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 |
8,404.04 |
8,501.53 |
97.49 |
1.2% |
8,275.33 |
High |
8,522.95 |
8,760.70 |
237.75 |
2.8% |
8,522.95 |
Low |
8,368.52 |
8,501.29 |
132.77 |
1.6% |
8,226.90 |
Close |
8,500.33 |
8,721.44 |
221.11 |
2.6% |
8,500.33 |
Range |
154.43 |
259.41 |
104.98 |
68.0% |
296.05 |
ATR |
178.70 |
184.53 |
5.83 |
3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,439.37 |
9,339.82 |
8,864.12 |
|
R3 |
9,179.96 |
9,080.41 |
8,792.78 |
|
R2 |
8,920.55 |
8,920.55 |
8,769.00 |
|
R1 |
8,821.00 |
8,821.00 |
8,745.22 |
8,870.78 |
PP |
8,661.14 |
8,661.14 |
8,661.14 |
8,686.03 |
S1 |
8,561.59 |
8,561.59 |
8,697.66 |
8,611.37 |
S2 |
8,401.73 |
8,401.73 |
8,673.88 |
|
S3 |
8,142.32 |
8,302.18 |
8,650.10 |
|
S4 |
7,882.91 |
8,042.77 |
8,578.76 |
|
|
Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,304.88 |
9,198.65 |
8,663.16 |
|
R3 |
9,008.83 |
8,902.60 |
8,581.74 |
|
R2 |
8,712.78 |
8,712.78 |
8,554.61 |
|
R1 |
8,606.55 |
8,606.55 |
8,527.47 |
8,659.67 |
PP |
8,416.73 |
8,416.73 |
8,416.73 |
8,443.28 |
S1 |
8,310.50 |
8,310.50 |
8,473.19 |
8,363.62 |
S2 |
8,120.68 |
8,120.68 |
8,446.05 |
|
S3 |
7,824.63 |
8,014.45 |
8,418.92 |
|
S4 |
7,528.58 |
7,718.40 |
8,337.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,760.70 |
8,226.90 |
533.80 |
6.1% |
215.59 |
2.5% |
93% |
True |
False |
|
10 |
8,760.70 |
8,221.01 |
539.69 |
6.2% |
188.27 |
2.2% |
93% |
True |
False |
|
20 |
8,760.70 |
8,213.60 |
547.10 |
6.3% |
174.44 |
2.0% |
93% |
True |
False |
|
40 |
8,760.70 |
7,750.85 |
1,009.85 |
11.6% |
173.94 |
2.0% |
96% |
True |
False |
|
60 |
8,760.70 |
6,469.95 |
2,290.75 |
26.3% |
200.08 |
2.3% |
98% |
True |
False |
|
80 |
8,760.70 |
6,469.95 |
2,290.75 |
26.3% |
208.35 |
2.4% |
98% |
True |
False |
|
100 |
8,996.94 |
6,469.95 |
2,526.99 |
29.0% |
212.05 |
2.4% |
89% |
False |
False |
|
120 |
9,088.06 |
6,469.95 |
2,618.11 |
30.0% |
215.32 |
2.5% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,863.19 |
2.618 |
9,439.84 |
1.618 |
9,180.43 |
1.000 |
9,020.11 |
0.618 |
8,921.02 |
HIGH |
8,760.70 |
0.618 |
8,661.61 |
0.500 |
8,631.00 |
0.382 |
8,600.38 |
LOW |
8,501.29 |
0.618 |
8,340.97 |
1.000 |
8,241.88 |
1.618 |
8,081.56 |
2.618 |
7,822.15 |
4.250 |
7,398.80 |
|
|
Fisher Pivots for day following 01-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
8,691.29 |
8,648.84 |
PP |
8,661.14 |
8,576.24 |
S1 |
8,631.00 |
8,503.64 |
|