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 |
5,041.5 |
5,065.0 |
23.5 |
0.5% |
5,022.0 |
High |
5,140.0 |
5,133.0 |
-7.0 |
-0.1% |
5,178.0 |
Low |
5,017.5 |
5,048.0 |
30.5 |
0.6% |
5,022.0 |
Close |
5,052.5 |
5,116.5 |
64.0 |
1.3% |
5,089.0 |
Range |
122.5 |
85.0 |
-37.5 |
-30.6% |
156.0 |
ATR |
124.1 |
121.3 |
-2.8 |
-2.3% |
0.0 |
Volume |
4,454 |
4,152 |
-302 |
-6.8% |
7,658 |
|
Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,354.2 |
5,320.3 |
5,163.3 |
|
R3 |
5,269.2 |
5,235.3 |
5,139.9 |
|
R2 |
5,184.2 |
5,184.2 |
5,132.1 |
|
R1 |
5,150.3 |
5,150.3 |
5,124.3 |
5,167.3 |
PP |
5,099.2 |
5,099.2 |
5,099.2 |
5,107.6 |
S1 |
5,065.3 |
5,065.3 |
5,108.7 |
5,082.3 |
S2 |
5,014.2 |
5,014.2 |
5,100.9 |
|
S3 |
4,929.2 |
4,980.3 |
5,093.1 |
|
S4 |
4,844.2 |
4,895.3 |
5,069.8 |
|
|
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% |
99.2 |
1.9% |
73% |
False |
False |
3,674 |
10 |
5,178.0 |
4,925.0 |
253.0 |
4.9% |
100.3 |
2.0% |
76% |
False |
False |
2,301 |
20 |
5,178.0 |
4,669.0 |
509.0 |
9.9% |
112.8 |
2.2% |
88% |
False |
False |
1,651 |
40 |
5,178.0 |
4,413.0 |
765.0 |
15.0% |
117.0 |
2.3% |
92% |
False |
False |
1,031 |
60 |
5,178.0 |
3,965.0 |
1,213.0 |
23.7% |
119.6 |
2.3% |
95% |
False |
False |
1,356 |
80 |
5,178.0 |
3,613.5 |
1,564.5 |
30.6% |
125.1 |
2.4% |
96% |
False |
False |
1,219 |
100 |
5,178.0 |
3,613.5 |
1,564.5 |
30.6% |
126.2 |
2.5% |
96% |
False |
False |
1,011 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,494.3 |
2.618 |
5,355.5 |
1.618 |
5,270.5 |
1.000 |
5,218.0 |
0.618 |
5,185.5 |
HIGH |
5,133.0 |
0.618 |
5,100.5 |
0.500 |
5,090.5 |
0.382 |
5,080.5 |
LOW |
5,048.0 |
0.618 |
4,995.5 |
1.000 |
4,963.0 |
1.618 |
4,910.5 |
2.618 |
4,825.5 |
4.250 |
4,686.8 |
|
|
Fisher Pivots for day following 11-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
5,107.8 |
5,098.8 |
PP |
5,099.2 |
5,081.0 |
S1 |
5,090.5 |
5,063.3 |
|