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 |
984.1 |
961.1 |
-23.0 |
-2.3% |
982.7 |
High |
987.0 |
963.6 |
-23.4 |
-2.4% |
993.6 |
Low |
956.7 |
947.7 |
-9.0 |
-0.9% |
956.7 |
Close |
965.5 |
955.4 |
-10.1 |
-1.0% |
965.5 |
Range |
30.3 |
15.9 |
-14.4 |
-47.5% |
36.9 |
ATR |
18.7 |
18.6 |
-0.1 |
-0.3% |
0.0 |
Volume |
2,243 |
6,522 |
4,279 |
190.8% |
12,861 |
|
Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,003.3 |
995.2 |
964.1 |
|
R3 |
987.4 |
979.3 |
959.8 |
|
R2 |
971.5 |
971.5 |
958.3 |
|
R1 |
963.4 |
963.4 |
956.9 |
959.5 |
PP |
955.6 |
955.6 |
955.6 |
953.6 |
S1 |
947.5 |
947.5 |
953.9 |
943.6 |
S2 |
939.7 |
939.7 |
952.5 |
|
S3 |
923.8 |
931.6 |
951.0 |
|
S4 |
907.9 |
915.7 |
946.7 |
|
|
Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,082.6 |
1,061.0 |
985.8 |
|
R3 |
1,045.7 |
1,024.1 |
975.6 |
|
R2 |
1,008.8 |
1,008.8 |
972.3 |
|
R1 |
987.2 |
987.2 |
968.9 |
979.6 |
PP |
971.9 |
971.9 |
971.9 |
968.1 |
S1 |
950.3 |
950.3 |
962.1 |
942.7 |
S2 |
935.0 |
935.0 |
958.7 |
|
S3 |
898.1 |
913.4 |
955.4 |
|
S4 |
861.2 |
876.5 |
945.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
993.6 |
947.7 |
45.9 |
4.8% |
23.8 |
2.5% |
17% |
False |
True |
3,625 |
10 |
993.6 |
941.0 |
52.6 |
5.5% |
20.7 |
2.2% |
27% |
False |
False |
4,306 |
20 |
993.6 |
914.9 |
78.7 |
8.2% |
16.7 |
1.7% |
51% |
False |
False |
4,145 |
40 |
993.6 |
870.5 |
123.1 |
12.9% |
16.1 |
1.7% |
69% |
False |
False |
2,900 |
60 |
993.6 |
869.5 |
124.1 |
13.0% |
18.1 |
1.9% |
69% |
False |
False |
2,523 |
80 |
1,015.0 |
869.5 |
145.5 |
15.2% |
19.9 |
2.1% |
59% |
False |
False |
2,243 |
100 |
1,015.0 |
810.0 |
205.0 |
21.5% |
20.2 |
2.1% |
71% |
False |
False |
2,011 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,031.2 |
2.618 |
1,005.2 |
1.618 |
989.3 |
1.000 |
979.5 |
0.618 |
973.4 |
HIGH |
963.6 |
0.618 |
957.5 |
0.500 |
955.7 |
0.382 |
953.8 |
LOW |
947.7 |
0.618 |
937.9 |
1.000 |
931.8 |
1.618 |
922.0 |
2.618 |
906.1 |
4.250 |
880.1 |
|
|
Fisher Pivots for day following 08-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
955.7 |
967.4 |
PP |
955.6 |
963.4 |
S1 |
955.5 |
959.4 |
|