 |
2.618 |
5,530.8 |
1.618 |
5,392.8 |
1.000 |
5,307.5 |
0.618 |
5,254.8 |
HIGH |
5,169.5 |
0.618 |
5,116.8 |
0.500 |
5,100.5 |
0.382 |
5,084.2 |
LOW |
5,031.5 |
0.618 |
4,946.2 |
1.000 |
4,893.5 |
1.618 |
4,808.2 |
2.618 |
4,670.2 |
4.250 |
4,445.0 |
|
|
Fisher Pivots for day following 03-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
5,100.5 |
5,100.0 |
PP |
5,089.7 |
5,089.3 |
S1 |
5,078.8 |
5,078.7 |
|