Trading Metrics calculated at close of trading on 04-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2009 |
04-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
985.0 |
965.5 |
-19.5 |
-2.0% |
961.3 |
High |
993.6 |
986.0 |
-7.6 |
-0.8% |
984.6 |
Low |
958.2 |
965.0 |
6.8 |
0.7% |
941.0 |
Close |
968.2 |
985.0 |
16.8 |
1.7% |
983.1 |
Range |
35.4 |
21.0 |
-14.4 |
-40.7% |
43.6 |
ATR |
17.5 |
17.8 |
0.2 |
1.4% |
0.0 |
Volume |
2,444 |
2,012 |
-432 |
-17.7% |
23,678 |
|
Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,041.7 |
1,034.3 |
996.6 |
|
R3 |
1,020.7 |
1,013.3 |
990.8 |
|
R2 |
999.7 |
999.7 |
988.9 |
|
R1 |
992.3 |
992.3 |
986.9 |
996.0 |
PP |
978.7 |
978.7 |
978.7 |
980.5 |
S1 |
971.3 |
971.3 |
983.1 |
975.0 |
S2 |
957.7 |
957.7 |
981.2 |
|
S3 |
936.7 |
950.3 |
979.2 |
|
S4 |
915.7 |
929.3 |
973.5 |
|
|
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 |
958.2 |
35.4 |
3.6% |
21.5 |
2.2% |
76% |
False |
False |
3,329 |
10 |
993.6 |
940.0 |
53.6 |
5.4% |
19.4 |
2.0% |
84% |
False |
False |
4,746 |
20 |
993.6 |
911.1 |
82.5 |
8.4% |
15.9 |
1.6% |
90% |
False |
False |
4,043 |
40 |
993.6 |
870.5 |
123.1 |
12.5% |
15.5 |
1.6% |
93% |
False |
False |
2,747 |
60 |
993.6 |
869.5 |
124.1 |
12.6% |
18.0 |
1.8% |
93% |
False |
False |
2,412 |
80 |
1,015.0 |
869.5 |
145.5 |
14.8% |
20.0 |
2.0% |
79% |
False |
False |
2,164 |
100 |
1,015.0 |
810.0 |
205.0 |
20.8% |
20.0 |
2.0% |
85% |
False |
False |
1,941 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,075.3 |
2.618 |
1,041.0 |
1.618 |
1,020.0 |
1.000 |
1,007.0 |
0.618 |
999.0 |
HIGH |
986.0 |
0.618 |
978.0 |
0.500 |
975.5 |
0.382 |
973.0 |
LOW |
965.0 |
0.618 |
952.0 |
1.000 |
944.0 |
1.618 |
931.0 |
2.618 |
910.0 |
4.250 |
875.8 |
|
|
Fisher Pivots for day following 04-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
981.8 |
982.0 |
PP |
978.7 |
978.9 |
S1 |
975.5 |
975.9 |
|