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 |
5,167.0 |
5,053.0 |
-114.0 |
-2.2% |
4,922.5 |
High |
5,169.5 |
5,128.0 |
-41.5 |
-0.8% |
5,033.0 |
Low |
5,031.5 |
5,053.0 |
21.5 |
0.4% |
4,811.0 |
Close |
5,068.0 |
5,082.0 |
14.0 |
0.3% |
4,942.5 |
Range |
138.0 |
75.0 |
-63.0 |
-45.7% |
222.0 |
ATR |
132.4 |
128.3 |
-4.1 |
-3.1% |
0.0 |
Volume |
910 |
1,721 |
811 |
89.1% |
6,753 |
|
Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,312.7 |
5,272.3 |
5,123.3 |
|
R3 |
5,237.7 |
5,197.3 |
5,102.6 |
|
R2 |
5,162.7 |
5,162.7 |
5,095.8 |
|
R1 |
5,122.3 |
5,122.3 |
5,088.9 |
5,142.5 |
PP |
5,087.7 |
5,087.7 |
5,087.7 |
5,097.8 |
S1 |
5,047.3 |
5,047.3 |
5,075.1 |
5,067.5 |
S2 |
5,012.7 |
5,012.7 |
5,068.3 |
|
S3 |
4,937.7 |
4,972.3 |
5,061.4 |
|
S4 |
4,862.7 |
4,897.3 |
5,040.8 |
|
|
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 |
4,925.0 |
253.0 |
5.0% |
101.3 |
2.0% |
62% |
False |
False |
929 |
10 |
5,178.0 |
4,811.0 |
367.0 |
7.2% |
110.7 |
2.2% |
74% |
False |
False |
1,112 |
20 |
5,178.0 |
4,662.5 |
515.5 |
10.1% |
118.3 |
2.3% |
81% |
False |
False |
903 |
40 |
5,178.0 |
4,248.5 |
929.5 |
18.3% |
119.0 |
2.3% |
90% |
False |
False |
650 |
60 |
5,178.0 |
3,699.0 |
1,479.0 |
29.1% |
124.2 |
2.4% |
94% |
False |
False |
1,192 |
80 |
5,178.0 |
3,613.5 |
1,564.5 |
30.8% |
125.7 |
2.5% |
94% |
False |
False |
1,000 |
100 |
5,178.0 |
3,613.5 |
1,564.5 |
30.8% |
129.3 |
2.5% |
94% |
False |
False |
838 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,446.8 |
2.618 |
5,324.4 |
1.618 |
5,249.4 |
1.000 |
5,203.0 |
0.618 |
5,174.4 |
HIGH |
5,128.0 |
0.618 |
5,099.4 |
0.500 |
5,090.5 |
0.382 |
5,081.7 |
LOW |
5,053.0 |
0.618 |
5,006.7 |
1.000 |
4,978.0 |
1.618 |
4,931.7 |
2.618 |
4,856.7 |
4.250 |
4,734.3 |
|
|
Fisher Pivots for day following 04-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
5,090.5 |
5,104.8 |
PP |
5,087.7 |
5,097.2 |
S1 |
5,084.8 |
5,089.6 |
|