Trading Metrics calculated at close of trading on 12-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
5,061.5 |
5,092.5 |
31.0 |
0.6% |
5,053.0 |
High |
5,129.5 |
5,107.5 |
-22.0 |
-0.4% |
5,136.0 |
Low |
5,038.5 |
5,044.0 |
5.5 |
0.1% |
4,966.5 |
Close |
5,110.0 |
5,068.0 |
-42.0 |
-0.8% |
5,068.0 |
Range |
91.0 |
63.5 |
-27.5 |
-30.2% |
169.5 |
ATR |
128.6 |
124.1 |
-4.5 |
-3.5% |
0.0 |
Volume |
122,894 |
107,499 |
-15,395 |
-12.5% |
655,375 |
|
Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,263.7 |
5,229.3 |
5,102.9 |
|
R3 |
5,200.2 |
5,165.8 |
5,085.5 |
|
R2 |
5,136.7 |
5,136.7 |
5,079.6 |
|
R1 |
5,102.3 |
5,102.3 |
5,073.8 |
5,087.8 |
PP |
5,073.2 |
5,073.2 |
5,073.2 |
5,065.9 |
S1 |
5,038.8 |
5,038.8 |
5,062.2 |
5,024.3 |
S2 |
5,009.7 |
5,009.7 |
5,056.4 |
|
S3 |
4,946.2 |
4,975.3 |
5,050.5 |
|
S4 |
4,882.7 |
4,911.8 |
5,033.1 |
|
|
Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,565.3 |
5,486.2 |
5,161.2 |
|
R3 |
5,395.8 |
5,316.7 |
5,114.6 |
|
R2 |
5,226.3 |
5,226.3 |
5,099.1 |
|
R1 |
5,147.2 |
5,147.2 |
5,083.5 |
5,186.8 |
PP |
5,056.8 |
5,056.8 |
5,056.8 |
5,076.6 |
S1 |
4,977.7 |
4,977.7 |
5,052.5 |
5,017.3 |
S2 |
4,887.3 |
4,887.3 |
5,036.9 |
|
S3 |
4,717.8 |
4,808.2 |
5,021.4 |
|
S4 |
4,548.3 |
4,638.7 |
4,974.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,136.0 |
4,966.5 |
169.5 |
3.3% |
92.9 |
1.8% |
60% |
False |
False |
131,075 |
10 |
5,179.5 |
4,966.5 |
213.0 |
4.2% |
104.4 |
2.1% |
48% |
False |
False |
133,578 |
20 |
5,179.5 |
4,659.0 |
520.5 |
10.3% |
118.3 |
2.3% |
79% |
False |
False |
143,011 |
40 |
5,179.5 |
4,399.0 |
780.5 |
15.4% |
125.2 |
2.5% |
86% |
False |
False |
156,445 |
60 |
5,179.5 |
3,955.5 |
1,224.0 |
24.2% |
128.5 |
2.5% |
91% |
False |
False |
152,470 |
80 |
5,179.5 |
3,599.5 |
1,580.0 |
31.2% |
134.3 |
2.7% |
93% |
False |
False |
115,316 |
100 |
5,179.5 |
3,599.5 |
1,580.0 |
31.2% |
137.5 |
2.7% |
93% |
False |
False |
92,371 |
120 |
5,179.5 |
3,599.5 |
1,580.0 |
31.2% |
137.5 |
2.7% |
93% |
False |
False |
77,239 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,377.4 |
2.618 |
5,273.7 |
1.618 |
5,210.2 |
1.000 |
5,171.0 |
0.618 |
5,146.7 |
HIGH |
5,107.5 |
0.618 |
5,083.2 |
0.500 |
5,075.8 |
0.382 |
5,068.3 |
LOW |
5,044.0 |
0.618 |
5,004.8 |
1.000 |
4,980.5 |
1.618 |
4,941.3 |
2.618 |
4,877.8 |
4.250 |
4,774.1 |
|
|
Fisher Pivots for day following 12-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
5,075.8 |
5,072.5 |
PP |
5,073.2 |
5,071.0 |
S1 |
5,070.6 |
5,069.5 |
|