Trading Metrics calculated at close of trading on 12-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
5,065.0 |
5,093.0 |
28.0 |
0.6% |
5,062.0 |
High |
5,133.0 |
5,112.5 |
-20.5 |
-0.4% |
5,140.0 |
Low |
5,048.0 |
5,050.0 |
2.0 |
0.0% |
4,975.0 |
Close |
5,116.5 |
5,074.0 |
-42.5 |
-0.8% |
5,074.0 |
Range |
85.0 |
62.5 |
-22.5 |
-26.5% |
165.0 |
ATR |
121.3 |
117.4 |
-3.9 |
-3.2% |
0.0 |
Volume |
4,152 |
8,467 |
4,315 |
103.9% |
23,400 |
|
Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,266.3 |
5,232.7 |
5,108.4 |
|
R3 |
5,203.8 |
5,170.2 |
5,091.2 |
|
R2 |
5,141.3 |
5,141.3 |
5,085.5 |
|
R1 |
5,107.7 |
5,107.7 |
5,079.7 |
5,093.3 |
PP |
5,078.8 |
5,078.8 |
5,078.8 |
5,071.6 |
S1 |
5,045.2 |
5,045.2 |
5,068.3 |
5,030.8 |
S2 |
5,016.3 |
5,016.3 |
5,062.5 |
|
S3 |
4,953.8 |
4,982.7 |
5,056.8 |
|
S4 |
4,891.3 |
4,920.2 |
5,039.6 |
|
|
Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,558.0 |
5,481.0 |
5,164.8 |
|
R3 |
5,393.0 |
5,316.0 |
5,119.4 |
|
R2 |
5,228.0 |
5,228.0 |
5,104.3 |
|
R1 |
5,151.0 |
5,151.0 |
5,089.1 |
5,189.5 |
PP |
5,063.0 |
5,063.0 |
5,063.0 |
5,082.3 |
S1 |
4,986.0 |
4,986.0 |
5,058.9 |
5,024.5 |
S2 |
4,898.0 |
4,898.0 |
5,043.8 |
|
S3 |
4,733.0 |
4,821.0 |
5,028.6 |
|
S4 |
4,568.0 |
4,656.0 |
4,983.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,140.0 |
4,975.0 |
165.0 |
3.3% |
89.2 |
1.8% |
60% |
False |
False |
4,680 |
10 |
5,178.0 |
4,975.0 |
203.0 |
4.0% |
97.2 |
1.9% |
49% |
False |
False |
3,105 |
20 |
5,178.0 |
4,669.0 |
509.0 |
10.0% |
111.6 |
2.2% |
80% |
False |
False |
2,043 |
40 |
5,178.0 |
4,413.0 |
765.0 |
15.1% |
115.5 |
2.3% |
86% |
False |
False |
1,228 |
60 |
5,178.0 |
3,965.0 |
1,213.0 |
23.9% |
118.8 |
2.3% |
91% |
False |
False |
1,434 |
80 |
5,178.0 |
3,613.5 |
1,564.5 |
30.8% |
124.5 |
2.5% |
93% |
False |
False |
1,322 |
100 |
5,178.0 |
3,613.5 |
1,564.5 |
30.8% |
124.9 |
2.5% |
93% |
False |
False |
1,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,378.1 |
2.618 |
5,276.1 |
1.618 |
5,213.6 |
1.000 |
5,175.0 |
0.618 |
5,151.1 |
HIGH |
5,112.5 |
0.618 |
5,088.6 |
0.500 |
5,081.3 |
0.382 |
5,073.9 |
LOW |
5,050.0 |
0.618 |
5,011.4 |
1.000 |
4,987.5 |
1.618 |
4,948.9 |
2.618 |
4,886.4 |
4.250 |
4,784.4 |
|
|
Fisher Pivots for day following 12-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
5,081.3 |
5,078.8 |
PP |
5,078.8 |
5,077.2 |
S1 |
5,076.4 |
5,075.6 |
|