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 |
8,501.53 |
8,721.60 |
220.07 |
2.6% |
8,275.33 |
High |
8,760.70 |
8,787.13 |
26.43 |
0.3% |
8,522.95 |
Low |
8,501.29 |
8,693.72 |
192.43 |
2.3% |
8,226.90 |
Close |
8,721.44 |
8,740.87 |
19.43 |
0.2% |
8,500.33 |
Range |
259.41 |
93.41 |
-166.00 |
-64.0% |
296.05 |
ATR |
184.53 |
178.02 |
-6.51 |
-3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,020.80 |
8,974.25 |
8,792.25 |
|
R3 |
8,927.39 |
8,880.84 |
8,766.56 |
|
R2 |
8,833.98 |
8,833.98 |
8,758.00 |
|
R1 |
8,787.43 |
8,787.43 |
8,749.43 |
8,810.71 |
PP |
8,740.57 |
8,740.57 |
8,740.57 |
8,752.21 |
S1 |
8,694.02 |
8,694.02 |
8,732.31 |
8,717.30 |
S2 |
8,647.16 |
8,647.16 |
8,723.74 |
|
S3 |
8,553.75 |
8,600.61 |
8,715.18 |
|
S4 |
8,460.34 |
8,507.20 |
8,689.49 |
|
|
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 |
8,787.13 |
8,246.58 |
540.55 |
6.2% |
180.51 |
2.1% |
91% |
True |
False |
|
10 |
8,787.13 |
8,221.01 |
566.12 |
6.5% |
173.44 |
2.0% |
92% |
True |
False |
|
20 |
8,787.13 |
8,221.01 |
566.12 |
6.5% |
168.04 |
1.9% |
92% |
True |
False |
|
40 |
8,787.13 |
7,750.85 |
1,036.28 |
11.9% |
173.22 |
2.0% |
96% |
True |
False |
|
60 |
8,787.13 |
6,516.86 |
2,270.27 |
26.0% |
196.89 |
2.3% |
98% |
True |
False |
|
80 |
8,787.13 |
6,469.95 |
2,317.18 |
26.5% |
206.24 |
2.4% |
98% |
True |
False |
|
100 |
8,787.13 |
6,469.95 |
2,317.18 |
26.5% |
210.21 |
2.4% |
98% |
True |
False |
|
120 |
9,088.06 |
6,469.95 |
2,618.11 |
30.0% |
212.85 |
2.4% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,184.12 |
2.618 |
9,031.68 |
1.618 |
8,938.27 |
1.000 |
8,880.54 |
0.618 |
8,844.86 |
HIGH |
8,787.13 |
0.618 |
8,751.45 |
0.500 |
8,740.43 |
0.382 |
8,729.40 |
LOW |
8,693.72 |
0.618 |
8,635.99 |
1.000 |
8,600.31 |
1.618 |
8,542.58 |
2.618 |
8,449.17 |
4.250 |
8,296.73 |
|
|
Fisher Pivots for day following 02-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
8,740.72 |
8,686.52 |
PP |
8,740.57 |
8,632.17 |
S1 |
8,740.43 |
8,577.83 |
|