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 |
1,492.75 |
1,480.25 |
-12.50 |
-0.8% |
1,434.00 |
High |
1,513.00 |
1,500.25 |
-12.75 |
-0.8% |
1,513.00 |
Low |
1,478.50 |
1,466.75 |
-11.75 |
-0.8% |
1,430.00 |
Close |
1,495.00 |
1,490.50 |
-4.50 |
-0.3% |
1,495.00 |
Range |
34.50 |
33.50 |
-1.00 |
-2.9% |
83.00 |
ATR |
36.66 |
36.43 |
-0.23 |
-0.6% |
0.00 |
Volume |
204,494 |
289,129 |
84,635 |
41.4% |
1,330,543 |
|
Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,586.25 |
1,572.00 |
1,509.00 |
|
R3 |
1,552.75 |
1,538.50 |
1,499.75 |
|
R2 |
1,519.25 |
1,519.25 |
1,496.75 |
|
R1 |
1,505.00 |
1,505.00 |
1,493.50 |
1,512.00 |
PP |
1,485.75 |
1,485.75 |
1,485.75 |
1,489.50 |
S1 |
1,471.50 |
1,471.50 |
1,487.50 |
1,478.50 |
S2 |
1,452.25 |
1,452.25 |
1,484.25 |
|
S3 |
1,418.75 |
1,438.00 |
1,481.25 |
|
S4 |
1,385.25 |
1,404.50 |
1,472.00 |
|
|
Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,728.25 |
1,694.75 |
1,540.75 |
|
R3 |
1,645.25 |
1,611.75 |
1,517.75 |
|
R2 |
1,562.25 |
1,562.25 |
1,510.25 |
|
R1 |
1,528.75 |
1,528.75 |
1,502.50 |
1,545.50 |
PP |
1,479.25 |
1,479.25 |
1,479.25 |
1,487.75 |
S1 |
1,445.75 |
1,445.75 |
1,487.50 |
1,462.50 |
S2 |
1,396.25 |
1,396.25 |
1,479.75 |
|
S3 |
1,313.25 |
1,362.75 |
1,472.25 |
|
S4 |
1,230.25 |
1,279.75 |
1,449.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,513.00 |
1,458.75 |
54.25 |
3.6% |
28.75 |
1.9% |
59% |
False |
False |
269,617 |
10 |
1,513.00 |
1,342.75 |
170.25 |
11.4% |
36.50 |
2.5% |
87% |
False |
False |
282,047 |
20 |
1,513.00 |
1,336.50 |
176.50 |
11.8% |
37.75 |
2.5% |
87% |
False |
False |
302,009 |
40 |
1,513.00 |
1,293.50 |
219.50 |
14.7% |
36.50 |
2.4% |
90% |
False |
False |
302,394 |
60 |
1,513.00 |
1,142.25 |
370.75 |
24.9% |
38.50 |
2.6% |
94% |
False |
False |
312,275 |
80 |
1,513.00 |
1,039.50 |
473.50 |
31.8% |
39.25 |
2.6% |
95% |
False |
False |
234,749 |
100 |
1,513.00 |
1,039.50 |
473.50 |
31.8% |
40.00 |
2.7% |
95% |
False |
False |
187,844 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,642.50 |
2.618 |
1,588.00 |
1.618 |
1,554.50 |
1.000 |
1,533.75 |
0.618 |
1,521.00 |
HIGH |
1,500.25 |
0.618 |
1,487.50 |
0.500 |
1,483.50 |
0.382 |
1,479.50 |
LOW |
1,466.75 |
0.618 |
1,446.00 |
1.000 |
1,433.25 |
1.618 |
1,412.50 |
2.618 |
1,379.00 |
4.250 |
1,324.50 |
|
|
Fisher Pivots for day following 08-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
1,488.25 |
1,490.25 |
PP |
1,485.75 |
1,490.00 |
S1 |
1,483.50 |
1,490.00 |
|