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 |
976.9 |
983.2 |
6.3 |
0.6% |
959.0 |
High |
988.3 |
992.1 |
3.8 |
0.4% |
982.0 |
Low |
970.5 |
961.5 |
-9.0 |
-0.9% |
938.2 |
Close |
984.4 |
965.6 |
-18.8 |
-1.9% |
980.3 |
Range |
17.8 |
30.6 |
12.8 |
71.9% |
43.8 |
ATR |
16.9 |
17.9 |
1.0 |
5.8% |
0.0 |
Volume |
94,731 |
88,676 |
-6,055 |
-6.4% |
343,074 |
|
Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,064.9 |
1,045.8 |
982.4 |
|
R3 |
1,034.3 |
1,015.2 |
974.0 |
|
R2 |
1,003.7 |
1,003.7 |
971.2 |
|
R1 |
984.6 |
984.6 |
968.4 |
978.9 |
PP |
973.1 |
973.1 |
973.1 |
970.2 |
S1 |
954.0 |
954.0 |
962.8 |
948.3 |
S2 |
942.5 |
942.5 |
960.0 |
|
S3 |
911.9 |
923.4 |
957.2 |
|
S4 |
881.3 |
892.8 |
948.8 |
|
|
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 |
992.1 |
945.8 |
46.3 |
4.8% |
21.4 |
2.2% |
43% |
True |
False |
101,557 |
10 |
992.1 |
927.4 |
64.7 |
6.7% |
19.3 |
2.0% |
59% |
True |
False |
72,062 |
20 |
992.1 |
898.0 |
94.1 |
9.7% |
16.3 |
1.7% |
72% |
True |
False |
42,982 |
40 |
992.1 |
867.5 |
124.6 |
12.9% |
16.0 |
1.7% |
79% |
True |
False |
22,858 |
60 |
992.1 |
867.5 |
124.6 |
12.9% |
18.4 |
1.9% |
79% |
True |
False |
15,943 |
80 |
1,008.9 |
867.5 |
141.4 |
14.6% |
20.1 |
2.1% |
69% |
False |
False |
12,179 |
100 |
1,008.9 |
810.0 |
198.9 |
20.6% |
18.6 |
1.9% |
78% |
False |
False |
9,858 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,122.2 |
2.618 |
1,072.2 |
1.618 |
1,041.6 |
1.000 |
1,022.7 |
0.618 |
1,011.0 |
HIGH |
992.1 |
0.618 |
980.4 |
0.500 |
976.8 |
0.382 |
973.2 |
LOW |
961.5 |
0.618 |
942.6 |
1.000 |
930.9 |
1.618 |
912.0 |
2.618 |
881.4 |
4.250 |
831.5 |
|
|
Fisher Pivots for day following 03-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
976.8 |
976.8 |
PP |
973.1 |
973.1 |
S1 |
969.3 |
969.3 |
|