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 |
4,480.0 |
4,453.0 |
-27.0 |
-0.6% |
4,329.5 |
High |
4,504.5 |
4,480.0 |
-24.5 |
-0.5% |
4,455.0 |
Low |
4,451.0 |
4,416.5 |
-34.5 |
-0.8% |
4,274.0 |
Close |
4,483.0 |
4,469.5 |
-13.5 |
-0.3% |
4,390.5 |
Range |
53.5 |
63.5 |
10.0 |
18.7% |
181.0 |
ATR |
111.6 |
108.4 |
-3.2 |
-2.9% |
0.0 |
Volume |
116,967 |
93,441 |
-23,526 |
-20.1% |
290,265 |
|
Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,646.0 |
4,621.0 |
4,504.5 |
|
R3 |
4,582.5 |
4,557.5 |
4,487.0 |
|
R2 |
4,519.0 |
4,519.0 |
4,481.0 |
|
R1 |
4,494.0 |
4,494.0 |
4,475.5 |
4,506.5 |
PP |
4,455.5 |
4,455.5 |
4,455.5 |
4,461.5 |
S1 |
4,430.5 |
4,430.5 |
4,463.5 |
4,443.0 |
S2 |
4,392.0 |
4,392.0 |
4,458.0 |
|
S3 |
4,328.5 |
4,367.0 |
4,452.0 |
|
S4 |
4,265.0 |
4,303.5 |
4,434.5 |
|
|
Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,916.0 |
4,834.5 |
4,490.0 |
|
R3 |
4,735.0 |
4,653.5 |
4,440.5 |
|
R2 |
4,554.0 |
4,554.0 |
4,423.5 |
|
R1 |
4,472.5 |
4,472.5 |
4,407.0 |
4,513.0 |
PP |
4,373.0 |
4,373.0 |
4,373.0 |
4,393.5 |
S1 |
4,291.5 |
4,291.5 |
4,374.0 |
4,332.0 |
S2 |
4,192.0 |
4,192.0 |
4,357.5 |
|
S3 |
4,011.0 |
4,110.5 |
4,340.5 |
|
S4 |
3,830.0 |
3,929.5 |
4,291.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,504.5 |
4,322.0 |
182.5 |
4.1% |
74.0 |
1.7% |
81% |
False |
False |
100,134 |
10 |
4,504.5 |
4,274.0 |
230.5 |
5.2% |
86.0 |
1.9% |
85% |
False |
False |
92,542 |
20 |
4,504.5 |
4,271.5 |
233.0 |
5.2% |
97.0 |
2.2% |
85% |
False |
False |
104,215 |
40 |
4,504.5 |
3,827.5 |
677.0 |
15.1% |
104.5 |
2.3% |
95% |
False |
False |
108,819 |
60 |
4,504.5 |
3,405.5 |
1,099.0 |
24.6% |
114.0 |
2.6% |
97% |
False |
False |
102,173 |
80 |
4,504.5 |
3,405.5 |
1,099.0 |
24.6% |
108.5 |
2.4% |
97% |
False |
False |
76,710 |
100 |
4,596.5 |
3,405.5 |
1,191.0 |
26.6% |
105.5 |
2.4% |
89% |
False |
False |
61,415 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,750.0 |
2.618 |
4,646.0 |
1.618 |
4,582.5 |
1.000 |
4,543.5 |
0.618 |
4,519.0 |
HIGH |
4,480.0 |
0.618 |
4,455.5 |
0.500 |
4,448.0 |
0.382 |
4,441.0 |
LOW |
4,416.5 |
0.618 |
4,377.5 |
1.000 |
4,353.0 |
1.618 |
4,314.0 |
2.618 |
4,250.5 |
4.250 |
4,146.5 |
|
|
Fisher Pivots for day following 02-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4,462.5 |
4,460.5 |
PP |
4,455.5 |
4,452.0 |
S1 |
4,448.0 |
4,443.0 |
|