Trading Metrics calculated at close of trading on 16-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
5,060.0 |
4,890.0 |
-170.0 |
-3.4% |
5,053.0 |
High |
5,060.0 |
4,934.5 |
-125.5 |
-2.5% |
5,136.0 |
Low |
4,881.0 |
4,844.0 |
-37.0 |
-0.8% |
4,966.5 |
Close |
4,898.5 |
4,900.5 |
2.0 |
0.0% |
5,068.0 |
Range |
179.0 |
90.5 |
-88.5 |
-49.4% |
169.5 |
ATR |
128.6 |
125.9 |
-2.7 |
-2.1% |
0.0 |
Volume |
179,616 |
161,856 |
-17,760 |
-9.9% |
655,375 |
|
Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,164.5 |
5,123.0 |
4,950.3 |
|
R3 |
5,074.0 |
5,032.5 |
4,925.4 |
|
R2 |
4,983.5 |
4,983.5 |
4,917.1 |
|
R1 |
4,942.0 |
4,942.0 |
4,908.8 |
4,962.8 |
PP |
4,893.0 |
4,893.0 |
4,893.0 |
4,903.4 |
S1 |
4,851.5 |
4,851.5 |
4,892.2 |
4,872.3 |
S2 |
4,802.5 |
4,802.5 |
4,883.9 |
|
S3 |
4,712.0 |
4,761.0 |
4,875.6 |
|
S4 |
4,621.5 |
4,670.5 |
4,850.7 |
|
|
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 |
4,844.0 |
292.0 |
6.0% |
110.2 |
2.2% |
19% |
False |
True |
145,646 |
10 |
5,171.0 |
4,844.0 |
327.0 |
6.7% |
108.5 |
2.2% |
17% |
False |
True |
141,096 |
20 |
5,179.5 |
4,804.0 |
375.5 |
7.7% |
115.6 |
2.4% |
26% |
False |
False |
143,937 |
40 |
5,179.5 |
4,399.0 |
780.5 |
15.9% |
126.1 |
2.6% |
64% |
False |
False |
156,488 |
60 |
5,179.5 |
3,976.0 |
1,203.5 |
24.6% |
128.8 |
2.6% |
77% |
False |
False |
156,442 |
80 |
5,179.5 |
3,599.5 |
1,580.0 |
32.2% |
134.7 |
2.7% |
82% |
False |
False |
119,569 |
100 |
5,179.5 |
3,599.5 |
1,580.0 |
32.2% |
136.1 |
2.8% |
82% |
False |
False |
95,768 |
120 |
5,179.5 |
3,599.5 |
1,580.0 |
32.2% |
136.7 |
2.8% |
82% |
False |
False |
79,991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,319.1 |
2.618 |
5,171.4 |
1.618 |
5,080.9 |
1.000 |
5,025.0 |
0.618 |
4,990.4 |
HIGH |
4,934.5 |
0.618 |
4,899.9 |
0.500 |
4,889.3 |
0.382 |
4,878.6 |
LOW |
4,844.0 |
0.618 |
4,788.1 |
1.000 |
4,753.5 |
1.618 |
4,697.6 |
2.618 |
4,607.1 |
4.250 |
4,459.4 |
|
|
Fisher Pivots for day following 16-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4,896.8 |
4,975.8 |
PP |
4,893.0 |
4,950.7 |
S1 |
4,889.3 |
4,925.6 |
|