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 |
8,763.66 |
8,736.23 |
-27.43 |
-0.3% |
8,501.53 |
High |
8,834.93 |
8,877.93 |
43.00 |
0.5% |
8,839.40 |
Low |
8,639.95 |
8,736.23 |
96.28 |
1.1% |
8,501.29 |
Close |
8,739.02 |
8,770.92 |
31.90 |
0.4% |
8,763.13 |
Range |
194.98 |
141.70 |
-53.28 |
-27.3% |
338.11 |
ATR |
166.16 |
164.41 |
-1.75 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,220.13 |
9,137.22 |
8,848.86 |
|
R3 |
9,078.43 |
8,995.52 |
8,809.89 |
|
R2 |
8,936.73 |
8,936.73 |
8,796.90 |
|
R1 |
8,853.82 |
8,853.82 |
8,783.91 |
8,895.28 |
PP |
8,795.03 |
8,795.03 |
8,795.03 |
8,815.75 |
S1 |
8,712.12 |
8,712.12 |
8,757.93 |
8,753.58 |
S2 |
8,653.33 |
8,653.33 |
8,744.94 |
|
S3 |
8,511.63 |
8,570.42 |
8,731.95 |
|
S4 |
8,369.93 |
8,428.72 |
8,692.99 |
|
|
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 |
8,877.93 |
8,633.07 |
244.86 |
2.8% |
148.94 |
1.7% |
56% |
True |
False |
|
10 |
8,877.93 |
8,368.52 |
509.41 |
5.8% |
151.07 |
1.7% |
79% |
True |
False |
|
20 |
8,877.93 |
8,221.01 |
656.92 |
7.5% |
162.35 |
1.9% |
84% |
True |
False |
|
40 |
8,877.93 |
7,791.95 |
1,085.98 |
12.4% |
167.79 |
1.9% |
90% |
True |
False |
|
60 |
8,877.93 |
7,257.27 |
1,620.66 |
18.5% |
187.27 |
2.1% |
93% |
True |
False |
|
80 |
8,877.93 |
6,469.95 |
2,407.98 |
27.5% |
198.77 |
2.3% |
96% |
True |
False |
|
100 |
8,877.93 |
6,469.95 |
2,407.98 |
27.5% |
205.58 |
2.3% |
96% |
True |
False |
|
120 |
9,088.06 |
6,469.95 |
2,618.11 |
29.8% |
205.13 |
2.3% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,480.16 |
2.618 |
9,248.90 |
1.618 |
9,107.20 |
1.000 |
9,019.63 |
0.618 |
8,965.50 |
HIGH |
8,877.93 |
0.618 |
8,823.80 |
0.500 |
8,807.08 |
0.382 |
8,790.36 |
LOW |
8,736.23 |
0.618 |
8,648.66 |
1.000 |
8,594.53 |
1.618 |
8,506.96 |
2.618 |
8,365.26 |
4.250 |
8,134.01 |
|
|
Fisher Pivots for day following 11-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
8,807.08 |
8,766.93 |
PP |
8,795.03 |
8,762.93 |
S1 |
8,782.97 |
8,758.94 |
|