Trading Metrics calculated at close of trading on 10-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
8,758 |
8,742 |
-16 |
-0.2% |
8,503 |
High |
8,803 |
8,864 |
61 |
0.7% |
8,900 |
Low |
8,717 |
8,637 |
-80 |
-0.9% |
8,472 |
Close |
8,742 |
8,754 |
12 |
0.1% |
8,762 |
Range |
86 |
227 |
141 |
164.0% |
428 |
ATR |
185 |
188 |
3 |
1.6% |
0 |
Volume |
128,930 |
115,403 |
-13,527 |
-10.5% |
659,681 |
|
Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,433 |
9,320 |
8,879 |
|
R3 |
9,206 |
9,093 |
8,817 |
|
R2 |
8,979 |
8,979 |
8,796 |
|
R1 |
8,866 |
8,866 |
8,775 |
8,923 |
PP |
8,752 |
8,752 |
8,752 |
8,780 |
S1 |
8,639 |
8,639 |
8,733 |
8,696 |
S2 |
8,525 |
8,525 |
8,713 |
|
S3 |
8,298 |
8,412 |
8,692 |
|
S4 |
8,071 |
8,185 |
8,629 |
|
|
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 |
8,626 |
274 |
3.1% |
167 |
1.9% |
47% |
False |
False |
128,485 |
10 |
8,900 |
8,230 |
670 |
7.7% |
181 |
2.1% |
78% |
False |
False |
143,381 |
20 |
8,900 |
8,176 |
724 |
8.3% |
188 |
2.1% |
80% |
False |
False |
149,817 |
40 |
8,900 |
7,726 |
1,174 |
13.4% |
191 |
2.2% |
88% |
False |
False |
159,161 |
60 |
8,900 |
7,119 |
1,781 |
20.3% |
211 |
2.4% |
92% |
False |
False |
167,567 |
80 |
8,900 |
6,416 |
2,484 |
28.4% |
221 |
2.5% |
94% |
False |
False |
129,724 |
100 |
8,900 |
6,416 |
2,484 |
28.4% |
225 |
2.6% |
94% |
False |
False |
103,789 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,829 |
2.618 |
9,458 |
1.618 |
9,231 |
1.000 |
9,091 |
0.618 |
9,004 |
HIGH |
8,864 |
0.618 |
8,777 |
0.500 |
8,751 |
0.382 |
8,724 |
LOW |
8,637 |
0.618 |
8,497 |
1.000 |
8,410 |
1.618 |
8,270 |
2.618 |
8,043 |
4.250 |
7,672 |
|
|
Fisher Pivots for day following 10-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
8,753 |
8,751 |
PP |
8,752 |
8,748 |
S1 |
8,751 |
8,746 |
|