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 |
941.00 |
932.25 |
-8.75 |
-0.9% |
920.25 |
High |
957.50 |
946.50 |
-11.00 |
-1.1% |
957.50 |
Low |
933.25 |
925.50 |
-7.75 |
-0.8% |
916.50 |
Close |
940.50 |
938.75 |
-1.75 |
-0.2% |
940.50 |
Range |
24.25 |
21.00 |
-3.25 |
-13.4% |
41.00 |
ATR |
23.03 |
22.89 |
-0.15 |
-0.6% |
0.00 |
Volume |
1,786,027 |
2,399,049 |
613,022 |
34.3% |
9,916,045 |
|
Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,000.00 |
990.25 |
950.25 |
|
R3 |
979.00 |
969.25 |
944.50 |
|
R2 |
958.00 |
958.00 |
942.50 |
|
R1 |
948.25 |
948.25 |
940.75 |
953.00 |
PP |
937.00 |
937.00 |
937.00 |
939.25 |
S1 |
927.25 |
927.25 |
936.75 |
932.00 |
S2 |
916.00 |
916.00 |
935.00 |
|
S3 |
895.00 |
906.25 |
933.00 |
|
S4 |
874.00 |
885.25 |
927.25 |
|
|
Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,061.25 |
1,041.75 |
963.00 |
|
R3 |
1,020.25 |
1,000.75 |
951.75 |
|
R2 |
979.25 |
979.25 |
948.00 |
|
R1 |
959.75 |
959.75 |
944.25 |
969.50 |
PP |
938.25 |
938.25 |
938.25 |
943.00 |
S1 |
918.75 |
918.75 |
936.75 |
928.50 |
S2 |
897.25 |
897.25 |
933.00 |
|
S3 |
856.25 |
877.75 |
929.25 |
|
S4 |
815.25 |
836.75 |
918.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
957.50 |
922.50 |
35.00 |
3.7% |
19.50 |
2.1% |
46% |
False |
False |
2,061,064 |
10 |
957.50 |
876.75 |
80.75 |
8.6% |
23.25 |
2.5% |
77% |
False |
False |
2,165,198 |
20 |
957.50 |
875.25 |
82.25 |
8.8% |
22.25 |
2.4% |
77% |
False |
False |
2,241,662 |
40 |
957.50 |
823.00 |
134.50 |
14.3% |
23.00 |
2.4% |
86% |
False |
False |
2,286,481 |
60 |
957.50 |
739.00 |
218.50 |
23.3% |
25.00 |
2.7% |
91% |
False |
False |
2,385,413 |
80 |
957.50 |
662.75 |
294.75 |
31.4% |
26.00 |
2.8% |
94% |
False |
False |
1,802,897 |
100 |
957.50 |
662.75 |
294.75 |
31.4% |
27.25 |
2.9% |
94% |
False |
False |
1,443,699 |
120 |
957.50 |
662.75 |
294.75 |
31.4% |
26.75 |
2.8% |
94% |
False |
False |
1,203,386 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,035.75 |
2.618 |
1,001.50 |
1.618 |
980.50 |
1.000 |
967.50 |
0.618 |
959.50 |
HIGH |
946.50 |
0.618 |
938.50 |
0.500 |
936.00 |
0.382 |
933.50 |
LOW |
925.50 |
0.618 |
912.50 |
1.000 |
904.50 |
1.618 |
891.50 |
2.618 |
870.50 |
4.250 |
836.25 |
|
|
Fisher Pivots for day following 08-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
937.75 |
941.50 |
PP |
937.00 |
940.50 |
S1 |
936.00 |
939.75 |
|