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 |
932.25 |
938.75 |
6.50 |
0.7% |
920.25 |
High |
946.50 |
947.00 |
0.50 |
0.1% |
957.50 |
Low |
925.50 |
934.25 |
8.75 |
0.9% |
916.50 |
Close |
938.75 |
939.50 |
0.75 |
0.1% |
940.50 |
Range |
21.00 |
12.75 |
-8.25 |
-39.3% |
41.00 |
ATR |
22.89 |
22.16 |
-0.72 |
-3.2% |
0.00 |
Volume |
2,399,049 |
1,980,655 |
-418,394 |
-17.4% |
9,916,045 |
|
Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
978.50 |
971.75 |
946.50 |
|
R3 |
965.75 |
959.00 |
943.00 |
|
R2 |
953.00 |
953.00 |
941.75 |
|
R1 |
946.25 |
946.25 |
940.75 |
949.50 |
PP |
940.25 |
940.25 |
940.25 |
942.00 |
S1 |
933.50 |
933.50 |
938.25 |
937.00 |
S2 |
927.50 |
927.50 |
937.25 |
|
S3 |
914.75 |
920.75 |
936.00 |
|
S4 |
902.00 |
908.00 |
932.50 |
|
|
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% |
19.00 |
2.0% |
49% |
False |
False |
2,017,629 |
10 |
957.50 |
886.25 |
71.25 |
7.6% |
21.25 |
2.3% |
75% |
False |
False |
2,198,111 |
20 |
957.50 |
875.25 |
82.25 |
8.8% |
22.25 |
2.4% |
78% |
False |
False |
2,208,602 |
40 |
957.50 |
823.00 |
134.50 |
14.3% |
22.75 |
2.4% |
87% |
False |
False |
2,283,958 |
60 |
957.50 |
746.00 |
211.50 |
22.5% |
24.75 |
2.6% |
91% |
False |
False |
2,376,636 |
80 |
957.50 |
662.75 |
294.75 |
31.4% |
26.00 |
2.8% |
94% |
False |
False |
1,827,595 |
100 |
957.50 |
662.75 |
294.75 |
31.4% |
27.00 |
2.9% |
94% |
False |
False |
1,463,342 |
120 |
957.50 |
662.75 |
294.75 |
31.4% |
26.50 |
2.8% |
94% |
False |
False |
1,219,891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,001.25 |
2.618 |
980.50 |
1.618 |
967.75 |
1.000 |
959.75 |
0.618 |
955.00 |
HIGH |
947.00 |
0.618 |
942.25 |
0.500 |
940.50 |
0.382 |
939.00 |
LOW |
934.25 |
0.618 |
926.25 |
1.000 |
921.50 |
1.618 |
913.50 |
2.618 |
900.75 |
4.250 |
880.00 |
|
|
Fisher Pivots for day following 09-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
940.50 |
941.50 |
PP |
940.25 |
940.75 |
S1 |
940.00 |
940.25 |
|