Trading Metrics calculated at close of trading on 09-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
950.9 |
951.8 |
0.9 |
0.1% |
981.0 |
High |
961.1 |
964.5 |
3.4 |
0.4% |
992.1 |
Low |
943.8 |
948.3 |
4.5 |
0.5% |
953.8 |
Close |
952.5 |
954.7 |
2.2 |
0.2% |
962.6 |
Range |
17.3 |
16.2 |
-1.1 |
-6.4% |
38.3 |
ATR |
19.0 |
18.8 |
-0.2 |
-1.1% |
0.0 |
Volume |
144,411 |
95,712 |
-48,699 |
-33.7% |
529,141 |
|
Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,004.4 |
995.8 |
963.6 |
|
R3 |
988.2 |
979.6 |
959.2 |
|
R2 |
972.0 |
972.0 |
957.7 |
|
R1 |
963.4 |
963.4 |
956.2 |
967.7 |
PP |
955.8 |
955.8 |
955.8 |
958.0 |
S1 |
947.2 |
947.2 |
953.2 |
951.5 |
S2 |
939.6 |
939.6 |
951.7 |
|
S3 |
923.4 |
931.0 |
950.2 |
|
S4 |
907.2 |
914.8 |
945.8 |
|
|
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% |
23.3 |
2.4% |
23% |
False |
False |
114,413 |
10 |
992.1 |
943.8 |
48.3 |
5.1% |
20.7 |
2.2% |
23% |
False |
False |
107,864 |
20 |
992.1 |
914.3 |
77.8 |
8.1% |
17.7 |
1.9% |
52% |
False |
False |
65,816 |
40 |
992.1 |
867.5 |
124.6 |
13.1% |
16.8 |
1.8% |
70% |
False |
False |
34,738 |
60 |
992.1 |
867.5 |
124.6 |
13.1% |
18.3 |
1.9% |
70% |
False |
False |
23,921 |
80 |
1,008.9 |
867.5 |
141.4 |
14.8% |
20.0 |
2.1% |
62% |
False |
False |
18,195 |
100 |
1,008.9 |
810.0 |
198.9 |
20.8% |
19.3 |
2.0% |
73% |
False |
False |
14,653 |
120 |
1,008.9 |
810.0 |
198.9 |
20.8% |
16.9 |
1.8% |
73% |
False |
False |
12,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,033.4 |
2.618 |
1,006.9 |
1.618 |
990.7 |
1.000 |
980.7 |
0.618 |
974.5 |
HIGH |
964.5 |
0.618 |
958.3 |
0.500 |
956.4 |
0.382 |
954.5 |
LOW |
948.3 |
0.618 |
938.3 |
1.000 |
932.1 |
1.618 |
922.1 |
2.618 |
905.9 |
4.250 |
879.5 |
|
|
Fisher Pivots for day following 09-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
956.4 |
964.4 |
PP |
955.8 |
961.2 |
S1 |
955.3 |
957.9 |
|