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 |
5,032.0 |
5,041.5 |
9.5 |
0.2% |
5,022.0 |
High |
5,072.5 |
5,140.0 |
67.5 |
1.3% |
5,178.0 |
Low |
4,986.5 |
5,017.5 |
31.0 |
0.6% |
5,022.0 |
Close |
5,006.0 |
5,052.5 |
46.5 |
0.9% |
5,089.0 |
Range |
86.0 |
122.5 |
36.5 |
42.4% |
156.0 |
ATR |
123.4 |
124.1 |
0.8 |
0.6% |
0.0 |
Volume |
4,209 |
4,454 |
245 |
5.8% |
7,658 |
|
Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,437.5 |
5,367.5 |
5,119.9 |
|
R3 |
5,315.0 |
5,245.0 |
5,086.2 |
|
R2 |
5,192.5 |
5,192.5 |
5,075.0 |
|
R1 |
5,122.5 |
5,122.5 |
5,063.7 |
5,157.5 |
PP |
5,070.0 |
5,070.0 |
5,070.0 |
5,087.5 |
S1 |
5,000.0 |
5,000.0 |
5,041.3 |
5,035.0 |
S2 |
4,947.5 |
4,947.5 |
5,030.0 |
|
S3 |
4,825.0 |
4,877.5 |
5,018.8 |
|
S4 |
4,702.5 |
4,755.0 |
4,985.1 |
|
|
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 |
5,168.5 |
4,975.0 |
193.5 |
3.8% |
97.2 |
1.9% |
40% |
False |
False |
3,188 |
10 |
5,178.0 |
4,893.5 |
284.5 |
5.6% |
101.7 |
2.0% |
56% |
False |
False |
1,938 |
20 |
5,178.0 |
4,662.5 |
515.5 |
10.2% |
114.0 |
2.3% |
76% |
False |
False |
1,478 |
40 |
5,178.0 |
4,413.0 |
765.0 |
15.1% |
117.2 |
2.3% |
84% |
False |
False |
951 |
60 |
5,178.0 |
3,965.0 |
1,213.0 |
24.0% |
119.7 |
2.4% |
90% |
False |
False |
1,337 |
80 |
5,178.0 |
3,613.5 |
1,564.5 |
31.0% |
124.4 |
2.5% |
92% |
False |
False |
1,169 |
100 |
5,178.0 |
3,613.5 |
1,564.5 |
31.0% |
127.3 |
2.5% |
92% |
False |
False |
972 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,660.6 |
2.618 |
5,460.7 |
1.618 |
5,338.2 |
1.000 |
5,262.5 |
0.618 |
5,215.7 |
HIGH |
5,140.0 |
0.618 |
5,093.2 |
0.500 |
5,078.8 |
0.382 |
5,064.3 |
LOW |
5,017.5 |
0.618 |
4,941.8 |
1.000 |
4,895.0 |
1.618 |
4,819.3 |
2.618 |
4,696.8 |
4.250 |
4,496.9 |
|
|
Fisher Pivots for day following 10-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
5,078.8 |
5,057.5 |
PP |
5,070.0 |
5,055.8 |
S1 |
5,061.3 |
5,054.2 |
|