Trading Metrics calculated at close of trading on 09-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
5,053.0 |
5,035.0 |
-18.0 |
-0.4% |
5,014.5 |
High |
5,061.0 |
5,067.5 |
6.5 |
0.1% |
5,179.5 |
Low |
4,966.5 |
4,979.0 |
12.5 |
0.3% |
5,008.0 |
Close |
5,008.5 |
4,999.0 |
-9.5 |
-0.2% |
5,082.0 |
Range |
94.5 |
88.5 |
-6.0 |
-6.3% |
171.5 |
ATR |
134.3 |
131.0 |
-3.3 |
-2.4% |
0.0 |
Volume |
129,741 |
138,872 |
9,131 |
7.0% |
680,409 |
|
Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,280.7 |
5,228.3 |
5,047.7 |
|
R3 |
5,192.2 |
5,139.8 |
5,023.3 |
|
R2 |
5,103.7 |
5,103.7 |
5,015.2 |
|
R1 |
5,051.3 |
5,051.3 |
5,007.1 |
5,033.3 |
PP |
5,015.2 |
5,015.2 |
5,015.2 |
5,006.1 |
S1 |
4,962.8 |
4,962.8 |
4,990.9 |
4,944.8 |
S2 |
4,926.7 |
4,926.7 |
4,982.8 |
|
S3 |
4,838.2 |
4,874.3 |
4,974.7 |
|
S4 |
4,749.7 |
4,785.8 |
4,950.3 |
|
|
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 |
5,171.0 |
4,966.5 |
204.5 |
4.1% |
106.8 |
2.1% |
16% |
False |
False |
136,546 |
10 |
5,179.5 |
4,884.0 |
295.5 |
5.9% |
107.4 |
2.1% |
39% |
False |
False |
136,909 |
20 |
5,179.5 |
4,656.5 |
523.0 |
10.5% |
126.0 |
2.5% |
65% |
False |
False |
151,156 |
40 |
5,179.5 |
4,386.0 |
793.5 |
15.9% |
127.4 |
2.5% |
77% |
False |
False |
157,960 |
60 |
5,179.5 |
3,812.0 |
1,367.5 |
27.4% |
130.7 |
2.6% |
87% |
False |
False |
146,648 |
80 |
5,179.5 |
3,599.5 |
1,580.0 |
31.6% |
135.1 |
2.7% |
89% |
False |
False |
110,498 |
100 |
5,179.5 |
3,599.5 |
1,580.0 |
31.6% |
139.7 |
2.8% |
89% |
False |
False |
88,522 |
120 |
5,179.5 |
3,599.5 |
1,580.0 |
31.6% |
139.0 |
2.8% |
89% |
False |
False |
74,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,443.6 |
2.618 |
5,299.2 |
1.618 |
5,210.7 |
1.000 |
5,156.0 |
0.618 |
5,122.2 |
HIGH |
5,067.5 |
0.618 |
5,033.7 |
0.500 |
5,023.3 |
0.382 |
5,012.8 |
LOW |
4,979.0 |
0.618 |
4,924.3 |
1.000 |
4,890.5 |
1.618 |
4,835.8 |
2.618 |
4,747.3 |
4.250 |
4,602.9 |
|
|
Fisher Pivots for day following 09-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
5,023.3 |
5,065.8 |
PP |
5,015.2 |
5,043.5 |
S1 |
5,007.1 |
5,021.3 |
|