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 |
8,721.60 |
8,740.07 |
18.47 |
0.2% |
8,275.33 |
High |
8,787.13 |
8,740.39 |
-46.74 |
-0.5% |
8,522.95 |
Low |
8,693.72 |
8,598.38 |
-95.34 |
-1.1% |
8,226.90 |
Close |
8,740.87 |
8,675.28 |
-65.59 |
-0.8% |
8,500.33 |
Range |
93.41 |
142.01 |
48.60 |
52.0% |
296.05 |
ATR |
178.02 |
175.48 |
-2.54 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,097.38 |
9,028.34 |
8,753.39 |
|
R3 |
8,955.37 |
8,886.33 |
8,714.33 |
|
R2 |
8,813.36 |
8,813.36 |
8,701.32 |
|
R1 |
8,744.32 |
8,744.32 |
8,688.30 |
8,707.84 |
PP |
8,671.35 |
8,671.35 |
8,671.35 |
8,653.11 |
S1 |
8,602.31 |
8,602.31 |
8,662.26 |
8,565.83 |
S2 |
8,529.34 |
8,529.34 |
8,649.24 |
|
S3 |
8,387.33 |
8,460.30 |
8,636.23 |
|
S4 |
8,245.32 |
8,318.29 |
8,597.17 |
|
|
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% |
167.46 |
1.9% |
79% |
False |
False |
|
10 |
8,787.13 |
8,221.01 |
566.12 |
6.5% |
180.19 |
2.1% |
80% |
False |
False |
|
20 |
8,787.13 |
8,221.01 |
566.12 |
6.5% |
170.38 |
2.0% |
80% |
False |
False |
|
40 |
8,787.13 |
7,750.85 |
1,036.28 |
11.9% |
172.92 |
2.0% |
89% |
False |
False |
|
60 |
8,787.13 |
6,546.61 |
2,240.52 |
25.8% |
196.04 |
2.3% |
95% |
False |
False |
|
80 |
8,787.13 |
6,469.95 |
2,317.18 |
26.7% |
204.76 |
2.4% |
95% |
False |
False |
|
100 |
8,787.13 |
6,469.95 |
2,317.18 |
26.7% |
210.45 |
2.4% |
95% |
False |
False |
|
120 |
9,088.06 |
6,469.95 |
2,618.11 |
30.2% |
211.68 |
2.4% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,343.93 |
2.618 |
9,112.17 |
1.618 |
8,970.16 |
1.000 |
8,882.40 |
0.618 |
8,828.15 |
HIGH |
8,740.39 |
0.618 |
8,686.14 |
0.500 |
8,669.39 |
0.382 |
8,652.63 |
LOW |
8,598.38 |
0.618 |
8,510.62 |
1.000 |
8,456.37 |
1.618 |
8,368.61 |
2.618 |
8,226.60 |
4.250 |
7,994.84 |
|
|
Fisher Pivots for day following 03-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
8,673.32 |
8,664.92 |
PP |
8,671.35 |
8,654.57 |
S1 |
8,669.39 |
8,644.21 |
|