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 |
981.0 |
976.9 |
-4.1 |
-0.4% |
959.0 |
High |
990.2 |
988.3 |
-1.9 |
-0.2% |
982.0 |
Low |
974.1 |
970.5 |
-3.6 |
-0.4% |
938.2 |
Close |
980.0 |
984.4 |
4.4 |
0.4% |
980.3 |
Range |
16.1 |
17.8 |
1.7 |
10.6% |
43.8 |
ATR |
16.8 |
16.9 |
0.1 |
0.4% |
0.0 |
Volume |
102,467 |
94,731 |
-7,736 |
-7.5% |
343,074 |
|
Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,034.5 |
1,027.2 |
994.2 |
|
R3 |
1,016.7 |
1,009.4 |
989.3 |
|
R2 |
998.9 |
998.9 |
987.7 |
|
R1 |
991.6 |
991.6 |
986.0 |
995.3 |
PP |
981.1 |
981.1 |
981.1 |
982.9 |
S1 |
973.8 |
973.8 |
982.8 |
977.5 |
S2 |
963.3 |
963.3 |
981.1 |
|
S3 |
945.5 |
956.0 |
979.5 |
|
S4 |
927.7 |
938.2 |
974.6 |
|
|
Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,098.2 |
1,083.1 |
1,004.4 |
|
R3 |
1,054.4 |
1,039.3 |
992.3 |
|
R2 |
1,010.6 |
1,010.6 |
988.3 |
|
R1 |
995.5 |
995.5 |
984.3 |
1,003.1 |
PP |
966.8 |
966.8 |
966.8 |
970.6 |
S1 |
951.7 |
951.7 |
976.3 |
959.3 |
S2 |
923.0 |
923.0 |
972.3 |
|
S3 |
879.2 |
907.9 |
968.3 |
|
S4 |
835.4 |
864.1 |
956.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
990.2 |
945.8 |
44.4 |
4.5% |
18.0 |
1.8% |
87% |
False |
False |
101,316 |
10 |
990.2 |
920.1 |
70.1 |
7.1% |
17.3 |
1.8% |
92% |
False |
False |
65,154 |
20 |
990.2 |
895.5 |
94.7 |
9.6% |
15.9 |
1.6% |
94% |
False |
False |
38,811 |
40 |
990.2 |
867.5 |
122.7 |
12.5% |
16.0 |
1.6% |
95% |
False |
False |
20,682 |
60 |
990.2 |
867.5 |
122.7 |
12.5% |
18.3 |
1.9% |
95% |
False |
False |
14,512 |
80 |
1,008.9 |
867.5 |
141.4 |
14.4% |
19.8 |
2.0% |
83% |
False |
False |
11,073 |
100 |
1,008.9 |
810.0 |
198.9 |
20.2% |
18.4 |
1.9% |
88% |
False |
False |
8,972 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,064.0 |
2.618 |
1,034.9 |
1.618 |
1,017.1 |
1.000 |
1,006.1 |
0.618 |
999.3 |
HIGH |
988.3 |
0.618 |
981.5 |
0.500 |
979.4 |
0.382 |
977.3 |
LOW |
970.5 |
0.618 |
959.5 |
1.000 |
952.7 |
1.618 |
941.7 |
2.618 |
923.9 |
4.250 |
894.9 |
|
|
Fisher Pivots for day following 02-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
982.7 |
981.4 |
PP |
981.1 |
978.3 |
S1 |
979.4 |
975.3 |
|