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 |
8,691 |
8,698 |
7 |
0.1% |
8,451 |
High |
8,805 |
8,828 |
23 |
0.3% |
8,809 |
Low |
8,585 |
8,675 |
90 |
1.0% |
8,416 |
Close |
8,700 |
8,699 |
-1 |
0.0% |
8,705 |
Range |
220 |
153 |
-67 |
-30.5% |
393 |
ATR |
179 |
178 |
-2 |
-1.1% |
0 |
Volume |
3,804 |
6,717 |
2,913 |
76.6% |
5,064 |
|
Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,193 |
9,099 |
8,783 |
|
R3 |
9,040 |
8,946 |
8,741 |
|
R2 |
8,887 |
8,887 |
8,727 |
|
R1 |
8,793 |
8,793 |
8,713 |
8,840 |
PP |
8,734 |
8,734 |
8,734 |
8,758 |
S1 |
8,640 |
8,640 |
8,685 |
8,687 |
S2 |
8,581 |
8,581 |
8,671 |
|
S3 |
8,428 |
8,487 |
8,657 |
|
S4 |
8,275 |
8,334 |
8,615 |
|
|
Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,822 |
9,657 |
8,921 |
|
R3 |
9,429 |
9,264 |
8,813 |
|
R2 |
9,036 |
9,036 |
8,777 |
|
R1 |
8,871 |
8,871 |
8,741 |
8,954 |
PP |
8,643 |
8,643 |
8,643 |
8,685 |
S1 |
8,478 |
8,478 |
8,669 |
8,561 |
S2 |
8,250 |
8,250 |
8,633 |
|
S3 |
7,857 |
8,085 |
8,597 |
|
S4 |
7,464 |
7,692 |
8,489 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,828 |
8,574 |
254 |
2.9% |
162 |
1.9% |
49% |
True |
False |
3,140 |
10 |
8,828 |
8,296 |
532 |
6.1% |
168 |
1.9% |
76% |
True |
False |
1,991 |
20 |
8,828 |
8,122 |
706 |
8.1% |
177 |
2.0% |
82% |
True |
False |
1,080 |
40 |
8,828 |
7,677 |
1,151 |
13.2% |
181 |
2.1% |
89% |
True |
False |
580 |
60 |
8,828 |
7,180 |
1,648 |
18.9% |
193 |
2.2% |
92% |
True |
False |
404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,478 |
2.618 |
9,229 |
1.618 |
9,076 |
1.000 |
8,981 |
0.618 |
8,923 |
HIGH |
8,828 |
0.618 |
8,770 |
0.500 |
8,752 |
0.382 |
8,734 |
LOW |
8,675 |
0.618 |
8,581 |
1.000 |
8,522 |
1.618 |
8,428 |
2.618 |
8,275 |
4.250 |
8,025 |
|
|
Fisher Pivots for day following 11-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
8,752 |
8,707 |
PP |
8,734 |
8,704 |
S1 |
8,717 |
8,702 |
|