Trading Metrics calculated at close of trading on 10-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
951.8 |
955.8 |
4.0 |
0.4% |
981.0 |
High |
964.5 |
966.7 |
2.2 |
0.2% |
992.1 |
Low |
948.3 |
947.5 |
-0.8 |
-0.1% |
953.8 |
Close |
954.7 |
954.7 |
0.0 |
0.0% |
962.6 |
Range |
16.2 |
19.2 |
3.0 |
18.5% |
38.3 |
ATR |
18.8 |
18.8 |
0.0 |
0.1% |
0.0 |
Volume |
95,712 |
88,840 |
-6,872 |
-7.2% |
529,141 |
|
Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,013.9 |
1,003.5 |
965.3 |
|
R3 |
994.7 |
984.3 |
960.0 |
|
R2 |
975.5 |
975.5 |
958.2 |
|
R1 |
965.1 |
965.1 |
956.5 |
960.7 |
PP |
956.3 |
956.3 |
956.3 |
954.1 |
S1 |
945.9 |
945.9 |
952.9 |
941.5 |
S2 |
937.1 |
937.1 |
951.2 |
|
S3 |
917.9 |
926.7 |
949.4 |
|
S4 |
898.7 |
907.5 |
944.1 |
|
|
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 |
985.0 |
943.8 |
41.2 |
4.3% |
21.1 |
2.2% |
26% |
False |
False |
114,446 |
10 |
992.1 |
943.8 |
48.3 |
5.1% |
21.2 |
2.2% |
23% |
False |
False |
108,001 |
20 |
992.1 |
917.0 |
75.1 |
7.9% |
18.0 |
1.9% |
50% |
False |
False |
69,774 |
40 |
992.1 |
867.5 |
124.6 |
13.1% |
17.0 |
1.8% |
70% |
False |
False |
36,929 |
60 |
992.1 |
867.5 |
124.6 |
13.1% |
18.4 |
1.9% |
70% |
False |
False |
25,380 |
80 |
1,008.9 |
867.5 |
141.4 |
14.8% |
20.2 |
2.1% |
62% |
False |
False |
19,295 |
100 |
1,008.9 |
840.0 |
168.9 |
17.7% |
19.5 |
2.0% |
68% |
False |
False |
15,532 |
120 |
1,008.9 |
810.0 |
198.9 |
20.8% |
16.9 |
1.8% |
73% |
False |
False |
12,997 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,048.3 |
2.618 |
1,017.0 |
1.618 |
997.8 |
1.000 |
985.9 |
0.618 |
978.6 |
HIGH |
966.7 |
0.618 |
959.4 |
0.500 |
957.1 |
0.382 |
954.8 |
LOW |
947.5 |
0.618 |
935.6 |
1.000 |
928.3 |
1.618 |
916.4 |
2.618 |
897.2 |
4.250 |
865.9 |
|
|
Fisher Pivots for day following 10-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
957.1 |
955.3 |
PP |
956.3 |
955.1 |
S1 |
955.5 |
954.9 |
|