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 |
3,973.0 |
4,020.0 |
47.0 |
1.2% |
3,848.0 |
High |
4,028.0 |
4,056.0 |
28.0 |
0.7% |
4,029.0 |
Low |
3,957.0 |
4,008.0 |
51.0 |
1.3% |
3,806.0 |
Close |
4,019.0 |
4,054.0 |
35.0 |
0.9% |
3,947.0 |
Range |
71.0 |
48.0 |
-23.0 |
-32.4% |
223.0 |
ATR |
78.4 |
76.2 |
-2.2 |
-2.8% |
0.0 |
Volume |
49,052 |
32,393 |
-16,659 |
-34.0% |
179,817 |
|
Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,183.3 |
4,166.7 |
4,080.4 |
|
R3 |
4,135.3 |
4,118.7 |
4,067.2 |
|
R2 |
4,087.3 |
4,087.3 |
4,062.8 |
|
R1 |
4,070.7 |
4,070.7 |
4,058.4 |
4,079.0 |
PP |
4,039.3 |
4,039.3 |
4,039.3 |
4,043.5 |
S1 |
4,022.7 |
4,022.7 |
4,049.6 |
4,031.0 |
S2 |
3,991.3 |
3,991.3 |
4,045.2 |
|
S3 |
3,943.3 |
3,974.7 |
4,040.8 |
|
S4 |
3,895.3 |
3,926.7 |
4,027.6 |
|
|
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 |
4,056.0 |
3,928.0 |
128.0 |
3.2% |
67.0 |
1.7% |
98% |
True |
False |
38,314 |
10 |
4,056.0 |
3,732.0 |
324.0 |
8.0% |
68.1 |
1.7% |
99% |
True |
False |
35,762 |
20 |
4,056.0 |
3,714.0 |
342.0 |
8.4% |
59.6 |
1.5% |
99% |
True |
False |
29,795 |
40 |
4,056.0 |
3,655.0 |
401.0 |
9.9% |
62.0 |
1.5% |
100% |
True |
False |
28,103 |
60 |
4,056.0 |
3,386.0 |
670.0 |
16.5% |
63.0 |
1.6% |
100% |
True |
False |
29,713 |
80 |
4,056.0 |
2,982.0 |
1,074.0 |
26.5% |
58.7 |
1.4% |
100% |
True |
False |
23,634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,260.0 |
2.618 |
4,181.7 |
1.618 |
4,133.7 |
1.000 |
4,104.0 |
0.618 |
4,085.7 |
HIGH |
4,056.0 |
0.618 |
4,037.7 |
0.500 |
4,032.0 |
0.382 |
4,026.3 |
LOW |
4,008.0 |
0.618 |
3,978.3 |
1.000 |
3,960.0 |
1.618 |
3,930.3 |
2.618 |
3,882.3 |
4.250 |
3,804.0 |
|
|
Fisher Pivots for day following 11-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4,046.7 |
4,033.7 |
PP |
4,039.3 |
4,013.3 |
S1 |
4,032.0 |
3,993.0 |
|