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 |
8,742 |
8,750 |
8 |
0.1% |
8,503 |
High |
8,864 |
8,880 |
16 |
0.2% |
8,900 |
Low |
8,637 |
8,729 |
92 |
1.1% |
8,472 |
Close |
8,754 |
8,751 |
-3 |
0.0% |
8,762 |
Range |
227 |
151 |
-76 |
-33.5% |
428 |
ATR |
188 |
186 |
-3 |
-1.4% |
0 |
Volume |
115,403 |
159,265 |
43,862 |
38.0% |
659,681 |
|
Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,240 |
9,146 |
8,834 |
|
R3 |
9,089 |
8,995 |
8,793 |
|
R2 |
8,938 |
8,938 |
8,779 |
|
R1 |
8,844 |
8,844 |
8,765 |
8,891 |
PP |
8,787 |
8,787 |
8,787 |
8,810 |
S1 |
8,693 |
8,693 |
8,737 |
8,740 |
S2 |
8,636 |
8,636 |
8,723 |
|
S3 |
8,485 |
8,542 |
8,710 |
|
S4 |
8,334 |
8,391 |
8,668 |
|
|
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 |
8,627 |
273 |
3.1% |
174 |
2.0% |
45% |
False |
False |
135,215 |
10 |
8,900 |
8,352 |
548 |
6.3% |
176 |
2.0% |
73% |
False |
False |
142,442 |
20 |
8,900 |
8,176 |
724 |
8.3% |
184 |
2.1% |
79% |
False |
False |
148,887 |
40 |
8,900 |
7,726 |
1,174 |
13.4% |
190 |
2.2% |
87% |
False |
False |
158,537 |
60 |
8,900 |
7,199 |
1,701 |
19.4% |
209 |
2.4% |
91% |
False |
False |
166,939 |
80 |
8,900 |
6,416 |
2,484 |
28.4% |
222 |
2.5% |
94% |
False |
False |
131,714 |
100 |
8,900 |
6,416 |
2,484 |
28.4% |
226 |
2.6% |
94% |
False |
False |
105,381 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,522 |
2.618 |
9,275 |
1.618 |
9,124 |
1.000 |
9,031 |
0.618 |
8,973 |
HIGH |
8,880 |
0.618 |
8,822 |
0.500 |
8,805 |
0.382 |
8,787 |
LOW |
8,729 |
0.618 |
8,636 |
1.000 |
8,578 |
1.618 |
8,485 |
2.618 |
8,334 |
4.250 |
8,087 |
|
|
Fisher Pivots for day following 11-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
8,805 |
8,759 |
PP |
8,787 |
8,756 |
S1 |
8,769 |
8,754 |
|