Trading Metrics calculated at close of trading on 01-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2009 |
01-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
963.9 |
982.7 |
18.8 |
2.0% |
961.3 |
High |
984.6 |
992.1 |
7.5 |
0.8% |
984.6 |
Low |
963.9 |
977.7 |
13.8 |
1.4% |
941.0 |
Close |
983.1 |
982.8 |
-0.3 |
0.0% |
983.1 |
Range |
20.7 |
14.4 |
-6.3 |
-30.4% |
43.6 |
ATR |
16.3 |
16.1 |
-0.1 |
-0.8% |
0.0 |
Volume |
6,031 |
1,254 |
-4,777 |
-79.2% |
23,678 |
|
Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,027.4 |
1,019.5 |
990.7 |
|
R3 |
1,013.0 |
1,005.1 |
986.8 |
|
R2 |
998.6 |
998.6 |
985.4 |
|
R1 |
990.7 |
990.7 |
984.1 |
994.7 |
PP |
984.2 |
984.2 |
984.2 |
986.2 |
S1 |
976.3 |
976.3 |
981.5 |
980.3 |
S2 |
969.8 |
969.8 |
980.2 |
|
S3 |
955.4 |
961.9 |
978.8 |
|
S4 |
941.0 |
947.5 |
974.9 |
|
|
Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,100.4 |
1,085.3 |
1,007.1 |
|
R3 |
1,056.8 |
1,041.7 |
995.1 |
|
R2 |
1,013.2 |
1,013.2 |
991.1 |
|
R1 |
998.1 |
998.1 |
987.1 |
1,005.7 |
PP |
969.6 |
969.6 |
969.6 |
973.3 |
S1 |
954.5 |
954.5 |
979.1 |
962.1 |
S2 |
926.0 |
926.0 |
975.1 |
|
S3 |
882.4 |
910.9 |
971.1 |
|
S4 |
838.8 |
867.3 |
959.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
992.1 |
941.0 |
51.1 |
5.2% |
17.7 |
1.8% |
82% |
True |
False |
4,986 |
10 |
992.1 |
919.8 |
72.3 |
7.4% |
16.6 |
1.7% |
87% |
True |
False |
4,568 |
20 |
992.1 |
891.4 |
100.7 |
10.2% |
15.3 |
1.6% |
91% |
True |
False |
3,865 |
40 |
992.1 |
869.5 |
122.6 |
12.5% |
15.3 |
1.6% |
92% |
True |
False |
2,614 |
60 |
992.1 |
869.5 |
122.6 |
12.5% |
18.1 |
1.8% |
92% |
True |
False |
2,322 |
80 |
1,015.0 |
869.5 |
145.5 |
14.8% |
19.7 |
2.0% |
78% |
False |
False |
2,123 |
100 |
1,015.0 |
810.0 |
205.0 |
20.9% |
20.0 |
2.0% |
84% |
False |
False |
1,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,053.3 |
2.618 |
1,029.8 |
1.618 |
1,015.4 |
1.000 |
1,006.5 |
0.618 |
1,001.0 |
HIGH |
992.1 |
0.618 |
986.6 |
0.500 |
984.9 |
0.382 |
983.2 |
LOW |
977.7 |
0.618 |
968.8 |
1.000 |
963.3 |
1.618 |
954.4 |
2.618 |
940.0 |
4.250 |
916.5 |
|
|
Fisher Pivots for day following 01-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
984.9 |
978.8 |
PP |
984.2 |
974.7 |
S1 |
983.5 |
970.7 |
|