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 |
4,420.0 |
4,456.5 |
36.5 |
0.8% |
4,417.0 |
High |
4,487.0 |
4,469.0 |
-18.0 |
-0.4% |
4,507.5 |
Low |
4,405.0 |
4,422.0 |
17.0 |
0.4% |
4,365.5 |
Close |
4,466.0 |
4,434.5 |
-31.5 |
-0.7% |
4,434.5 |
Range |
82.0 |
47.0 |
-35.0 |
-42.7% |
142.0 |
ATR |
102.0 |
98.1 |
-3.9 |
-3.9% |
0.0 |
Volume |
114,330 |
113,353 |
-977 |
-0.9% |
545,411 |
|
Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,583.0 |
4,555.5 |
4,460.5 |
|
R3 |
4,536.0 |
4,508.5 |
4,447.5 |
|
R2 |
4,489.0 |
4,489.0 |
4,443.0 |
|
R1 |
4,461.5 |
4,461.5 |
4,439.0 |
4,452.0 |
PP |
4,442.0 |
4,442.0 |
4,442.0 |
4,437.0 |
S1 |
4,414.5 |
4,414.5 |
4,430.0 |
4,405.0 |
S2 |
4,395.0 |
4,395.0 |
4,426.0 |
|
S3 |
4,348.0 |
4,367.5 |
4,421.5 |
|
S4 |
4,301.0 |
4,320.5 |
4,408.5 |
|
|
Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,862.0 |
4,790.0 |
4,512.5 |
|
R3 |
4,720.0 |
4,648.0 |
4,473.5 |
|
R2 |
4,578.0 |
4,578.0 |
4,460.5 |
|
R1 |
4,506.0 |
4,506.0 |
4,447.5 |
4,542.0 |
PP |
4,436.0 |
4,436.0 |
4,436.0 |
4,454.0 |
S1 |
4,364.0 |
4,364.0 |
4,421.5 |
4,400.0 |
S2 |
4,294.0 |
4,294.0 |
4,408.5 |
|
S3 |
4,152.0 |
4,222.0 |
4,395.5 |
|
S4 |
4,010.0 |
4,080.0 |
4,356.5 |
|
|
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% |
78.0 |
1.8% |
49% |
False |
False |
109,082 |
10 |
4,507.5 |
4,348.5 |
159.0 |
3.6% |
80.0 |
1.8% |
54% |
False |
False |
106,989 |
20 |
4,507.5 |
4,274.0 |
233.5 |
5.3% |
91.0 |
2.1% |
69% |
False |
False |
100,393 |
40 |
4,507.5 |
3,845.0 |
662.5 |
14.9% |
99.0 |
2.2% |
89% |
False |
False |
104,760 |
60 |
4,507.5 |
3,683.5 |
824.0 |
18.6% |
107.0 |
2.4% |
91% |
False |
False |
116,128 |
80 |
4,507.5 |
3,405.5 |
1,102.0 |
24.9% |
107.0 |
2.4% |
93% |
False |
False |
87,433 |
100 |
4,507.5 |
3,405.5 |
1,102.0 |
24.9% |
105.5 |
2.4% |
93% |
False |
False |
69,991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,669.0 |
2.618 |
4,592.0 |
1.618 |
4,545.0 |
1.000 |
4,516.0 |
0.618 |
4,498.0 |
HIGH |
4,469.0 |
0.618 |
4,451.0 |
0.500 |
4,445.5 |
0.382 |
4,440.0 |
LOW |
4,422.0 |
0.618 |
4,393.0 |
1.000 |
4,375.0 |
1.618 |
4,346.0 |
2.618 |
4,299.0 |
4.250 |
4,222.0 |
|
|
Fisher Pivots for day following 12-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4,445.5 |
4,450.0 |
PP |
4,442.0 |
4,445.0 |
S1 |
4,438.0 |
4,439.5 |
|