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 |
982.7 |
980.1 |
-2.6 |
-0.3% |
961.3 |
High |
992.1 |
990.2 |
-1.9 |
-0.2% |
984.6 |
Low |
977.7 |
974.0 |
-3.7 |
-0.4% |
941.0 |
Close |
982.8 |
987.1 |
4.3 |
0.4% |
983.1 |
Range |
14.4 |
16.2 |
1.8 |
12.5% |
43.6 |
ATR |
16.1 |
16.1 |
0.0 |
0.0% |
0.0 |
Volume |
1,254 |
4,908 |
3,654 |
291.4% |
23,678 |
|
Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,032.4 |
1,025.9 |
996.0 |
|
R3 |
1,016.2 |
1,009.7 |
991.6 |
|
R2 |
1,000.0 |
1,000.0 |
990.1 |
|
R1 |
993.5 |
993.5 |
988.6 |
996.8 |
PP |
983.8 |
983.8 |
983.8 |
985.4 |
S1 |
977.3 |
977.3 |
985.6 |
980.6 |
S2 |
967.6 |
967.6 |
984.1 |
|
S3 |
951.4 |
961.1 |
982.6 |
|
S4 |
935.2 |
944.9 |
978.2 |
|
|
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 |
949.3 |
42.8 |
4.3% |
16.7 |
1.7% |
88% |
False |
False |
5,210 |
10 |
992.1 |
923.0 |
69.1 |
7.0% |
16.3 |
1.7% |
93% |
False |
False |
4,810 |
20 |
992.1 |
899.5 |
92.6 |
9.4% |
15.0 |
1.5% |
95% |
False |
False |
4,084 |
40 |
992.1 |
869.5 |
122.6 |
12.4% |
15.2 |
1.5% |
96% |
False |
False |
2,695 |
60 |
992.1 |
869.5 |
122.6 |
12.4% |
18.1 |
1.8% |
96% |
False |
False |
2,385 |
80 |
1,015.0 |
869.5 |
145.5 |
14.7% |
19.8 |
2.0% |
81% |
False |
False |
2,170 |
100 |
1,015.0 |
810.0 |
205.0 |
20.8% |
19.9 |
2.0% |
86% |
False |
False |
1,919 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,059.1 |
2.618 |
1,032.6 |
1.618 |
1,016.4 |
1.000 |
1,006.4 |
0.618 |
1,000.2 |
HIGH |
990.2 |
0.618 |
984.0 |
0.500 |
982.1 |
0.382 |
980.2 |
LOW |
974.0 |
0.618 |
964.0 |
1.000 |
957.8 |
1.618 |
947.8 |
2.618 |
931.6 |
4.250 |
905.2 |
|
|
Fisher Pivots for day following 02-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
985.4 |
984.1 |
PP |
983.8 |
981.0 |
S1 |
982.1 |
978.0 |
|