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 |
981.4 |
950.9 |
-30.5 |
-3.1% |
981.0 |
High |
985.0 |
961.1 |
-23.9 |
-2.4% |
992.1 |
Low |
953.8 |
943.8 |
-10.0 |
-1.0% |
953.8 |
Close |
962.6 |
952.5 |
-10.1 |
-1.0% |
962.6 |
Range |
31.2 |
17.3 |
-13.9 |
-44.6% |
38.3 |
ATR |
19.0 |
19.0 |
0.0 |
-0.1% |
0.0 |
Volume |
115,369 |
144,411 |
29,042 |
25.2% |
529,141 |
|
Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,004.4 |
995.7 |
962.0 |
|
R3 |
987.1 |
978.4 |
957.3 |
|
R2 |
969.8 |
969.8 |
955.7 |
|
R1 |
961.1 |
961.1 |
954.1 |
965.5 |
PP |
952.5 |
952.5 |
952.5 |
954.6 |
S1 |
943.8 |
943.8 |
950.9 |
948.2 |
S2 |
935.2 |
935.2 |
949.3 |
|
S3 |
917.9 |
926.5 |
947.7 |
|
S4 |
900.6 |
909.2 |
943.0 |
|
|
Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,084.4 |
1,061.8 |
983.7 |
|
R3 |
1,046.1 |
1,023.5 |
973.1 |
|
R2 |
1,007.8 |
1,007.8 |
969.6 |
|
R1 |
985.2 |
985.2 |
966.1 |
977.4 |
PP |
969.5 |
969.5 |
969.5 |
965.6 |
S1 |
946.9 |
946.9 |
959.1 |
939.1 |
S2 |
931.2 |
931.2 |
955.6 |
|
S3 |
892.9 |
908.6 |
952.1 |
|
S4 |
854.6 |
870.3 |
941.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
992.1 |
943.8 |
48.3 |
5.1% |
23.7 |
2.5% |
18% |
False |
True |
114,217 |
10 |
992.1 |
938.2 |
53.9 |
5.7% |
21.4 |
2.2% |
27% |
False |
False |
101,662 |
20 |
992.1 |
911.0 |
81.1 |
8.5% |
17.3 |
1.8% |
51% |
False |
False |
61,464 |
40 |
992.1 |
867.5 |
124.6 |
13.1% |
16.9 |
1.8% |
68% |
False |
False |
32,353 |
60 |
992.1 |
867.5 |
124.6 |
13.1% |
18.3 |
1.9% |
68% |
False |
False |
22,347 |
80 |
1,008.9 |
867.5 |
141.4 |
14.8% |
20.0 |
2.1% |
60% |
False |
False |
17,005 |
100 |
1,008.9 |
810.0 |
198.9 |
20.9% |
19.2 |
2.0% |
72% |
False |
False |
13,715 |
120 |
1,008.9 |
810.0 |
198.9 |
20.9% |
16.8 |
1.8% |
72% |
False |
False |
11,463 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,034.6 |
2.618 |
1,006.4 |
1.618 |
989.1 |
1.000 |
978.4 |
0.618 |
971.8 |
HIGH |
961.1 |
0.618 |
954.5 |
0.500 |
952.5 |
0.382 |
950.4 |
LOW |
943.8 |
0.618 |
933.1 |
1.000 |
926.5 |
1.618 |
915.8 |
2.618 |
898.5 |
4.250 |
870.3 |
|
|
Fisher Pivots for day following 08-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
952.5 |
964.4 |
PP |
952.5 |
960.4 |
S1 |
952.5 |
956.5 |
|