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 |
983.2 |
966.0 |
-17.2 |
-1.7% |
959.0 |
High |
992.1 |
983.4 |
-8.7 |
-0.9% |
982.0 |
Low |
961.5 |
962.0 |
0.5 |
0.1% |
938.2 |
Close |
965.6 |
982.3 |
16.7 |
1.7% |
980.3 |
Range |
30.6 |
21.4 |
-9.2 |
-30.1% |
43.8 |
ATR |
17.9 |
18.1 |
0.3 |
1.4% |
0.0 |
Volume |
88,676 |
127,898 |
39,222 |
44.2% |
343,074 |
|
Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,040.1 |
1,032.6 |
994.1 |
|
R3 |
1,018.7 |
1,011.2 |
988.2 |
|
R2 |
997.3 |
997.3 |
986.2 |
|
R1 |
989.8 |
989.8 |
984.3 |
993.6 |
PP |
975.9 |
975.9 |
975.9 |
977.8 |
S1 |
968.4 |
968.4 |
980.3 |
972.2 |
S2 |
954.5 |
954.5 |
978.4 |
|
S3 |
933.1 |
947.0 |
976.4 |
|
S4 |
911.7 |
925.6 |
970.5 |
|
|
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 |
960.4 |
31.7 |
3.2% |
21.5 |
2.2% |
69% |
False |
False |
107,000 |
10 |
992.1 |
937.7 |
54.4 |
5.5% |
19.9 |
2.0% |
82% |
False |
False |
82,340 |
20 |
992.1 |
907.4 |
84.7 |
8.6% |
16.5 |
1.7% |
88% |
False |
False |
49,263 |
40 |
992.1 |
867.5 |
124.6 |
12.7% |
16.2 |
1.6% |
92% |
False |
False |
26,004 |
60 |
992.1 |
867.5 |
124.6 |
12.7% |
18.2 |
1.9% |
92% |
False |
False |
18,062 |
80 |
1,008.9 |
867.5 |
141.4 |
14.4% |
20.1 |
2.0% |
81% |
False |
False |
13,774 |
100 |
1,008.9 |
810.0 |
198.9 |
20.2% |
18.8 |
1.9% |
87% |
False |
False |
11,134 |
120 |
1,008.9 |
810.0 |
198.9 |
20.2% |
16.5 |
1.7% |
87% |
False |
False |
9,299 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,074.4 |
2.618 |
1,039.4 |
1.618 |
1,018.0 |
1.000 |
1,004.8 |
0.618 |
996.6 |
HIGH |
983.4 |
0.618 |
975.2 |
0.500 |
972.7 |
0.382 |
970.2 |
LOW |
962.0 |
0.618 |
948.8 |
1.000 |
940.6 |
1.618 |
927.4 |
2.618 |
906.0 |
4.250 |
871.1 |
|
|
Fisher Pivots for day following 04-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
979.1 |
980.5 |
PP |
975.9 |
978.6 |
S1 |
972.7 |
976.8 |
|