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 |
4,428.0 |
4,417.0 |
-11.0 |
-0.2% |
4,480.0 |
High |
4,497.0 |
4,448.5 |
-48.5 |
-1.1% |
4,504.5 |
Low |
4,411.0 |
4,365.5 |
-45.5 |
-1.0% |
4,348.5 |
Close |
4,434.0 |
4,402.0 |
-32.0 |
-0.7% |
4,434.0 |
Range |
86.0 |
83.0 |
-3.0 |
-3.5% |
156.0 |
ATR |
107.4 |
105.7 |
-1.7 |
-1.6% |
0.0 |
Volume |
95,027 |
113,854 |
18,827 |
19.8% |
524,488 |
|
Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,654.5 |
4,611.0 |
4,447.5 |
|
R3 |
4,571.5 |
4,528.0 |
4,425.0 |
|
R2 |
4,488.5 |
4,488.5 |
4,417.0 |
|
R1 |
4,445.0 |
4,445.0 |
4,409.5 |
4,425.0 |
PP |
4,405.5 |
4,405.5 |
4,405.5 |
4,395.5 |
S1 |
4,362.0 |
4,362.0 |
4,394.5 |
4,342.0 |
S2 |
4,322.5 |
4,322.5 |
4,387.0 |
|
S3 |
4,239.5 |
4,279.0 |
4,379.0 |
|
S4 |
4,156.5 |
4,196.0 |
4,356.5 |
|
|
Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,897.0 |
4,821.5 |
4,520.0 |
|
R3 |
4,741.0 |
4,665.5 |
4,477.0 |
|
R2 |
4,585.0 |
4,585.0 |
4,462.5 |
|
R1 |
4,509.5 |
4,509.5 |
4,448.5 |
4,469.0 |
PP |
4,429.0 |
4,429.0 |
4,429.0 |
4,409.0 |
S1 |
4,353.5 |
4,353.5 |
4,419.5 |
4,313.0 |
S2 |
4,273.0 |
4,273.0 |
4,405.5 |
|
S3 |
4,117.0 |
4,197.5 |
4,391.0 |
|
S4 |
3,961.0 |
4,041.5 |
4,348.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,497.0 |
4,348.5 |
148.5 |
3.4% |
88.0 |
2.0% |
36% |
False |
False |
104,275 |
10 |
4,504.5 |
4,274.0 |
230.5 |
5.2% |
89.0 |
2.0% |
56% |
False |
False |
92,860 |
20 |
4,504.5 |
4,271.5 |
233.0 |
5.3% |
94.5 |
2.1% |
56% |
False |
False |
101,724 |
40 |
4,504.5 |
3,827.5 |
677.0 |
15.4% |
100.5 |
2.3% |
85% |
False |
False |
105,433 |
60 |
4,504.5 |
3,405.5 |
1,099.0 |
25.0% |
110.0 |
2.5% |
91% |
False |
False |
109,281 |
80 |
4,504.5 |
3,405.5 |
1,099.0 |
25.0% |
107.5 |
2.4% |
91% |
False |
False |
82,048 |
100 |
4,504.5 |
3,405.5 |
1,099.0 |
25.0% |
106.5 |
2.4% |
91% |
False |
False |
65,686 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,801.0 |
2.618 |
4,666.0 |
1.618 |
4,583.0 |
1.000 |
4,531.5 |
0.618 |
4,500.0 |
HIGH |
4,448.5 |
0.618 |
4,417.0 |
0.500 |
4,407.0 |
0.382 |
4,397.0 |
LOW |
4,365.5 |
0.618 |
4,314.0 |
1.000 |
4,282.5 |
1.618 |
4,231.0 |
2.618 |
4,148.0 |
4.250 |
4,013.0 |
|
|
Fisher Pivots for day following 08-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4,407.0 |
4,426.5 |
PP |
4,405.5 |
4,418.5 |
S1 |
4,403.5 |
4,410.0 |
|