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 |
977.4 |
985.0 |
7.6 |
0.8% |
961.0 |
High |
989.4 |
991.8 |
2.4 |
0.2% |
983.0 |
Low |
972.0 |
963.7 |
-8.3 |
-0.9% |
944.8 |
Close |
985.8 |
966.9 |
-18.9 |
-1.9% |
981.7 |
Range |
17.4 |
28.1 |
10.7 |
61.5% |
38.2 |
ATR |
14.5 |
15.5 |
1.0 |
6.7% |
0.0 |
Volume |
1,097 |
647 |
-450 |
-41.0% |
6,816 |
|
Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,058.4 |
1,040.8 |
982.4 |
|
R3 |
1,030.3 |
1,012.7 |
974.6 |
|
R2 |
1,002.2 |
1,002.2 |
972.1 |
|
R1 |
984.6 |
984.6 |
969.5 |
979.4 |
PP |
974.1 |
974.1 |
974.1 |
971.5 |
S1 |
956.5 |
956.5 |
964.3 |
951.3 |
S2 |
946.0 |
946.0 |
961.7 |
|
S3 |
917.9 |
928.4 |
959.2 |
|
S4 |
889.8 |
900.3 |
951.4 |
|
|
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 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,111.2 |
2.618 |
1,065.4 |
1.618 |
1,037.3 |
1.000 |
1,019.9 |
0.618 |
1,009.2 |
HIGH |
991.8 |
0.618 |
981.1 |
0.500 |
977.8 |
0.382 |
974.4 |
LOW |
963.7 |
0.618 |
946.3 |
1.000 |
935.6 |
1.618 |
918.2 |
2.618 |
890.1 |
4.250 |
844.3 |
|
|
Fisher Pivots for day following 03-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
977.8 |
977.8 |
PP |
974.1 |
974.1 |
S1 |
970.5 |
970.5 |
|