Trading Metrics calculated at close of trading on 11-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2009 |
11-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
5,041.5 |
5,061.5 |
20.0 |
0.4% |
5,014.5 |
High |
5,136.0 |
5,129.5 |
-6.5 |
-0.1% |
5,179.5 |
Low |
5,009.0 |
5,038.5 |
29.5 |
0.6% |
5,008.0 |
Close |
5,046.0 |
5,110.0 |
64.0 |
1.3% |
5,082.0 |
Range |
127.0 |
91.0 |
-36.0 |
-28.3% |
171.5 |
ATR |
131.5 |
128.6 |
-2.9 |
-2.2% |
0.0 |
Volume |
156,369 |
122,894 |
-33,475 |
-21.4% |
680,409 |
|
Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,365.7 |
5,328.8 |
5,160.1 |
|
R3 |
5,274.7 |
5,237.8 |
5,135.0 |
|
R2 |
5,183.7 |
5,183.7 |
5,126.7 |
|
R1 |
5,146.8 |
5,146.8 |
5,118.3 |
5,165.3 |
PP |
5,092.7 |
5,092.7 |
5,092.7 |
5,101.9 |
S1 |
5,055.8 |
5,055.8 |
5,101.7 |
5,074.3 |
S2 |
5,001.7 |
5,001.7 |
5,093.3 |
|
S3 |
4,910.7 |
4,964.8 |
5,085.0 |
|
S4 |
4,819.7 |
4,873.8 |
5,060.0 |
|
|
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% |
103.9 |
2.0% |
72% |
False |
False |
140,593 |
10 |
5,179.5 |
4,918.0 |
261.5 |
5.1% |
107.5 |
2.1% |
73% |
False |
False |
134,886 |
20 |
5,179.5 |
4,656.5 |
523.0 |
10.2% |
120.9 |
2.4% |
87% |
False |
False |
146,656 |
40 |
5,179.5 |
4,399.0 |
780.5 |
15.3% |
126.4 |
2.5% |
91% |
False |
False |
157,397 |
60 |
5,179.5 |
3,955.5 |
1,224.0 |
24.0% |
129.0 |
2.5% |
94% |
False |
False |
151,079 |
80 |
5,179.5 |
3,599.5 |
1,580.0 |
30.9% |
134.6 |
2.6% |
96% |
False |
False |
113,977 |
100 |
5,179.5 |
3,599.5 |
1,580.0 |
30.9% |
138.9 |
2.7% |
96% |
False |
False |
91,302 |
120 |
5,179.5 |
3,599.5 |
1,580.0 |
30.9% |
138.1 |
2.7% |
96% |
False |
False |
76,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,516.3 |
2.618 |
5,367.7 |
1.618 |
5,276.7 |
1.000 |
5,220.5 |
0.618 |
5,185.7 |
HIGH |
5,129.5 |
0.618 |
5,094.7 |
0.500 |
5,084.0 |
0.382 |
5,073.3 |
LOW |
5,038.5 |
0.618 |
4,982.3 |
1.000 |
4,947.5 |
1.618 |
4,891.3 |
2.618 |
4,800.3 |
4.250 |
4,651.8 |
|
|
Fisher Pivots for day following 11-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
5,101.3 |
5,092.5 |
PP |
5,092.7 |
5,075.0 |
S1 |
5,084.0 |
5,057.5 |
|