Trading Metrics calculated at close of trading on 15-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
5,092.5 |
5,060.0 |
-32.5 |
-0.6% |
5,053.0 |
High |
5,107.5 |
5,060.0 |
-47.5 |
-0.9% |
5,136.0 |
Low |
5,044.0 |
4,881.0 |
-163.0 |
-3.2% |
4,966.5 |
Close |
5,068.0 |
4,898.5 |
-169.5 |
-3.3% |
5,068.0 |
Range |
63.5 |
179.0 |
115.5 |
181.9% |
169.5 |
ATR |
124.1 |
128.6 |
4.5 |
3.6% |
0.0 |
Volume |
107,499 |
179,616 |
72,117 |
67.1% |
655,375 |
|
Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,483.5 |
5,370.0 |
4,997.0 |
|
R3 |
5,304.5 |
5,191.0 |
4,947.7 |
|
R2 |
5,125.5 |
5,125.5 |
4,931.3 |
|
R1 |
5,012.0 |
5,012.0 |
4,914.9 |
4,979.3 |
PP |
4,946.5 |
4,946.5 |
4,946.5 |
4,930.1 |
S1 |
4,833.0 |
4,833.0 |
4,882.1 |
4,800.3 |
S2 |
4,767.5 |
4,767.5 |
4,865.7 |
|
S3 |
4,588.5 |
4,654.0 |
4,849.3 |
|
S4 |
4,409.5 |
4,475.0 |
4,800.1 |
|
|
Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,565.3 |
5,486.2 |
5,161.2 |
|
R3 |
5,395.8 |
5,316.7 |
5,114.6 |
|
R2 |
5,226.3 |
5,226.3 |
5,099.1 |
|
R1 |
5,147.2 |
5,147.2 |
5,083.5 |
5,186.8 |
PP |
5,056.8 |
5,056.8 |
5,056.8 |
5,076.6 |
S1 |
4,977.7 |
4,977.7 |
5,052.5 |
5,017.3 |
S2 |
4,887.3 |
4,887.3 |
5,036.9 |
|
S3 |
4,717.8 |
4,808.2 |
5,021.4 |
|
S4 |
4,548.3 |
4,638.7 |
4,974.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,136.0 |
4,881.0 |
255.0 |
5.2% |
109.8 |
2.2% |
7% |
False |
True |
141,050 |
10 |
5,179.5 |
4,881.0 |
298.5 |
6.1% |
107.3 |
2.2% |
6% |
False |
True |
138,949 |
20 |
5,179.5 |
4,659.0 |
520.5 |
10.6% |
122.7 |
2.5% |
46% |
False |
False |
144,044 |
40 |
5,179.5 |
4,399.0 |
780.5 |
15.9% |
126.4 |
2.6% |
64% |
False |
False |
156,870 |
60 |
5,179.5 |
3,955.5 |
1,224.0 |
25.0% |
129.6 |
2.6% |
77% |
False |
False |
154,588 |
80 |
5,179.5 |
3,599.5 |
1,580.0 |
32.3% |
135.0 |
2.8% |
82% |
False |
False |
117,554 |
100 |
5,179.5 |
3,599.5 |
1,580.0 |
32.3% |
137.3 |
2.8% |
82% |
False |
False |
94,162 |
120 |
5,179.5 |
3,599.5 |
1,580.0 |
32.3% |
137.3 |
2.8% |
82% |
False |
False |
78,683 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,820.8 |
2.618 |
5,528.6 |
1.618 |
5,349.6 |
1.000 |
5,239.0 |
0.618 |
5,170.6 |
HIGH |
5,060.0 |
0.618 |
4,991.6 |
0.500 |
4,970.5 |
0.382 |
4,949.4 |
LOW |
4,881.0 |
0.618 |
4,770.4 |
1.000 |
4,702.0 |
1.618 |
4,591.4 |
2.618 |
4,412.4 |
4.250 |
4,120.3 |
|
|
Fisher Pivots for day following 15-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4,970.5 |
5,005.3 |
PP |
4,946.5 |
4,969.7 |
S1 |
4,922.5 |
4,934.1 |
|