Trading Metrics calculated at close of trading on 05-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2009 |
05-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
965.5 |
984.1 |
18.6 |
1.9% |
982.7 |
High |
986.0 |
987.0 |
1.0 |
0.1% |
993.6 |
Low |
965.0 |
956.7 |
-8.3 |
-0.9% |
956.7 |
Close |
985.0 |
965.5 |
-19.5 |
-2.0% |
965.5 |
Range |
21.0 |
30.3 |
9.3 |
44.3% |
36.9 |
ATR |
17.8 |
18.7 |
0.9 |
5.0% |
0.0 |
Volume |
2,012 |
2,243 |
231 |
11.5% |
12,861 |
|
Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,060.6 |
1,043.4 |
982.2 |
|
R3 |
1,030.3 |
1,013.1 |
973.8 |
|
R2 |
1,000.0 |
1,000.0 |
971.1 |
|
R1 |
982.8 |
982.8 |
968.3 |
976.3 |
PP |
969.7 |
969.7 |
969.7 |
966.5 |
S1 |
952.5 |
952.5 |
962.7 |
946.0 |
S2 |
939.4 |
939.4 |
959.9 |
|
S3 |
909.1 |
922.2 |
957.2 |
|
S4 |
878.8 |
891.9 |
948.8 |
|
|
Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,082.6 |
1,061.0 |
985.8 |
|
R3 |
1,045.7 |
1,024.1 |
975.6 |
|
R2 |
1,008.8 |
1,008.8 |
972.3 |
|
R1 |
987.2 |
987.2 |
968.9 |
979.6 |
PP |
971.9 |
971.9 |
971.9 |
968.1 |
S1 |
950.3 |
950.3 |
962.1 |
942.7 |
S2 |
935.0 |
935.0 |
958.7 |
|
S3 |
898.1 |
913.4 |
955.4 |
|
S4 |
861.2 |
876.5 |
945.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
993.6 |
956.7 |
36.9 |
3.8% |
23.5 |
2.4% |
24% |
False |
True |
2,572 |
10 |
993.6 |
941.0 |
52.6 |
5.4% |
20.4 |
2.1% |
47% |
False |
False |
4,206 |
20 |
993.6 |
911.1 |
82.5 |
8.5% |
16.6 |
1.7% |
66% |
False |
False |
4,032 |
40 |
993.6 |
870.5 |
123.1 |
12.7% |
16.0 |
1.7% |
77% |
False |
False |
2,781 |
60 |
993.6 |
869.5 |
124.1 |
12.9% |
18.2 |
1.9% |
77% |
False |
False |
2,432 |
80 |
1,015.0 |
869.5 |
145.5 |
15.1% |
19.9 |
2.1% |
66% |
False |
False |
2,176 |
100 |
1,015.0 |
810.0 |
205.0 |
21.2% |
20.2 |
2.1% |
76% |
False |
False |
1,948 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,115.8 |
2.618 |
1,066.3 |
1.618 |
1,036.0 |
1.000 |
1,017.3 |
0.618 |
1,005.7 |
HIGH |
987.0 |
0.618 |
975.4 |
0.500 |
971.9 |
0.382 |
968.3 |
LOW |
956.7 |
0.618 |
938.0 |
1.000 |
926.4 |
1.618 |
907.7 |
2.618 |
877.4 |
4.250 |
827.9 |
|
|
Fisher Pivots for day following 05-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
971.9 |
975.2 |
PP |
969.7 |
971.9 |
S1 |
967.6 |
968.7 |
|