Trading Metrics calculated at close of trading on 10-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4,422.0 |
4,447.0 |
25.0 |
0.6% |
4,480.0 |
High |
4,447.5 |
4,507.5 |
60.0 |
1.3% |
4,504.5 |
Low |
4,383.5 |
4,392.5 |
9.0 |
0.2% |
4,348.5 |
Close |
4,396.0 |
4,429.5 |
33.5 |
0.8% |
4,434.0 |
Range |
64.0 |
115.0 |
51.0 |
79.7% |
156.0 |
ATR |
102.7 |
103.6 |
0.9 |
0.9% |
0.0 |
Volume |
106,253 |
97,621 |
-8,632 |
-8.1% |
524,488 |
|
Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,788.0 |
4,724.0 |
4,493.0 |
|
R3 |
4,673.0 |
4,609.0 |
4,461.0 |
|
R2 |
4,558.0 |
4,558.0 |
4,450.5 |
|
R1 |
4,494.0 |
4,494.0 |
4,440.0 |
4,468.5 |
PP |
4,443.0 |
4,443.0 |
4,443.0 |
4,430.5 |
S1 |
4,379.0 |
4,379.0 |
4,419.0 |
4,353.5 |
S2 |
4,328.0 |
4,328.0 |
4,408.5 |
|
S3 |
4,213.0 |
4,264.0 |
4,398.0 |
|
S4 |
4,098.0 |
4,149.0 |
4,366.0 |
|
|
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 |
4,507.5 |
4,356.0 |
151.5 |
3.4% |
86.0 |
1.9% |
49% |
True |
False |
102,840 |
10 |
4,507.5 |
4,322.0 |
185.5 |
4.2% |
82.5 |
1.9% |
58% |
True |
False |
102,320 |
20 |
4,507.5 |
4,271.5 |
236.0 |
5.3% |
96.5 |
2.2% |
67% |
True |
False |
100,552 |
40 |
4,507.5 |
3,845.0 |
662.5 |
15.0% |
100.5 |
2.3% |
88% |
True |
False |
104,247 |
60 |
4,507.5 |
3,562.5 |
945.0 |
21.3% |
109.5 |
2.5% |
92% |
True |
False |
112,656 |
80 |
4,507.5 |
3,405.5 |
1,102.0 |
24.9% |
108.0 |
2.4% |
93% |
True |
False |
84,591 |
100 |
4,507.5 |
3,405.5 |
1,102.0 |
24.9% |
107.5 |
2.4% |
93% |
True |
False |
67,724 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,996.0 |
2.618 |
4,808.5 |
1.618 |
4,693.5 |
1.000 |
4,622.5 |
0.618 |
4,578.5 |
HIGH |
4,507.5 |
0.618 |
4,463.5 |
0.500 |
4,450.0 |
0.382 |
4,436.5 |
LOW |
4,392.5 |
0.618 |
4,321.5 |
1.000 |
4,277.5 |
1.618 |
4,206.5 |
2.618 |
4,091.5 |
4.250 |
3,904.0 |
|
|
Fisher Pivots for day following 10-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4,450.0 |
4,436.5 |
PP |
4,443.0 |
4,434.0 |
S1 |
4,436.5 |
4,432.0 |
|