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 |
8,751.75 |
8,759.35 |
7.60 |
0.1% |
8,501.53 |
High |
8,839.40 |
8,823.97 |
-15.43 |
-0.2% |
8,839.40 |
Low |
8,700.41 |
8,633.07 |
-67.34 |
-0.8% |
8,501.29 |
Close |
8,763.13 |
8,764.49 |
1.36 |
0.0% |
8,763.13 |
Range |
138.99 |
190.90 |
51.91 |
37.3% |
338.11 |
ATR |
168.98 |
170.54 |
1.57 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,313.21 |
9,229.75 |
8,869.49 |
|
R3 |
9,122.31 |
9,038.85 |
8,816.99 |
|
R2 |
8,931.41 |
8,931.41 |
8,799.49 |
|
R1 |
8,847.95 |
8,847.95 |
8,781.99 |
8,889.68 |
PP |
8,740.51 |
8,740.51 |
8,740.51 |
8,761.38 |
S1 |
8,657.05 |
8,657.05 |
8,746.99 |
8,698.78 |
S2 |
8,549.61 |
8,549.61 |
8,729.49 |
|
S3 |
8,358.71 |
8,466.15 |
8,711.99 |
|
S4 |
8,167.81 |
8,275.25 |
8,659.50 |
|
|
Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,715.60 |
9,577.48 |
8,949.09 |
|
R3 |
9,377.49 |
9,239.37 |
8,856.11 |
|
R2 |
9,039.38 |
9,039.38 |
8,825.12 |
|
R1 |
8,901.26 |
8,901.26 |
8,794.12 |
8,970.32 |
PP |
8,701.27 |
8,701.27 |
8,701.27 |
8,735.81 |
S1 |
8,563.15 |
8,563.15 |
8,732.14 |
8,632.21 |
S2 |
8,363.16 |
8,363.16 |
8,701.14 |
|
S3 |
8,025.05 |
8,225.04 |
8,670.15 |
|
S4 |
7,686.94 |
7,886.93 |
8,577.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,839.40 |
8,598.38 |
241.02 |
2.7% |
136.40 |
1.6% |
69% |
False |
False |
|
10 |
8,839.40 |
8,226.90 |
612.50 |
7.0% |
175.99 |
2.0% |
88% |
False |
False |
|
20 |
8,839.40 |
8,221.01 |
618.39 |
7.1% |
167.13 |
1.9% |
88% |
False |
False |
|
40 |
8,839.40 |
7,791.95 |
1,047.45 |
12.0% |
169.31 |
1.9% |
93% |
False |
False |
|
60 |
8,839.40 |
7,105.86 |
1,733.54 |
19.8% |
189.49 |
2.2% |
96% |
False |
False |
|
80 |
8,839.40 |
6,469.95 |
2,369.45 |
27.0% |
201.96 |
2.3% |
97% |
False |
False |
|
100 |
8,839.40 |
6,469.95 |
2,369.45 |
27.0% |
209.72 |
2.4% |
97% |
False |
False |
|
120 |
9,088.06 |
6,469.95 |
2,618.11 |
29.9% |
208.20 |
2.4% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,635.30 |
2.618 |
9,323.75 |
1.618 |
9,132.85 |
1.000 |
9,014.87 |
0.618 |
8,941.95 |
HIGH |
8,823.97 |
0.618 |
8,751.05 |
0.500 |
8,728.52 |
0.382 |
8,705.99 |
LOW |
8,633.07 |
0.618 |
8,515.09 |
1.000 |
8,442.17 |
1.618 |
8,324.19 |
2.618 |
8,133.29 |
4.250 |
7,821.75 |
|
|
Fisher Pivots for day following 08-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
8,752.50 |
8,755.07 |
PP |
8,740.51 |
8,745.65 |
S1 |
8,728.52 |
8,736.24 |
|