Trading Metrics calculated at close of trading on 04-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2009 |
04-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4,469.5 |
4,393.5 |
-76.0 |
-1.7% |
4,329.5 |
High |
4,473.5 |
4,437.5 |
-36.0 |
-0.8% |
4,455.0 |
Low |
4,348.5 |
4,356.0 |
7.5 |
0.2% |
4,274.0 |
Close |
4,386.0 |
4,391.0 |
5.0 |
0.1% |
4,390.5 |
Range |
125.0 |
81.5 |
-43.5 |
-34.8% |
181.0 |
ATR |
109.5 |
107.5 |
-2.0 |
-1.8% |
0.0 |
Volume |
117,606 |
101,447 |
-16,159 |
-13.7% |
290,265 |
|
Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,639.5 |
4,596.5 |
4,436.0 |
|
R3 |
4,558.0 |
4,515.0 |
4,413.5 |
|
R2 |
4,476.5 |
4,476.5 |
4,406.0 |
|
R1 |
4,433.5 |
4,433.5 |
4,398.5 |
4,414.0 |
PP |
4,395.0 |
4,395.0 |
4,395.0 |
4,385.0 |
S1 |
4,352.0 |
4,352.0 |
4,383.5 |
4,333.0 |
S2 |
4,313.5 |
4,313.5 |
4,376.0 |
|
S3 |
4,232.0 |
4,270.5 |
4,368.5 |
|
S4 |
4,150.5 |
4,189.0 |
4,346.0 |
|
|
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 |
4,348.5 |
156.0 |
3.6% |
79.5 |
1.8% |
27% |
False |
False |
106,047 |
10 |
4,504.5 |
4,274.0 |
230.5 |
5.2% |
88.5 |
2.0% |
51% |
False |
False |
93,297 |
20 |
4,504.5 |
4,271.5 |
233.0 |
5.3% |
98.0 |
2.2% |
51% |
False |
False |
108,747 |
40 |
4,504.5 |
3,827.5 |
677.0 |
15.4% |
103.5 |
2.4% |
83% |
False |
False |
106,365 |
60 |
4,504.5 |
3,405.5 |
1,099.0 |
25.0% |
112.0 |
2.5% |
90% |
False |
False |
105,820 |
80 |
4,504.5 |
3,405.5 |
1,099.0 |
25.0% |
108.5 |
2.5% |
90% |
False |
False |
79,444 |
100 |
4,533.5 |
3,405.5 |
1,128.0 |
25.7% |
106.5 |
2.4% |
87% |
False |
False |
63,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,784.0 |
2.618 |
4,651.0 |
1.618 |
4,569.5 |
1.000 |
4,519.0 |
0.618 |
4,488.0 |
HIGH |
4,437.5 |
0.618 |
4,406.5 |
0.500 |
4,397.0 |
0.382 |
4,387.0 |
LOW |
4,356.0 |
0.618 |
4,305.5 |
1.000 |
4,274.5 |
1.618 |
4,224.0 |
2.618 |
4,142.5 |
4.250 |
4,009.5 |
|
|
Fisher Pivots for day following 04-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4,397.0 |
4,414.0 |
PP |
4,395.0 |
4,406.5 |
S1 |
4,393.0 |
4,399.0 |
|