Trading Metrics calculated at close of trading on 09-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
8,759.35 |
8,764.83 |
5.48 |
0.1% |
8,501.53 |
High |
8,823.97 |
8,803.26 |
-20.71 |
-0.2% |
8,839.40 |
Low |
8,633.07 |
8,725.12 |
92.05 |
1.1% |
8,501.29 |
Close |
8,764.49 |
8,763.06 |
-1.43 |
0.0% |
8,763.13 |
Range |
190.90 |
78.14 |
-112.76 |
-59.1% |
338.11 |
ATR |
170.54 |
163.94 |
-6.60 |
-3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,998.23 |
8,958.79 |
8,806.04 |
|
R3 |
8,920.09 |
8,880.65 |
8,784.55 |
|
R2 |
8,841.95 |
8,841.95 |
8,777.39 |
|
R1 |
8,802.51 |
8,802.51 |
8,770.22 |
8,783.16 |
PP |
8,763.81 |
8,763.81 |
8,763.81 |
8,754.14 |
S1 |
8,724.37 |
8,724.37 |
8,755.90 |
8,705.02 |
S2 |
8,685.67 |
8,685.67 |
8,748.73 |
|
S3 |
8,607.53 |
8,646.23 |
8,741.57 |
|
S4 |
8,529.39 |
8,568.09 |
8,720.08 |
|
|
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 |
2.8% |
133.34 |
1.5% |
68% |
False |
False |
|
10 |
8,839.40 |
8,246.58 |
592.82 |
6.8% |
156.93 |
1.8% |
87% |
False |
False |
|
20 |
8,839.40 |
8,221.01 |
618.39 |
7.1% |
163.09 |
1.9% |
88% |
False |
False |
|
40 |
8,839.40 |
7,791.95 |
1,047.45 |
12.0% |
167.52 |
1.9% |
93% |
False |
False |
|
60 |
8,839.40 |
7,172.05 |
1,667.35 |
19.0% |
188.51 |
2.2% |
95% |
False |
False |
|
80 |
8,839.40 |
6,469.95 |
2,369.45 |
27.0% |
199.87 |
2.3% |
97% |
False |
False |
|
100 |
8,839.40 |
6,469.95 |
2,369.45 |
27.0% |
207.44 |
2.4% |
97% |
False |
False |
|
120 |
9,088.06 |
6,469.95 |
2,618.11 |
29.9% |
207.13 |
2.4% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,135.36 |
2.618 |
9,007.83 |
1.618 |
8,929.69 |
1.000 |
8,881.40 |
0.618 |
8,851.55 |
HIGH |
8,803.26 |
0.618 |
8,773.41 |
0.500 |
8,764.19 |
0.382 |
8,754.97 |
LOW |
8,725.12 |
0.618 |
8,676.83 |
1.000 |
8,646.98 |
1.618 |
8,598.69 |
2.618 |
8,520.55 |
4.250 |
8,393.03 |
|
|
Fisher Pivots for day following 09-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
8,764.19 |
8,754.12 |
PP |
8,763.81 |
8,745.18 |
S1 |
8,763.44 |
8,736.24 |
|