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 |
1,500.25 |
1,494.50 |
-5.75 |
-0.4% |
1,434.00 |
High |
1,517.75 |
1,512.00 |
-5.75 |
-0.4% |
1,513.00 |
Low |
1,473.25 |
1,488.25 |
15.00 |
1.0% |
1,430.00 |
Close |
1,495.75 |
1,492.00 |
-3.75 |
-0.3% |
1,495.00 |
Range |
44.50 |
23.75 |
-20.75 |
-46.6% |
83.00 |
ATR |
36.12 |
35.23 |
-0.88 |
-2.4% |
0.00 |
Volume |
241,128 |
326,638 |
85,510 |
35.5% |
1,330,543 |
|
Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,568.75 |
1,554.00 |
1,505.00 |
|
R3 |
1,545.00 |
1,530.25 |
1,498.50 |
|
R2 |
1,521.25 |
1,521.25 |
1,496.25 |
|
R1 |
1,506.50 |
1,506.50 |
1,494.25 |
1,502.00 |
PP |
1,497.50 |
1,497.50 |
1,497.50 |
1,495.00 |
S1 |
1,482.75 |
1,482.75 |
1,489.75 |
1,478.25 |
S2 |
1,473.75 |
1,473.75 |
1,487.75 |
|
S3 |
1,450.00 |
1,459.00 |
1,485.50 |
|
S4 |
1,426.25 |
1,435.25 |
1,479.00 |
|
|
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 |
1,517.75 |
1,466.75 |
51.00 |
3.4% |
31.75 |
2.1% |
50% |
False |
False |
264,313 |
10 |
1,517.75 |
1,411.00 |
106.75 |
7.2% |
32.00 |
2.1% |
76% |
False |
False |
276,127 |
20 |
1,517.75 |
1,336.50 |
181.25 |
12.1% |
35.25 |
2.4% |
86% |
False |
False |
289,599 |
40 |
1,517.75 |
1,299.75 |
218.00 |
14.6% |
36.75 |
2.5% |
88% |
False |
False |
304,478 |
60 |
1,517.75 |
1,177.25 |
340.50 |
22.8% |
38.25 |
2.6% |
92% |
False |
False |
309,563 |
80 |
1,517.75 |
1,039.50 |
478.25 |
32.1% |
39.50 |
2.6% |
95% |
False |
False |
245,092 |
100 |
1,517.75 |
1,039.50 |
478.25 |
32.1% |
40.00 |
2.7% |
95% |
False |
False |
196,122 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,613.00 |
2.618 |
1,574.25 |
1.618 |
1,550.50 |
1.000 |
1,535.75 |
0.618 |
1,526.75 |
HIGH |
1,512.00 |
0.618 |
1,503.00 |
0.500 |
1,500.00 |
0.382 |
1,497.25 |
LOW |
1,488.25 |
0.618 |
1,473.50 |
1.000 |
1,464.50 |
1.618 |
1,449.75 |
2.618 |
1,426.00 |
4.250 |
1,387.25 |
|
|
Fisher Pivots for day following 11-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
1,500.00 |
1,495.50 |
PP |
1,497.50 |
1,494.25 |
S1 |
1,494.75 |
1,493.25 |
|