Trading Metrics calculated at close of trading on 08-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2009 |
08-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
5,096.0 |
5,053.0 |
-43.0 |
-0.8% |
5,014.5 |
High |
5,165.0 |
5,061.0 |
-104.0 |
-2.0% |
5,179.5 |
Low |
5,046.5 |
4,966.5 |
-80.0 |
-1.6% |
5,008.0 |
Close |
5,082.0 |
5,008.5 |
-73.5 |
-1.4% |
5,082.0 |
Range |
118.5 |
94.5 |
-24.0 |
-20.3% |
171.5 |
ATR |
135.7 |
134.3 |
-1.4 |
-1.1% |
0.0 |
Volume |
155,090 |
129,741 |
-25,349 |
-16.3% |
680,409 |
|
Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,295.5 |
5,246.5 |
5,060.5 |
|
R3 |
5,201.0 |
5,152.0 |
5,034.5 |
|
R2 |
5,106.5 |
5,106.5 |
5,025.8 |
|
R1 |
5,057.5 |
5,057.5 |
5,017.2 |
5,034.8 |
PP |
5,012.0 |
5,012.0 |
5,012.0 |
5,000.6 |
S1 |
4,963.0 |
4,963.0 |
4,999.8 |
4,940.3 |
S2 |
4,917.5 |
4,917.5 |
4,991.2 |
|
S3 |
4,823.0 |
4,868.5 |
4,982.5 |
|
S4 |
4,728.5 |
4,774.0 |
4,956.5 |
|
|
Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,604.3 |
5,514.7 |
5,176.3 |
|
R3 |
5,432.8 |
5,343.2 |
5,129.2 |
|
R2 |
5,261.3 |
5,261.3 |
5,113.4 |
|
R1 |
5,171.7 |
5,171.7 |
5,097.7 |
5,216.5 |
PP |
5,089.8 |
5,089.8 |
5,089.8 |
5,112.3 |
S1 |
5,000.2 |
5,000.2 |
5,066.3 |
5,045.0 |
S2 |
4,918.3 |
4,918.3 |
5,050.6 |
|
S3 |
4,746.8 |
4,828.7 |
5,034.8 |
|
S4 |
4,575.3 |
4,657.2 |
4,987.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,179.5 |
4,966.5 |
213.0 |
4.3% |
104.8 |
2.1% |
20% |
False |
True |
136,849 |
10 |
5,179.5 |
4,804.0 |
375.5 |
7.5% |
119.5 |
2.4% |
54% |
False |
False |
141,690 |
20 |
5,179.5 |
4,656.5 |
523.0 |
10.4% |
126.6 |
2.5% |
67% |
False |
False |
151,199 |
40 |
5,179.5 |
4,232.0 |
947.5 |
18.9% |
129.3 |
2.6% |
82% |
False |
False |
158,199 |
60 |
5,179.5 |
3,812.0 |
1,367.5 |
27.3% |
131.9 |
2.6% |
87% |
False |
False |
144,373 |
80 |
5,179.5 |
3,599.5 |
1,580.0 |
31.5% |
134.8 |
2.7% |
89% |
False |
False |
108,764 |
100 |
5,179.5 |
3,599.5 |
1,580.0 |
31.5% |
141.7 |
2.8% |
89% |
False |
False |
87,138 |
120 |
5,179.5 |
3,599.5 |
1,580.0 |
31.5% |
139.0 |
2.8% |
89% |
False |
False |
72,950 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,462.6 |
2.618 |
5,308.4 |
1.618 |
5,213.9 |
1.000 |
5,155.5 |
0.618 |
5,119.4 |
HIGH |
5,061.0 |
0.618 |
5,024.9 |
0.500 |
5,013.8 |
0.382 |
5,002.6 |
LOW |
4,966.5 |
0.618 |
4,908.1 |
1.000 |
4,872.0 |
1.618 |
4,813.6 |
2.618 |
4,719.1 |
4.250 |
4,564.9 |
|
|
Fisher Pivots for day following 08-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
5,013.8 |
5,065.8 |
PP |
5,012.0 |
5,046.7 |
S1 |
5,010.3 |
5,027.6 |
|