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 |
5,104.5 |
5,062.0 |
-42.5 |
-0.8% |
5,022.0 |
High |
5,168.5 |
5,065.0 |
-103.5 |
-2.0% |
5,178.0 |
Low |
5,056.0 |
4,975.0 |
-81.0 |
-1.6% |
5,022.0 |
Close |
5,089.0 |
5,015.5 |
-73.5 |
-1.4% |
5,089.0 |
Range |
112.5 |
90.0 |
-22.5 |
-20.0% |
156.0 |
ATR |
127.2 |
126.2 |
-0.9 |
-0.7% |
0.0 |
Volume |
3,441 |
2,118 |
-1,323 |
-38.4% |
7,658 |
|
Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,288.5 |
5,242.0 |
5,065.0 |
|
R3 |
5,198.5 |
5,152.0 |
5,040.3 |
|
R2 |
5,108.5 |
5,108.5 |
5,032.0 |
|
R1 |
5,062.0 |
5,062.0 |
5,023.8 |
5,040.3 |
PP |
5,018.5 |
5,018.5 |
5,018.5 |
5,007.6 |
S1 |
4,972.0 |
4,972.0 |
5,007.3 |
4,950.3 |
S2 |
4,928.5 |
4,928.5 |
4,999.0 |
|
S3 |
4,838.5 |
4,882.0 |
4,990.8 |
|
S4 |
4,748.5 |
4,792.0 |
4,966.0 |
|
|
Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,564.3 |
5,482.7 |
5,174.8 |
|
R3 |
5,408.3 |
5,326.7 |
5,131.9 |
|
R2 |
5,252.3 |
5,252.3 |
5,117.6 |
|
R1 |
5,170.7 |
5,170.7 |
5,103.3 |
5,211.5 |
PP |
5,096.3 |
5,096.3 |
5,096.3 |
5,116.8 |
S1 |
5,014.7 |
5,014.7 |
5,074.7 |
5,055.5 |
S2 |
4,940.3 |
4,940.3 |
5,060.4 |
|
S3 |
4,784.3 |
4,858.7 |
5,046.1 |
|
S4 |
4,628.3 |
4,702.7 |
5,003.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,178.0 |
4,975.0 |
203.0 |
4.0% |
96.3 |
1.9% |
20% |
False |
True |
1,785 |
10 |
5,178.0 |
4,811.0 |
367.0 |
7.3% |
110.9 |
2.2% |
56% |
False |
False |
1,475 |
20 |
5,178.0 |
4,662.5 |
515.5 |
10.3% |
118.8 |
2.4% |
68% |
False |
False |
1,131 |
40 |
5,178.0 |
4,404.0 |
774.0 |
15.4% |
117.9 |
2.4% |
79% |
False |
False |
779 |
60 |
5,178.0 |
3,820.5 |
1,357.5 |
27.1% |
121.5 |
2.4% |
88% |
False |
False |
1,246 |
80 |
5,178.0 |
3,613.5 |
1,564.5 |
31.2% |
125.1 |
2.5% |
90% |
False |
False |
1,067 |
100 |
5,178.0 |
3,613.5 |
1,564.5 |
31.2% |
128.1 |
2.6% |
90% |
False |
False |
891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,447.5 |
2.618 |
5,300.6 |
1.618 |
5,210.6 |
1.000 |
5,155.0 |
0.618 |
5,120.6 |
HIGH |
5,065.0 |
0.618 |
5,030.6 |
0.500 |
5,020.0 |
0.382 |
5,009.4 |
LOW |
4,975.0 |
0.618 |
4,919.4 |
1.000 |
4,885.0 |
1.618 |
4,829.4 |
2.618 |
4,739.4 |
4.250 |
4,592.5 |
|
|
Fisher Pivots for day following 08-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
5,020.0 |
5,071.8 |
PP |
5,018.5 |
5,053.0 |
S1 |
5,017.0 |
5,034.3 |
|