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 |
4,417.0 |
4,422.0 |
5.0 |
0.1% |
4,480.0 |
High |
4,448.5 |
4,447.5 |
-1.0 |
0.0% |
4,504.5 |
Low |
4,365.5 |
4,383.5 |
18.0 |
0.4% |
4,348.5 |
Close |
4,402.0 |
4,396.0 |
-6.0 |
-0.1% |
4,434.0 |
Range |
83.0 |
64.0 |
-19.0 |
-22.9% |
156.0 |
ATR |
105.7 |
102.7 |
-3.0 |
-2.8% |
0.0 |
Volume |
113,854 |
106,253 |
-7,601 |
-6.7% |
524,488 |
|
Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,601.0 |
4,562.5 |
4,431.0 |
|
R3 |
4,537.0 |
4,498.5 |
4,413.5 |
|
R2 |
4,473.0 |
4,473.0 |
4,407.5 |
|
R1 |
4,434.5 |
4,434.5 |
4,402.0 |
4,422.0 |
PP |
4,409.0 |
4,409.0 |
4,409.0 |
4,402.5 |
S1 |
4,370.5 |
4,370.5 |
4,390.0 |
4,358.0 |
S2 |
4,345.0 |
4,345.0 |
4,384.5 |
|
S3 |
4,281.0 |
4,306.5 |
4,378.5 |
|
S4 |
4,217.0 |
4,242.5 |
4,361.0 |
|
|
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% |
32% |
False |
False |
106,837 |
10 |
4,504.5 |
4,322.0 |
182.5 |
4.2% |
81.0 |
1.8% |
41% |
False |
False |
103,486 |
20 |
4,504.5 |
4,271.5 |
233.0 |
5.3% |
94.0 |
2.1% |
53% |
False |
False |
100,124 |
40 |
4,504.5 |
3,845.0 |
659.5 |
15.0% |
100.5 |
2.3% |
84% |
False |
False |
104,837 |
60 |
4,504.5 |
3,405.5 |
1,099.0 |
25.0% |
109.0 |
2.5% |
90% |
False |
False |
111,040 |
80 |
4,504.5 |
3,405.5 |
1,099.0 |
25.0% |
107.5 |
2.4% |
90% |
False |
False |
83,374 |
100 |
4,504.5 |
3,405.5 |
1,099.0 |
25.0% |
106.5 |
2.4% |
90% |
False |
False |
66,749 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,719.5 |
2.618 |
4,615.0 |
1.618 |
4,551.0 |
1.000 |
4,511.5 |
0.618 |
4,487.0 |
HIGH |
4,447.5 |
0.618 |
4,423.0 |
0.500 |
4,415.5 |
0.382 |
4,408.0 |
LOW |
4,383.5 |
0.618 |
4,344.0 |
1.000 |
4,319.5 |
1.618 |
4,280.0 |
2.618 |
4,216.0 |
4.250 |
4,111.5 |
|
|
Fisher Pivots for day following 09-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4,415.5 |
4,431.0 |
PP |
4,409.0 |
4,419.5 |
S1 |
4,402.5 |
4,408.0 |
|