Trading Metrics calculated at close of trading on 12-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
8,736.23 |
8,770.01 |
33.78 |
0.4% |
8,759.35 |
High |
8,877.93 |
8,805.53 |
-72.40 |
-0.8% |
8,877.93 |
Low |
8,736.23 |
8,716.73 |
-19.50 |
-0.2% |
8,633.07 |
Close |
8,770.92 |
8,799.26 |
28.34 |
0.3% |
8,799.26 |
Range |
141.70 |
88.80 |
-52.90 |
-37.3% |
244.86 |
ATR |
164.41 |
159.01 |
-5.40 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,040.24 |
9,008.55 |
8,848.10 |
|
R3 |
8,951.44 |
8,919.75 |
8,823.68 |
|
R2 |
8,862.64 |
8,862.64 |
8,815.54 |
|
R1 |
8,830.95 |
8,830.95 |
8,807.40 |
8,846.80 |
PP |
8,773.84 |
8,773.84 |
8,773.84 |
8,781.76 |
S1 |
8,742.15 |
8,742.15 |
8,791.12 |
8,758.00 |
S2 |
8,685.04 |
8,685.04 |
8,782.98 |
|
S3 |
8,596.24 |
8,653.35 |
8,774.84 |
|
S4 |
8,507.44 |
8,564.55 |
8,750.42 |
|
|
Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,504.67 |
9,396.82 |
8,933.93 |
|
R3 |
9,259.81 |
9,151.96 |
8,866.60 |
|
R2 |
9,014.95 |
9,014.95 |
8,844.15 |
|
R1 |
8,907.10 |
8,907.10 |
8,821.71 |
8,961.03 |
PP |
8,770.09 |
8,770.09 |
8,770.09 |
8,797.05 |
S1 |
8,662.24 |
8,662.24 |
8,776.81 |
8,716.17 |
S2 |
8,525.23 |
8,525.23 |
8,754.37 |
|
S3 |
8,280.37 |
8,417.38 |
8,731.92 |
|
S4 |
8,035.51 |
8,172.52 |
8,664.59 |
|
|
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% |
138.90 |
1.6% |
68% |
False |
False |
|
10 |
8,877.93 |
8,501.29 |
376.64 |
4.3% |
144.50 |
1.6% |
79% |
False |
False |
|
20 |
8,877.93 |
8,221.01 |
656.92 |
7.5% |
161.66 |
1.8% |
88% |
False |
False |
|
40 |
8,877.93 |
7,791.95 |
1,085.98 |
12.3% |
164.87 |
1.9% |
93% |
False |
False |
|
60 |
8,877.93 |
7,257.83 |
1,620.10 |
18.4% |
183.51 |
2.1% |
95% |
False |
False |
|
80 |
8,877.93 |
6,469.95 |
2,407.98 |
27.4% |
198.16 |
2.3% |
97% |
False |
False |
|
100 |
8,877.93 |
6,469.95 |
2,407.98 |
27.4% |
202.95 |
2.3% |
97% |
False |
False |
|
120 |
9,088.06 |
6,469.95 |
2,618.11 |
29.8% |
202.90 |
2.3% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,182.93 |
2.618 |
9,038.01 |
1.618 |
8,949.21 |
1.000 |
8,894.33 |
0.618 |
8,860.41 |
HIGH |
8,805.53 |
0.618 |
8,771.61 |
0.500 |
8,761.13 |
0.382 |
8,750.65 |
LOW |
8,716.73 |
0.618 |
8,661.85 |
1.000 |
8,627.93 |
1.618 |
8,573.05 |
2.618 |
8,484.25 |
4.250 |
8,339.33 |
|
|
Fisher Pivots for day following 12-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
8,786.55 |
8,785.82 |
PP |
8,773.84 |
8,772.38 |
S1 |
8,761.13 |
8,758.94 |
|