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 |
5,053.0 |
5,104.5 |
51.5 |
1.0% |
5,022.0 |
High |
5,128.0 |
5,168.5 |
40.5 |
0.8% |
5,178.0 |
Low |
5,053.0 |
5,056.0 |
3.0 |
0.1% |
5,022.0 |
Close |
5,082.0 |
5,089.0 |
7.0 |
0.1% |
5,089.0 |
Range |
75.0 |
112.5 |
37.5 |
50.0% |
156.0 |
ATR |
128.3 |
127.2 |
-1.1 |
-0.9% |
0.0 |
Volume |
1,721 |
3,441 |
1,720 |
99.9% |
7,658 |
|
Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,442.0 |
5,378.0 |
5,150.9 |
|
R3 |
5,329.5 |
5,265.5 |
5,119.9 |
|
R2 |
5,217.0 |
5,217.0 |
5,109.6 |
|
R1 |
5,153.0 |
5,153.0 |
5,099.3 |
5,128.8 |
PP |
5,104.5 |
5,104.5 |
5,104.5 |
5,092.4 |
S1 |
5,040.5 |
5,040.5 |
5,078.7 |
5,016.3 |
S2 |
4,992.0 |
4,992.0 |
5,068.4 |
|
S3 |
4,879.5 |
4,928.0 |
5,058.1 |
|
S4 |
4,767.0 |
4,815.5 |
5,027.1 |
|
|
Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,564.3 |
5,482.7 |
5,174.8 |
|
R3 |
5,408.3 |
5,326.7 |
5,131.9 |
|
R2 |
5,252.3 |
5,252.3 |
5,117.6 |
|
R1 |
5,170.7 |
5,170.7 |
5,103.3 |
5,211.5 |
PP |
5,096.3 |
5,096.3 |
5,096.3 |
5,116.8 |
S1 |
5,014.7 |
5,014.7 |
5,074.7 |
5,055.5 |
S2 |
4,940.3 |
4,940.3 |
5,060.4 |
|
S3 |
4,784.3 |
4,858.7 |
5,046.1 |
|
S4 |
4,628.3 |
4,702.7 |
5,003.2 |
|
|
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 |
5,022.0 |
156.0 |
3.1% |
105.2 |
2.1% |
43% |
False |
False |
1,531 |
10 |
5,178.0 |
4,811.0 |
367.0 |
7.2% |
113.0 |
2.2% |
76% |
False |
False |
1,441 |
20 |
5,178.0 |
4,662.5 |
515.5 |
10.1% |
118.6 |
2.3% |
83% |
False |
False |
1,052 |
40 |
5,178.0 |
4,248.5 |
929.5 |
18.3% |
119.4 |
2.3% |
90% |
False |
False |
731 |
60 |
5,178.0 |
3,820.5 |
1,357.5 |
26.7% |
122.6 |
2.4% |
93% |
False |
False |
1,221 |
80 |
5,178.0 |
3,613.5 |
1,564.5 |
30.7% |
124.6 |
2.4% |
94% |
False |
False |
1,041 |
100 |
5,178.0 |
3,613.5 |
1,564.5 |
30.7% |
129.9 |
2.6% |
94% |
False |
False |
871 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,646.6 |
2.618 |
5,463.0 |
1.618 |
5,350.5 |
1.000 |
5,281.0 |
0.618 |
5,238.0 |
HIGH |
5,168.5 |
0.618 |
5,125.5 |
0.500 |
5,112.3 |
0.382 |
5,099.0 |
LOW |
5,056.0 |
0.618 |
4,986.5 |
1.000 |
4,943.5 |
1.618 |
4,874.0 |
2.618 |
4,761.5 |
4.250 |
4,577.9 |
|
|
Fisher Pivots for day following 05-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
5,112.3 |
5,100.5 |
PP |
5,104.5 |
5,096.7 |
S1 |
5,096.8 |
5,092.8 |
|