Trading Metrics calculated at close of trading on 09-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
8,692 |
8,758 |
66 |
0.8% |
8,503 |
High |
8,821 |
8,803 |
-18 |
-0.2% |
8,900 |
Low |
8,627 |
8,717 |
90 |
1.0% |
8,472 |
Close |
8,759 |
8,742 |
-17 |
-0.2% |
8,762 |
Range |
194 |
86 |
-108 |
-55.7% |
428 |
ATR |
193 |
185 |
-8 |
-4.0% |
0 |
Volume |
161,873 |
128,930 |
-32,943 |
-20.4% |
659,681 |
|
Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,012 |
8,963 |
8,789 |
|
R3 |
8,926 |
8,877 |
8,766 |
|
R2 |
8,840 |
8,840 |
8,758 |
|
R1 |
8,791 |
8,791 |
8,750 |
8,773 |
PP |
8,754 |
8,754 |
8,754 |
8,745 |
S1 |
8,705 |
8,705 |
8,734 |
8,687 |
S2 |
8,668 |
8,668 |
8,726 |
|
S3 |
8,582 |
8,619 |
8,718 |
|
S4 |
8,496 |
8,533 |
8,695 |
|
|
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% |
155 |
1.8% |
50% |
False |
False |
132,024 |
10 |
8,900 |
8,230 |
670 |
7.7% |
181 |
2.1% |
76% |
False |
False |
149,719 |
20 |
8,900 |
8,176 |
724 |
8.3% |
185 |
2.1% |
78% |
False |
False |
150,766 |
40 |
8,900 |
7,726 |
1,174 |
13.4% |
190 |
2.2% |
87% |
False |
False |
159,353 |
60 |
8,900 |
7,115 |
1,785 |
20.4% |
211 |
2.4% |
91% |
False |
False |
168,717 |
80 |
8,900 |
6,416 |
2,484 |
28.4% |
221 |
2.5% |
94% |
False |
False |
128,283 |
100 |
8,900 |
6,416 |
2,484 |
28.4% |
225 |
2.6% |
94% |
False |
False |
102,635 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,169 |
2.618 |
9,028 |
1.618 |
8,942 |
1.000 |
8,889 |
0.618 |
8,856 |
HIGH |
8,803 |
0.618 |
8,770 |
0.500 |
8,760 |
0.382 |
8,750 |
LOW |
8,717 |
0.618 |
8,664 |
1.000 |
8,631 |
1.618 |
8,578 |
2.618 |
8,492 |
4.250 |
8,352 |
|
|
Fisher Pivots for day following 09-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
8,760 |
8,764 |
PP |
8,754 |
8,756 |
S1 |
8,748 |
8,749 |
|