Trading Metrics calculated at close of trading on 09-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
3,945.0 |
3,953.0 |
8.0 |
0.2% |
3,848.0 |
High |
4,025.0 |
3,997.0 |
-28.0 |
-0.7% |
4,029.0 |
Low |
3,940.0 |
3,930.0 |
-10.0 |
-0.3% |
3,806.0 |
Close |
3,947.0 |
3,944.0 |
-3.0 |
-0.1% |
3,947.0 |
Range |
85.0 |
67.0 |
-18.0 |
-21.2% |
223.0 |
ATR |
78.8 |
78.0 |
-0.8 |
-1.1% |
0.0 |
Volume |
39,489 |
35,513 |
-3,976 |
-10.1% |
179,817 |
|
Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,158.0 |
4,118.0 |
3,980.9 |
|
R3 |
4,091.0 |
4,051.0 |
3,962.4 |
|
R2 |
4,024.0 |
4,024.0 |
3,956.3 |
|
R1 |
3,984.0 |
3,984.0 |
3,950.1 |
3,970.5 |
PP |
3,957.0 |
3,957.0 |
3,957.0 |
3,950.3 |
S1 |
3,917.0 |
3,917.0 |
3,937.9 |
3,903.5 |
S2 |
3,890.0 |
3,890.0 |
3,931.7 |
|
S3 |
3,823.0 |
3,850.0 |
3,925.6 |
|
S4 |
3,756.0 |
3,783.0 |
3,907.2 |
|
|
Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,596.3 |
4,494.7 |
4,069.7 |
|
R3 |
4,373.3 |
4,271.7 |
4,008.3 |
|
R2 |
4,150.3 |
4,150.3 |
3,987.9 |
|
R1 |
4,048.7 |
4,048.7 |
3,967.4 |
4,099.5 |
PP |
3,927.3 |
3,927.3 |
3,927.3 |
3,952.8 |
S1 |
3,825.7 |
3,825.7 |
3,926.6 |
3,876.5 |
S2 |
3,704.3 |
3,704.3 |
3,906.1 |
|
S3 |
3,481.3 |
3,602.7 |
3,885.7 |
|
S4 |
3,258.3 |
3,379.7 |
3,824.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,029.0 |
3,921.0 |
108.0 |
2.7% |
70.2 |
1.8% |
21% |
False |
False |
36,285 |
10 |
4,029.0 |
3,724.0 |
305.0 |
7.7% |
69.2 |
1.8% |
72% |
False |
False |
32,610 |
20 |
4,029.0 |
3,714.0 |
315.0 |
8.0% |
58.7 |
1.5% |
73% |
False |
False |
28,514 |
40 |
4,029.0 |
3,655.0 |
374.0 |
9.5% |
61.8 |
1.6% |
77% |
False |
False |
27,168 |
60 |
4,029.0 |
3,295.0 |
734.0 |
18.6% |
63.1 |
1.6% |
88% |
False |
False |
29,946 |
80 |
4,029.0 |
2,982.0 |
1,047.0 |
26.5% |
57.3 |
1.5% |
92% |
False |
False |
22,617 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,281.8 |
2.618 |
4,172.4 |
1.618 |
4,105.4 |
1.000 |
4,064.0 |
0.618 |
4,038.4 |
HIGH |
3,997.0 |
0.618 |
3,971.4 |
0.500 |
3,963.5 |
0.382 |
3,955.6 |
LOW |
3,930.0 |
0.618 |
3,888.6 |
1.000 |
3,863.0 |
1.618 |
3,821.6 |
2.618 |
3,754.6 |
4.250 |
3,645.3 |
|
|
Fisher Pivots for day following 09-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
3,963.5 |
3,976.5 |
PP |
3,957.0 |
3,965.7 |
S1 |
3,950.5 |
3,954.8 |
|