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 |
4,447.0 |
4,420.0 |
-27.0 |
-0.6% |
4,480.0 |
High |
4,507.5 |
4,487.0 |
-20.5 |
-0.5% |
4,504.5 |
Low |
4,392.5 |
4,405.0 |
12.5 |
0.3% |
4,348.5 |
Close |
4,429.5 |
4,466.0 |
36.5 |
0.8% |
4,434.0 |
Range |
115.0 |
82.0 |
-33.0 |
-28.7% |
156.0 |
ATR |
103.6 |
102.0 |
-1.5 |
-1.5% |
0.0 |
Volume |
97,621 |
114,330 |
16,709 |
17.1% |
524,488 |
|
Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,698.5 |
4,664.5 |
4,511.0 |
|
R3 |
4,616.5 |
4,582.5 |
4,488.5 |
|
R2 |
4,534.5 |
4,534.5 |
4,481.0 |
|
R1 |
4,500.5 |
4,500.5 |
4,473.5 |
4,517.5 |
PP |
4,452.5 |
4,452.5 |
4,452.5 |
4,461.0 |
S1 |
4,418.5 |
4,418.5 |
4,458.5 |
4,435.5 |
S2 |
4,370.5 |
4,370.5 |
4,451.0 |
|
S3 |
4,288.5 |
4,336.5 |
4,443.5 |
|
S4 |
4,206.5 |
4,254.5 |
4,421.0 |
|
|
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 |
4,365.5 |
142.0 |
3.2% |
86.0 |
1.9% |
71% |
False |
False |
105,417 |
10 |
4,507.5 |
4,348.5 |
159.0 |
3.6% |
82.5 |
1.9% |
74% |
False |
False |
105,732 |
20 |
4,507.5 |
4,271.5 |
236.0 |
5.3% |
93.0 |
2.1% |
82% |
False |
False |
101,075 |
40 |
4,507.5 |
3,845.0 |
662.5 |
14.8% |
100.0 |
2.2% |
94% |
False |
False |
104,553 |
60 |
4,507.5 |
3,562.5 |
945.0 |
21.2% |
109.0 |
2.4% |
96% |
False |
False |
114,400 |
80 |
4,507.5 |
3,405.5 |
1,102.0 |
24.7% |
107.0 |
2.4% |
96% |
False |
False |
86,017 |
100 |
4,507.5 |
3,405.5 |
1,102.0 |
24.7% |
107.5 |
2.4% |
96% |
False |
False |
68,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,835.5 |
2.618 |
4,701.5 |
1.618 |
4,619.5 |
1.000 |
4,569.0 |
0.618 |
4,537.5 |
HIGH |
4,487.0 |
0.618 |
4,455.5 |
0.500 |
4,446.0 |
0.382 |
4,436.5 |
LOW |
4,405.0 |
0.618 |
4,354.5 |
1.000 |
4,323.0 |
1.618 |
4,272.5 |
2.618 |
4,190.5 |
4.250 |
4,056.5 |
|
|
Fisher Pivots for day following 11-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4,459.5 |
4,459.0 |
PP |
4,452.5 |
4,452.5 |
S1 |
4,446.0 |
4,445.5 |
|