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 |
939.25 |
939.75 |
0.50 |
0.1% |
920.25 |
High |
955.00 |
956.50 |
1.50 |
0.2% |
957.50 |
Low |
927.00 |
936.75 |
9.75 |
1.1% |
916.50 |
Close |
940.50 |
942.00 |
1.50 |
0.2% |
940.50 |
Range |
28.00 |
19.75 |
-8.25 |
-29.5% |
41.00 |
ATR |
22.58 |
22.38 |
-0.20 |
-0.9% |
0.00 |
Volume |
1,928,047 |
2,636,837 |
708,790 |
36.8% |
9,916,045 |
|
Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,004.25 |
993.00 |
952.75 |
|
R3 |
984.50 |
973.25 |
947.50 |
|
R2 |
964.75 |
964.75 |
945.50 |
|
R1 |
953.50 |
953.50 |
943.75 |
959.00 |
PP |
945.00 |
945.00 |
945.00 |
948.00 |
S1 |
933.75 |
933.75 |
940.25 |
939.50 |
S2 |
925.25 |
925.25 |
938.50 |
|
S3 |
905.50 |
914.00 |
936.50 |
|
S4 |
885.75 |
894.25 |
931.25 |
|
|
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 |
925.50 |
32.00 |
3.4% |
21.25 |
2.2% |
52% |
False |
False |
2,146,123 |
10 |
957.50 |
902.25 |
55.25 |
5.9% |
21.50 |
2.3% |
72% |
False |
False |
2,155,549 |
20 |
957.50 |
875.25 |
82.25 |
8.7% |
22.00 |
2.3% |
81% |
False |
False |
2,207,230 |
40 |
957.50 |
823.00 |
134.50 |
14.3% |
23.00 |
2.4% |
88% |
False |
False |
2,298,408 |
60 |
957.50 |
761.50 |
196.00 |
20.8% |
24.75 |
2.6% |
92% |
False |
False |
2,359,991 |
80 |
957.50 |
662.75 |
294.75 |
31.3% |
26.00 |
2.8% |
95% |
False |
False |
1,884,552 |
100 |
957.50 |
662.75 |
294.75 |
31.3% |
26.50 |
2.8% |
95% |
False |
False |
1,508,772 |
120 |
957.50 |
662.75 |
294.75 |
31.3% |
26.50 |
2.8% |
95% |
False |
False |
1,257,927 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,040.50 |
2.618 |
1,008.25 |
1.618 |
988.50 |
1.000 |
976.25 |
0.618 |
968.75 |
HIGH |
956.50 |
0.618 |
949.00 |
0.500 |
946.50 |
0.382 |
944.25 |
LOW |
936.75 |
0.618 |
924.50 |
1.000 |
917.00 |
1.618 |
904.75 |
2.618 |
885.00 |
4.250 |
852.75 |
|
|
Fisher Pivots for day following 11-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
946.50 |
942.00 |
PP |
945.00 |
941.75 |
S1 |
943.50 |
941.75 |
|