Trading Metrics calculated at close of trading on 12-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
1,494.50 |
1,489.25 |
-5.25 |
-0.4% |
1,480.25 |
High |
1,512.00 |
1,497.50 |
-14.50 |
-1.0% |
1,517.75 |
Low |
1,488.25 |
1,469.75 |
-18.50 |
-1.2% |
1,466.75 |
Close |
1,492.00 |
1,486.50 |
-5.50 |
-0.4% |
1,486.50 |
Range |
23.75 |
27.75 |
4.00 |
16.8% |
51.00 |
ATR |
35.23 |
34.70 |
-0.53 |
-1.5% |
0.00 |
Volume |
326,638 |
191,213 |
-135,425 |
-41.5% |
1,308,287 |
|
Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,567.75 |
1,555.00 |
1,501.75 |
|
R3 |
1,540.00 |
1,527.25 |
1,494.25 |
|
R2 |
1,512.25 |
1,512.25 |
1,491.50 |
|
R1 |
1,499.50 |
1,499.50 |
1,489.00 |
1,492.00 |
PP |
1,484.50 |
1,484.50 |
1,484.50 |
1,481.00 |
S1 |
1,471.75 |
1,471.75 |
1,484.00 |
1,464.25 |
S2 |
1,456.75 |
1,456.75 |
1,481.50 |
|
S3 |
1,429.00 |
1,444.00 |
1,478.75 |
|
S4 |
1,401.25 |
1,416.25 |
1,471.25 |
|
|
Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,643.25 |
1,616.00 |
1,514.50 |
|
R3 |
1,592.25 |
1,565.00 |
1,500.50 |
|
R2 |
1,541.25 |
1,541.25 |
1,495.75 |
|
R1 |
1,514.00 |
1,514.00 |
1,491.25 |
1,527.50 |
PP |
1,490.25 |
1,490.25 |
1,490.25 |
1,497.25 |
S1 |
1,463.00 |
1,463.00 |
1,481.75 |
1,476.50 |
S2 |
1,439.25 |
1,439.25 |
1,477.25 |
|
S3 |
1,388.25 |
1,412.00 |
1,472.50 |
|
S4 |
1,337.25 |
1,361.00 |
1,458.50 |
|
|
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% |
30.50 |
2.1% |
39% |
False |
False |
261,657 |
10 |
1,517.75 |
1,430.00 |
87.75 |
5.9% |
31.50 |
2.1% |
64% |
False |
False |
263,883 |
20 |
1,517.75 |
1,341.25 |
176.50 |
11.9% |
35.25 |
2.4% |
82% |
False |
False |
280,861 |
40 |
1,517.75 |
1,299.75 |
218.00 |
14.7% |
36.00 |
2.4% |
86% |
False |
False |
301,380 |
60 |
1,517.75 |
1,177.25 |
340.50 |
22.9% |
37.75 |
2.5% |
91% |
False |
False |
306,297 |
80 |
1,517.75 |
1,039.50 |
478.25 |
32.2% |
39.25 |
2.6% |
93% |
False |
False |
247,480 |
100 |
1,517.75 |
1,039.50 |
478.25 |
32.2% |
39.50 |
2.7% |
93% |
False |
False |
198,033 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,615.50 |
2.618 |
1,570.25 |
1.618 |
1,542.50 |
1.000 |
1,525.25 |
0.618 |
1,514.75 |
HIGH |
1,497.50 |
0.618 |
1,487.00 |
0.500 |
1,483.50 |
0.382 |
1,480.25 |
LOW |
1,469.75 |
0.618 |
1,452.50 |
1.000 |
1,442.00 |
1.618 |
1,424.75 |
2.618 |
1,397.00 |
4.250 |
1,351.75 |
|
|
Fisher Pivots for day following 12-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
1,485.50 |
1,493.75 |
PP |
1,484.50 |
1,491.25 |
S1 |
1,483.50 |
1,489.00 |
|