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 |
980.1 |
985.0 |
4.9 |
0.5% |
961.3 |
High |
990.2 |
993.6 |
3.4 |
0.3% |
984.6 |
Low |
974.0 |
958.2 |
-15.8 |
-1.6% |
941.0 |
Close |
987.1 |
968.2 |
-18.9 |
-1.9% |
983.1 |
Range |
16.2 |
35.4 |
19.2 |
118.5% |
43.6 |
ATR |
16.1 |
17.5 |
1.4 |
8.5% |
0.0 |
Volume |
4,908 |
2,444 |
-2,464 |
-50.2% |
23,678 |
|
Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,079.5 |
1,059.3 |
987.7 |
|
R3 |
1,044.1 |
1,023.9 |
977.9 |
|
R2 |
1,008.7 |
1,008.7 |
974.7 |
|
R1 |
988.5 |
988.5 |
971.4 |
980.9 |
PP |
973.3 |
973.3 |
973.3 |
969.6 |
S1 |
953.1 |
953.1 |
965.0 |
945.5 |
S2 |
937.9 |
937.9 |
961.7 |
|
S3 |
902.5 |
917.7 |
958.5 |
|
S4 |
867.1 |
882.3 |
948.7 |
|
|
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 |
993.6 |
949.3 |
44.3 |
4.6% |
21.3 |
2.2% |
43% |
True |
False |
4,366 |
10 |
993.6 |
930.0 |
63.6 |
6.6% |
18.8 |
1.9% |
60% |
True |
False |
4,820 |
20 |
993.6 |
901.1 |
92.5 |
9.6% |
15.7 |
1.6% |
73% |
True |
False |
4,040 |
40 |
993.6 |
870.5 |
123.1 |
12.7% |
15.3 |
1.6% |
79% |
True |
False |
2,735 |
60 |
993.6 |
869.5 |
124.1 |
12.8% |
18.2 |
1.9% |
80% |
True |
False |
2,395 |
80 |
1,015.0 |
869.5 |
145.5 |
15.0% |
20.0 |
2.1% |
68% |
False |
False |
2,172 |
100 |
1,015.0 |
810.0 |
205.0 |
21.2% |
20.2 |
2.1% |
77% |
False |
False |
1,926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,144.1 |
2.618 |
1,086.3 |
1.618 |
1,050.9 |
1.000 |
1,029.0 |
0.618 |
1,015.5 |
HIGH |
993.6 |
0.618 |
980.1 |
0.500 |
975.9 |
0.382 |
971.7 |
LOW |
958.2 |
0.618 |
936.3 |
1.000 |
922.8 |
1.618 |
900.9 |
2.618 |
865.5 |
4.250 |
807.8 |
|
|
Fisher Pivots for day following 03-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
975.9 |
975.9 |
PP |
973.3 |
973.3 |
S1 |
970.8 |
970.8 |
|