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 |
955.8 |
961.1 |
5.3 |
0.6% |
982.7 |
High |
966.3 |
968.9 |
2.6 |
0.3% |
993.6 |
Low |
952.0 |
951.1 |
-0.9 |
-0.1% |
956.7 |
Close |
957.6 |
957.6 |
0.0 |
0.0% |
965.5 |
Range |
14.3 |
17.8 |
3.5 |
24.5% |
36.9 |
ATR |
18.3 |
18.3 |
0.0 |
-0.2% |
0.0 |
Volume |
4,560 |
3,595 |
-965 |
-21.2% |
12,861 |
|
Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,012.6 |
1,002.9 |
967.4 |
|
R3 |
994.8 |
985.1 |
962.5 |
|
R2 |
977.0 |
977.0 |
960.9 |
|
R1 |
967.3 |
967.3 |
959.2 |
963.3 |
PP |
959.2 |
959.2 |
959.2 |
957.2 |
S1 |
949.5 |
949.5 |
956.0 |
945.5 |
S2 |
941.4 |
941.4 |
954.3 |
|
S3 |
923.6 |
931.7 |
952.7 |
|
S4 |
905.8 |
913.9 |
947.8 |
|
|
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 |
987.0 |
947.7 |
39.3 |
4.1% |
19.9 |
2.1% |
25% |
False |
False |
3,786 |
10 |
993.6 |
947.7 |
45.9 |
4.8% |
20.6 |
2.1% |
22% |
False |
False |
4,076 |
20 |
993.6 |
919.8 |
73.8 |
7.7% |
17.3 |
1.8% |
51% |
False |
False |
4,210 |
40 |
993.6 |
870.5 |
123.1 |
12.9% |
16.2 |
1.7% |
71% |
False |
False |
3,051 |
60 |
993.6 |
869.5 |
124.1 |
13.0% |
18.1 |
1.9% |
71% |
False |
False |
2,606 |
80 |
1,015.0 |
869.5 |
145.5 |
15.2% |
20.1 |
2.1% |
61% |
False |
False |
2,265 |
100 |
1,015.0 |
834.2 |
180.8 |
18.9% |
20.1 |
2.1% |
68% |
False |
False |
2,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,044.6 |
2.618 |
1,015.5 |
1.618 |
997.7 |
1.000 |
986.7 |
0.618 |
979.9 |
HIGH |
968.9 |
0.618 |
962.1 |
0.500 |
960.0 |
0.382 |
957.9 |
LOW |
951.1 |
0.618 |
940.1 |
1.000 |
933.3 |
1.618 |
922.3 |
2.618 |
904.5 |
4.250 |
875.5 |
|
|
Fisher Pivots for day following 10-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
960.0 |
958.3 |
PP |
959.2 |
958.1 |
S1 |
958.4 |
957.8 |
|