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 |
955.8 |
955.6 |
-0.2 |
0.0% |
981.0 |
High |
966.7 |
963.2 |
-3.5 |
-0.4% |
992.1 |
Low |
947.5 |
942.5 |
-5.0 |
-0.5% |
953.8 |
Close |
954.7 |
962.0 |
7.3 |
0.8% |
962.6 |
Range |
19.2 |
20.7 |
1.5 |
7.8% |
38.3 |
ATR |
18.8 |
19.0 |
0.1 |
0.7% |
0.0 |
Volume |
88,840 |
107,065 |
18,225 |
20.5% |
529,141 |
|
Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,018.0 |
1,010.7 |
973.4 |
|
R3 |
997.3 |
990.0 |
967.7 |
|
R2 |
976.6 |
976.6 |
965.8 |
|
R1 |
969.3 |
969.3 |
963.9 |
973.0 |
PP |
955.9 |
955.9 |
955.9 |
957.7 |
S1 |
948.6 |
948.6 |
960.1 |
952.3 |
S2 |
935.2 |
935.2 |
958.2 |
|
S3 |
914.5 |
927.9 |
956.3 |
|
S4 |
893.8 |
907.2 |
950.6 |
|
|
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 |
942.5 |
42.5 |
4.4% |
20.9 |
2.2% |
46% |
False |
True |
110,279 |
10 |
992.1 |
942.5 |
49.6 |
5.2% |
21.2 |
2.2% |
39% |
False |
True |
108,640 |
20 |
992.1 |
917.0 |
75.1 |
7.8% |
18.4 |
1.9% |
60% |
False |
False |
74,409 |
40 |
992.1 |
867.5 |
124.6 |
13.0% |
17.2 |
1.8% |
76% |
False |
False |
39,585 |
60 |
992.1 |
867.5 |
124.6 |
13.0% |
18.6 |
1.9% |
76% |
False |
False |
27,128 |
80 |
1,008.9 |
867.5 |
141.4 |
14.7% |
20.0 |
2.1% |
67% |
False |
False |
20,620 |
100 |
1,008.9 |
842.3 |
166.6 |
17.3% |
19.7 |
2.0% |
72% |
False |
False |
16,597 |
120 |
1,008.9 |
810.0 |
198.9 |
20.7% |
17.1 |
1.8% |
76% |
False |
False |
13,888 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,051.2 |
2.618 |
1,017.4 |
1.618 |
996.7 |
1.000 |
983.9 |
0.618 |
976.0 |
HIGH |
963.2 |
0.618 |
955.3 |
0.500 |
952.9 |
0.382 |
950.4 |
LOW |
942.5 |
0.618 |
929.7 |
1.000 |
921.8 |
1.618 |
909.0 |
2.618 |
888.3 |
4.250 |
854.5 |
|
|
Fisher Pivots for day following 11-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
959.0 |
959.5 |
PP |
955.9 |
957.1 |
S1 |
952.9 |
954.6 |
|