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 |
961.1 |
955.8 |
-5.3 |
-0.6% |
982.7 |
High |
963.6 |
966.3 |
2.7 |
0.3% |
993.6 |
Low |
947.7 |
952.0 |
4.3 |
0.5% |
956.7 |
Close |
955.4 |
957.6 |
2.2 |
0.2% |
965.5 |
Range |
15.9 |
14.3 |
-1.6 |
-10.1% |
36.9 |
ATR |
18.6 |
18.3 |
-0.3 |
-1.7% |
0.0 |
Volume |
6,522 |
4,560 |
-1,962 |
-30.1% |
12,861 |
|
Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,001.5 |
993.9 |
965.5 |
|
R3 |
987.2 |
979.6 |
961.5 |
|
R2 |
972.9 |
972.9 |
960.2 |
|
R1 |
965.3 |
965.3 |
958.9 |
969.1 |
PP |
958.6 |
958.6 |
958.6 |
960.6 |
S1 |
951.0 |
951.0 |
956.3 |
954.8 |
S2 |
944.3 |
944.3 |
955.0 |
|
S3 |
930.0 |
936.7 |
953.7 |
|
S4 |
915.7 |
922.4 |
949.7 |
|
|
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% |
23.4 |
2.4% |
22% |
False |
False |
3,556 |
10 |
993.6 |
947.7 |
45.9 |
4.8% |
20.0 |
2.1% |
22% |
False |
False |
4,383 |
20 |
993.6 |
918.5 |
75.1 |
7.8% |
17.0 |
1.8% |
52% |
False |
False |
4,194 |
40 |
993.6 |
870.5 |
123.1 |
12.9% |
16.0 |
1.7% |
71% |
False |
False |
2,994 |
60 |
993.6 |
869.5 |
124.1 |
13.0% |
18.0 |
1.9% |
71% |
False |
False |
2,582 |
80 |
1,015.0 |
869.5 |
145.5 |
15.2% |
20.0 |
2.1% |
61% |
False |
False |
2,260 |
100 |
1,015.0 |
825.5 |
189.5 |
19.8% |
20.2 |
2.1% |
70% |
False |
False |
2,050 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,027.1 |
2.618 |
1,003.7 |
1.618 |
989.4 |
1.000 |
980.6 |
0.618 |
975.1 |
HIGH |
966.3 |
0.618 |
960.8 |
0.500 |
959.2 |
0.382 |
957.5 |
LOW |
952.0 |
0.618 |
943.2 |
1.000 |
937.7 |
1.618 |
928.9 |
2.618 |
914.6 |
4.250 |
891.2 |
|
|
Fisher Pivots for day following 09-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
959.2 |
967.4 |
PP |
958.6 |
964.1 |
S1 |
958.1 |
960.9 |
|