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 |
979.5 |
977.4 |
-2.1 |
-0.2% |
961.0 |
High |
991.3 |
989.4 |
-1.9 |
-0.2% |
983.0 |
Low |
977.0 |
972.0 |
-5.0 |
-0.5% |
944.8 |
Close |
981.4 |
985.8 |
4.4 |
0.4% |
981.7 |
Range |
14.3 |
17.4 |
3.1 |
21.7% |
38.2 |
ATR |
14.3 |
14.5 |
0.2 |
1.6% |
0.0 |
Volume |
547 |
1,097 |
550 |
100.5% |
6,816 |
|
Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,034.6 |
1,027.6 |
995.4 |
|
R3 |
1,017.2 |
1,010.2 |
990.6 |
|
R2 |
999.8 |
999.8 |
989.0 |
|
R1 |
992.8 |
992.8 |
987.4 |
996.3 |
PP |
982.4 |
982.4 |
982.4 |
984.2 |
S1 |
975.4 |
975.4 |
984.2 |
978.9 |
S2 |
965.0 |
965.0 |
982.6 |
|
S3 |
947.6 |
958.0 |
981.0 |
|
S4 |
930.2 |
940.6 |
976.2 |
|
|
Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,084.4 |
1,071.3 |
1,002.7 |
|
R3 |
1,046.2 |
1,033.1 |
992.2 |
|
R2 |
1,008.0 |
1,008.0 |
988.7 |
|
R1 |
994.9 |
994.9 |
985.2 |
1,001.5 |
PP |
969.8 |
969.8 |
969.8 |
973.1 |
S1 |
956.7 |
956.7 |
978.2 |
963.3 |
S2 |
931.6 |
931.6 |
974.7 |
|
S3 |
893.4 |
918.5 |
971.2 |
|
S4 |
855.2 |
880.3 |
960.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
991.3 |
947.8 |
43.5 |
4.4% |
16.6 |
1.7% |
87% |
False |
False |
1,451 |
10 |
991.3 |
923.7 |
67.6 |
6.9% |
15.1 |
1.5% |
92% |
False |
False |
1,663 |
20 |
991.3 |
898.0 |
93.3 |
9.5% |
13.5 |
1.4% |
94% |
False |
False |
1,188 |
40 |
991.3 |
870.0 |
121.3 |
12.3% |
12.9 |
1.3% |
95% |
False |
False |
848 |
60 |
991.3 |
870.0 |
121.3 |
12.3% |
13.7 |
1.4% |
95% |
False |
False |
852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,063.4 |
2.618 |
1,035.0 |
1.618 |
1,017.6 |
1.000 |
1,006.8 |
0.618 |
1,000.2 |
HIGH |
989.4 |
0.618 |
982.8 |
0.500 |
980.7 |
0.382 |
978.6 |
LOW |
972.0 |
0.618 |
961.2 |
1.000 |
954.6 |
1.618 |
943.8 |
2.618 |
926.4 |
4.250 |
898.1 |
|
|
Fisher Pivots for day following 02-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
984.1 |
982.9 |
PP |
982.4 |
980.0 |
S1 |
980.7 |
977.2 |
|