Trading Metrics calculated at close of trading on 10-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
5,035.0 |
5,041.5 |
6.5 |
0.1% |
5,014.5 |
High |
5,067.5 |
5,136.0 |
68.5 |
1.4% |
5,179.5 |
Low |
4,979.0 |
5,009.0 |
30.0 |
0.6% |
5,008.0 |
Close |
4,999.0 |
5,046.0 |
47.0 |
0.9% |
5,082.0 |
Range |
88.5 |
127.0 |
38.5 |
43.5% |
171.5 |
ATR |
131.0 |
131.5 |
0.4 |
0.3% |
0.0 |
Volume |
138,872 |
156,369 |
17,497 |
12.6% |
680,409 |
|
Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,444.7 |
5,372.3 |
5,115.9 |
|
R3 |
5,317.7 |
5,245.3 |
5,080.9 |
|
R2 |
5,190.7 |
5,190.7 |
5,069.3 |
|
R1 |
5,118.3 |
5,118.3 |
5,057.6 |
5,154.5 |
PP |
5,063.7 |
5,063.7 |
5,063.7 |
5,081.8 |
S1 |
4,991.3 |
4,991.3 |
5,034.4 |
5,027.5 |
S2 |
4,936.7 |
4,936.7 |
5,022.7 |
|
S3 |
4,809.7 |
4,864.3 |
5,011.1 |
|
S4 |
4,682.7 |
4,737.3 |
4,976.2 |
|
|
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 |
5,165.0 |
4,966.5 |
198.5 |
3.9% |
101.4 |
2.0% |
40% |
False |
False |
141,610 |
10 |
5,179.5 |
4,884.0 |
295.5 |
5.9% |
109.1 |
2.2% |
55% |
False |
False |
138,683 |
20 |
5,179.5 |
4,656.5 |
523.0 |
10.4% |
126.7 |
2.5% |
74% |
False |
False |
150,407 |
40 |
5,179.5 |
4,399.0 |
780.5 |
15.5% |
127.2 |
2.5% |
83% |
False |
False |
158,216 |
60 |
5,179.5 |
3,947.0 |
1,232.5 |
24.4% |
129.4 |
2.6% |
89% |
False |
False |
149,140 |
80 |
5,179.5 |
3,599.5 |
1,580.0 |
31.3% |
134.8 |
2.7% |
92% |
False |
False |
112,446 |
100 |
5,179.5 |
3,599.5 |
1,580.0 |
31.3% |
139.6 |
2.8% |
92% |
False |
False |
90,078 |
120 |
5,179.5 |
3,599.5 |
1,580.0 |
31.3% |
139.2 |
2.8% |
92% |
False |
False |
75,396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,675.8 |
2.618 |
5,468.5 |
1.618 |
5,341.5 |
1.000 |
5,263.0 |
0.618 |
5,214.5 |
HIGH |
5,136.0 |
0.618 |
5,087.5 |
0.500 |
5,072.5 |
0.382 |
5,057.5 |
LOW |
5,009.0 |
0.618 |
4,930.5 |
1.000 |
4,882.0 |
1.618 |
4,803.5 |
2.618 |
4,676.5 |
4.250 |
4,469.3 |
|
|
Fisher Pivots for day following 10-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
5,072.5 |
5,051.3 |
PP |
5,063.7 |
5,049.5 |
S1 |
5,054.8 |
5,047.8 |
|