Trading Metrics calculated at close of trading on 08-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2009 |
08-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
8,734 |
8,692 |
-42 |
-0.5% |
8,503 |
High |
8,900 |
8,821 |
-79 |
-0.9% |
8,900 |
Low |
8,691 |
8,627 |
-64 |
-0.7% |
8,472 |
Close |
8,762 |
8,759 |
-3 |
0.0% |
8,762 |
Range |
209 |
194 |
-15 |
-7.2% |
428 |
ATR |
193 |
193 |
0 |
0.0% |
0 |
Volume |
110,604 |
161,873 |
51,269 |
46.4% |
659,681 |
|
Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,318 |
9,232 |
8,866 |
|
R3 |
9,124 |
9,038 |
8,812 |
|
R2 |
8,930 |
8,930 |
8,795 |
|
R1 |
8,844 |
8,844 |
8,777 |
8,887 |
PP |
8,736 |
8,736 |
8,736 |
8,757 |
S1 |
8,650 |
8,650 |
8,741 |
8,693 |
S2 |
8,542 |
8,542 |
8,724 |
|
S3 |
8,348 |
8,456 |
8,706 |
|
S4 |
8,154 |
8,262 |
8,652 |
|
|
Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,995 |
9,807 |
8,998 |
|
R3 |
9,567 |
9,379 |
8,880 |
|
R2 |
9,139 |
9,139 |
8,841 |
|
R1 |
8,951 |
8,951 |
8,801 |
9,045 |
PP |
8,711 |
8,711 |
8,711 |
8,759 |
S1 |
8,523 |
8,523 |
8,723 |
8,617 |
S2 |
8,283 |
8,283 |
8,684 |
|
S3 |
7,855 |
8,095 |
8,644 |
|
S4 |
7,427 |
7,667 |
8,527 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,900 |
8,583 |
317 |
3.6% |
165 |
1.9% |
56% |
False |
False |
135,026 |
10 |
8,900 |
8,194 |
706 |
8.1% |
202 |
2.3% |
80% |
False |
False |
148,121 |
20 |
8,900 |
8,176 |
724 |
8.3% |
187 |
2.1% |
81% |
False |
False |
152,852 |
40 |
8,900 |
7,726 |
1,174 |
13.4% |
192 |
2.2% |
88% |
False |
False |
160,053 |
60 |
8,900 |
7,053 |
1,847 |
21.1% |
212 |
2.4% |
92% |
False |
False |
168,629 |
80 |
8,900 |
6,416 |
2,484 |
28.4% |
223 |
2.5% |
94% |
False |
False |
126,672 |
100 |
8,900 |
6,416 |
2,484 |
28.4% |
227 |
2.6% |
94% |
False |
False |
101,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,646 |
2.618 |
9,329 |
1.618 |
9,135 |
1.000 |
9,015 |
0.618 |
8,941 |
HIGH |
8,821 |
0.618 |
8,747 |
0.500 |
8,724 |
0.382 |
8,701 |
LOW |
8,627 |
0.618 |
8,507 |
1.000 |
8,433 |
1.618 |
8,313 |
2.618 |
8,119 |
4.250 |
7,803 |
|
|
Fisher Pivots for day following 08-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
8,747 |
8,763 |
PP |
8,736 |
8,762 |
S1 |
8,724 |
8,760 |
|