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 |
1,480.25 |
1,490.25 |
10.00 |
0.7% |
1,434.00 |
High |
1,500.25 |
1,509.50 |
9.25 |
0.6% |
1,513.00 |
Low |
1,466.75 |
1,486.50 |
19.75 |
1.3% |
1,430.00 |
Close |
1,490.50 |
1,500.75 |
10.25 |
0.7% |
1,495.00 |
Range |
33.50 |
23.00 |
-10.50 |
-31.3% |
83.00 |
ATR |
36.43 |
35.47 |
-0.96 |
-2.6% |
0.00 |
Volume |
289,129 |
260,179 |
-28,950 |
-10.0% |
1,330,543 |
|
Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,568.00 |
1,557.25 |
1,513.50 |
|
R3 |
1,545.00 |
1,534.25 |
1,507.00 |
|
R2 |
1,522.00 |
1,522.00 |
1,505.00 |
|
R1 |
1,511.25 |
1,511.25 |
1,502.75 |
1,516.50 |
PP |
1,499.00 |
1,499.00 |
1,499.00 |
1,501.50 |
S1 |
1,488.25 |
1,488.25 |
1,498.75 |
1,493.50 |
S2 |
1,476.00 |
1,476.00 |
1,496.50 |
|
S3 |
1,453.00 |
1,465.25 |
1,494.50 |
|
S4 |
1,430.00 |
1,442.25 |
1,488.00 |
|
|
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% |
27.25 |
1.8% |
77% |
False |
False |
258,033 |
10 |
1,513.00 |
1,389.25 |
123.75 |
8.2% |
31.75 |
2.1% |
90% |
False |
False |
286,891 |
20 |
1,513.00 |
1,336.50 |
176.50 |
11.8% |
36.75 |
2.5% |
93% |
False |
False |
296,123 |
40 |
1,513.00 |
1,293.50 |
219.50 |
14.6% |
36.50 |
2.4% |
94% |
False |
False |
302,183 |
60 |
1,513.00 |
1,142.25 |
370.75 |
24.7% |
38.50 |
2.6% |
97% |
False |
False |
311,901 |
80 |
1,513.00 |
1,039.50 |
473.50 |
31.6% |
39.00 |
2.6% |
97% |
False |
False |
238,000 |
100 |
1,513.00 |
1,039.50 |
473.50 |
31.6% |
39.75 |
2.6% |
97% |
False |
False |
190,446 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,607.25 |
2.618 |
1,569.75 |
1.618 |
1,546.75 |
1.000 |
1,532.50 |
0.618 |
1,523.75 |
HIGH |
1,509.50 |
0.618 |
1,500.75 |
0.500 |
1,498.00 |
0.382 |
1,495.25 |
LOW |
1,486.50 |
0.618 |
1,472.25 |
1.000 |
1,463.50 |
1.618 |
1,449.25 |
2.618 |
1,426.25 |
4.250 |
1,388.75 |
|
|
Fisher Pivots for day following 09-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
1,499.75 |
1,497.00 |
PP |
1,499.00 |
1,493.50 |
S1 |
1,498.00 |
1,490.00 |
|