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 |
961.1 |
959.8 |
-1.3 |
-0.1% |
982.7 |
High |
968.9 |
966.0 |
-2.9 |
-0.3% |
993.6 |
Low |
951.1 |
946.9 |
-4.2 |
-0.4% |
956.7 |
Close |
957.6 |
964.9 |
7.3 |
0.8% |
965.5 |
Range |
17.8 |
19.1 |
1.3 |
7.3% |
36.9 |
ATR |
18.3 |
18.3 |
0.1 |
0.3% |
0.0 |
Volume |
3,595 |
3,147 |
-448 |
-12.5% |
12,861 |
|
Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,016.6 |
1,009.8 |
975.4 |
|
R3 |
997.5 |
990.7 |
970.2 |
|
R2 |
978.4 |
978.4 |
968.4 |
|
R1 |
971.6 |
971.6 |
966.7 |
975.0 |
PP |
959.3 |
959.3 |
959.3 |
961.0 |
S1 |
952.5 |
952.5 |
963.1 |
955.9 |
S2 |
940.2 |
940.2 |
961.4 |
|
S3 |
921.1 |
933.4 |
959.6 |
|
S4 |
902.0 |
914.3 |
954.4 |
|
|
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 |
946.9 |
40.1 |
4.2% |
19.5 |
2.0% |
45% |
False |
True |
4,013 |
10 |
993.6 |
946.9 |
46.7 |
4.8% |
20.5 |
2.1% |
39% |
False |
True |
3,671 |
20 |
993.6 |
919.8 |
73.8 |
7.6% |
17.6 |
1.8% |
61% |
False |
False |
4,137 |
40 |
993.6 |
870.5 |
123.1 |
12.8% |
16.4 |
1.7% |
77% |
False |
False |
3,093 |
60 |
993.6 |
869.5 |
124.1 |
12.9% |
18.2 |
1.9% |
77% |
False |
False |
2,646 |
80 |
1,015.0 |
869.5 |
145.5 |
15.1% |
19.9 |
2.1% |
66% |
False |
False |
2,298 |
100 |
1,015.0 |
855.0 |
160.0 |
16.6% |
19.9 |
2.1% |
69% |
False |
False |
2,090 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,047.2 |
2.618 |
1,016.0 |
1.618 |
996.9 |
1.000 |
985.1 |
0.618 |
977.8 |
HIGH |
966.0 |
0.618 |
958.7 |
0.500 |
956.5 |
0.382 |
954.2 |
LOW |
946.9 |
0.618 |
935.1 |
1.000 |
927.8 |
1.618 |
916.0 |
2.618 |
896.9 |
4.250 |
865.7 |
|
|
Fisher Pivots for day following 11-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
962.1 |
962.6 |
PP |
959.3 |
960.2 |
S1 |
956.5 |
957.9 |
|