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 |
8,698 |
8,696 |
-2 |
0.0% |
8,634 |
High |
8,828 |
8,757 |
-71 |
-0.8% |
8,828 |
Low |
8,675 |
8,650 |
-25 |
-0.3% |
8,574 |
Close |
8,699 |
8,738 |
39 |
0.4% |
8,738 |
Range |
153 |
107 |
-46 |
-30.1% |
254 |
ATR |
178 |
172 |
-5 |
-2.8% |
0 |
Volume |
6,717 |
81,497 |
74,780 |
1,113.3% |
96,012 |
|
Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,036 |
8,994 |
8,797 |
|
R3 |
8,929 |
8,887 |
8,768 |
|
R2 |
8,822 |
8,822 |
8,758 |
|
R1 |
8,780 |
8,780 |
8,748 |
8,801 |
PP |
8,715 |
8,715 |
8,715 |
8,726 |
S1 |
8,673 |
8,673 |
8,728 |
8,694 |
S2 |
8,608 |
8,608 |
8,719 |
|
S3 |
8,501 |
8,566 |
8,709 |
|
S4 |
8,394 |
8,459 |
8,679 |
|
|
Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,475 |
9,361 |
8,878 |
|
R3 |
9,221 |
9,107 |
8,808 |
|
R2 |
8,967 |
8,967 |
8,785 |
|
R1 |
8,853 |
8,853 |
8,761 |
8,910 |
PP |
8,713 |
8,713 |
8,713 |
8,742 |
S1 |
8,599 |
8,599 |
8,715 |
8,656 |
S2 |
8,459 |
8,459 |
8,692 |
|
S3 |
8,205 |
8,345 |
8,668 |
|
S4 |
7,951 |
8,091 |
8,598 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,828 |
8,574 |
254 |
2.9% |
149 |
1.7% |
65% |
False |
False |
19,202 |
10 |
8,828 |
8,416 |
412 |
4.7% |
159 |
1.8% |
78% |
False |
False |
10,107 |
20 |
8,828 |
8,122 |
706 |
8.1% |
177 |
2.0% |
87% |
False |
False |
5,150 |
40 |
8,828 |
7,677 |
1,151 |
13.2% |
179 |
2.0% |
92% |
False |
False |
2,616 |
60 |
8,828 |
7,180 |
1,648 |
18.9% |
191 |
2.2% |
95% |
False |
False |
1,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,212 |
2.618 |
9,037 |
1.618 |
8,930 |
1.000 |
8,864 |
0.618 |
8,823 |
HIGH |
8,757 |
0.618 |
8,716 |
0.500 |
8,704 |
0.382 |
8,691 |
LOW |
8,650 |
0.618 |
8,584 |
1.000 |
8,543 |
1.618 |
8,477 |
2.618 |
8,370 |
4.250 |
8,195 |
|
|
Fisher Pivots for day following 12-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
8,727 |
8,728 |
PP |
8,715 |
8,717 |
S1 |
8,704 |
8,707 |
|