Trading Metrics calculated at close of trading on 12-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
955.6 |
956.3 |
0.7 |
0.1% |
950.9 |
High |
963.2 |
959.2 |
-4.0 |
-0.4% |
966.7 |
Low |
942.5 |
936.2 |
-6.3 |
-0.7% |
936.2 |
Close |
962.0 |
940.7 |
-21.3 |
-2.2% |
940.7 |
Range |
20.7 |
23.0 |
2.3 |
11.1% |
30.5 |
ATR |
19.0 |
19.5 |
0.5 |
2.6% |
0.0 |
Volume |
107,065 |
111,280 |
4,215 |
3.9% |
547,308 |
|
Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,014.4 |
1,000.5 |
953.4 |
|
R3 |
991.4 |
977.5 |
947.0 |
|
R2 |
968.4 |
968.4 |
944.9 |
|
R1 |
954.5 |
954.5 |
942.8 |
950.0 |
PP |
945.4 |
945.4 |
945.4 |
943.1 |
S1 |
931.5 |
931.5 |
938.6 |
927.0 |
S2 |
922.4 |
922.4 |
936.5 |
|
S3 |
899.4 |
908.5 |
934.4 |
|
S4 |
876.4 |
885.5 |
928.1 |
|
|
Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,039.4 |
1,020.5 |
957.5 |
|
R3 |
1,008.9 |
990.0 |
949.1 |
|
R2 |
978.4 |
978.4 |
946.3 |
|
R1 |
959.5 |
959.5 |
943.5 |
953.7 |
PP |
947.9 |
947.9 |
947.9 |
945.0 |
S1 |
929.0 |
929.0 |
937.9 |
923.2 |
S2 |
917.4 |
917.4 |
935.1 |
|
S3 |
886.9 |
898.5 |
932.3 |
|
S4 |
856.4 |
868.0 |
923.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
966.7 |
936.2 |
30.5 |
3.2% |
19.3 |
2.0% |
15% |
False |
True |
109,461 |
10 |
992.1 |
936.2 |
55.9 |
5.9% |
21.4 |
2.3% |
8% |
False |
True |
107,644 |
20 |
992.1 |
917.0 |
75.1 |
8.0% |
19.1 |
2.0% |
32% |
False |
False |
78,644 |
40 |
992.1 |
867.5 |
124.6 |
13.2% |
17.2 |
1.8% |
59% |
False |
False |
42,354 |
60 |
992.1 |
867.5 |
124.6 |
13.2% |
17.9 |
1.9% |
59% |
False |
False |
28,964 |
80 |
1,008.9 |
867.5 |
141.4 |
15.0% |
20.0 |
2.1% |
52% |
False |
False |
22,005 |
100 |
1,008.9 |
848.4 |
160.5 |
17.1% |
19.6 |
2.1% |
58% |
False |
False |
17,702 |
120 |
1,008.9 |
810.0 |
198.9 |
21.1% |
17.3 |
1.8% |
66% |
False |
False |
14,814 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,057.0 |
2.618 |
1,019.4 |
1.618 |
996.4 |
1.000 |
982.2 |
0.618 |
973.4 |
HIGH |
959.2 |
0.618 |
950.4 |
0.500 |
947.7 |
0.382 |
945.0 |
LOW |
936.2 |
0.618 |
922.0 |
1.000 |
913.2 |
1.618 |
899.0 |
2.618 |
876.0 |
4.250 |
838.5 |
|
|
Fisher Pivots for day following 12-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
947.7 |
951.5 |
PP |
945.4 |
947.9 |
S1 |
943.0 |
944.3 |
|