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 |
8,665.72 |
8,751.75 |
86.03 |
1.0% |
8,501.53 |
High |
8,751.25 |
8,839.40 |
88.15 |
1.0% |
8,839.40 |
Low |
8,634.57 |
8,700.41 |
65.84 |
0.8% |
8,501.29 |
Close |
8,750.24 |
8,763.13 |
12.89 |
0.1% |
8,763.13 |
Range |
116.68 |
138.99 |
22.31 |
19.1% |
338.11 |
ATR |
171.28 |
168.98 |
-2.31 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,184.62 |
9,112.86 |
8,839.57 |
|
R3 |
9,045.63 |
8,973.87 |
8,801.35 |
|
R2 |
8,906.64 |
8,906.64 |
8,788.61 |
|
R1 |
8,834.88 |
8,834.88 |
8,775.87 |
8,870.76 |
PP |
8,767.65 |
8,767.65 |
8,767.65 |
8,785.59 |
S1 |
8,695.89 |
8,695.89 |
8,750.39 |
8,731.77 |
S2 |
8,628.66 |
8,628.66 |
8,737.65 |
|
S3 |
8,489.67 |
8,556.90 |
8,724.91 |
|
S4 |
8,350.68 |
8,417.91 |
8,686.69 |
|
|
Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,715.60 |
9,577.48 |
8,949.09 |
|
R3 |
9,377.49 |
9,239.37 |
8,856.11 |
|
R2 |
9,039.38 |
9,039.38 |
8,825.12 |
|
R1 |
8,901.26 |
8,901.26 |
8,794.12 |
8,970.32 |
PP |
8,701.27 |
8,701.27 |
8,701.27 |
8,735.81 |
S1 |
8,563.15 |
8,563.15 |
8,732.14 |
8,632.21 |
S2 |
8,363.16 |
8,363.16 |
8,701.14 |
|
S3 |
8,025.05 |
8,225.04 |
8,670.15 |
|
S4 |
7,686.94 |
7,886.93 |
8,577.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,839.40 |
8,501.29 |
338.11 |
3.9% |
150.10 |
1.7% |
77% |
True |
False |
|
10 |
8,839.40 |
8,226.90 |
612.50 |
7.0% |
167.60 |
1.9% |
88% |
True |
False |
|
20 |
8,839.40 |
8,221.01 |
618.39 |
7.1% |
166.42 |
1.9% |
88% |
True |
False |
|
40 |
8,839.40 |
7,791.95 |
1,047.45 |
12.0% |
170.72 |
1.9% |
93% |
True |
False |
|
60 |
8,839.40 |
6,872.25 |
1,967.15 |
22.4% |
191.51 |
2.2% |
96% |
True |
False |
|
80 |
8,839.40 |
6,469.95 |
2,369.45 |
27.0% |
201.22 |
2.3% |
97% |
True |
False |
|
100 |
8,839.40 |
6,469.95 |
2,369.45 |
27.0% |
209.26 |
2.4% |
97% |
True |
False |
|
120 |
9,088.06 |
6,469.95 |
2,618.11 |
29.9% |
209.40 |
2.4% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,430.11 |
2.618 |
9,203.28 |
1.618 |
9,064.29 |
1.000 |
8,978.39 |
0.618 |
8,925.30 |
HIGH |
8,839.40 |
0.618 |
8,786.31 |
0.500 |
8,769.91 |
0.382 |
8,753.50 |
LOW |
8,700.41 |
0.618 |
8,614.51 |
1.000 |
8,561.42 |
1.618 |
8,475.52 |
2.618 |
8,336.53 |
4.250 |
8,109.70 |
|
|
Fisher Pivots for day following 05-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
8,769.91 |
8,748.38 |
PP |
8,767.65 |
8,733.64 |
S1 |
8,765.39 |
8,718.89 |
|