Trading Metrics calculated at close of trading on 18-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4,869.0 |
4,816.0 |
-53.0 |
-1.1% |
5,053.0 |
High |
4,887.5 |
4,858.0 |
-29.5 |
-0.6% |
5,136.0 |
Low |
4,760.0 |
4,769.0 |
9.0 |
0.2% |
4,966.5 |
Close |
4,808.0 |
4,841.0 |
33.0 |
0.7% |
5,068.0 |
Range |
127.5 |
89.0 |
-38.5 |
-30.2% |
169.5 |
ATR |
126.9 |
124.2 |
-2.7 |
-2.1% |
0.0 |
Volume |
217,148 |
146,594 |
-70,554 |
-32.5% |
655,375 |
|
Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,089.7 |
5,054.3 |
4,890.0 |
|
R3 |
5,000.7 |
4,965.3 |
4,865.5 |
|
R2 |
4,911.7 |
4,911.7 |
4,857.3 |
|
R1 |
4,876.3 |
4,876.3 |
4,849.2 |
4,894.0 |
PP |
4,822.7 |
4,822.7 |
4,822.7 |
4,831.5 |
S1 |
4,787.3 |
4,787.3 |
4,832.8 |
4,805.0 |
S2 |
4,733.7 |
4,733.7 |
4,824.7 |
|
S3 |
4,644.7 |
4,698.3 |
4,816.5 |
|
S4 |
4,555.7 |
4,609.3 |
4,792.1 |
|
|
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 |
5,107.5 |
4,760.0 |
347.5 |
7.2% |
109.9 |
2.3% |
23% |
False |
False |
162,542 |
10 |
5,165.0 |
4,760.0 |
405.0 |
8.4% |
106.9 |
2.2% |
20% |
False |
False |
151,567 |
20 |
5,179.5 |
4,760.0 |
419.5 |
8.7% |
113.8 |
2.4% |
19% |
False |
False |
145,301 |
40 |
5,179.5 |
4,464.0 |
715.5 |
14.8% |
122.4 |
2.5% |
53% |
False |
False |
156,528 |
60 |
5,179.5 |
3,976.0 |
1,203.5 |
24.9% |
128.6 |
2.7% |
72% |
False |
False |
158,510 |
80 |
5,179.5 |
3,599.5 |
1,580.0 |
32.6% |
133.7 |
2.8% |
79% |
False |
False |
124,091 |
100 |
5,179.5 |
3,599.5 |
1,580.0 |
32.6% |
135.1 |
2.8% |
79% |
False |
False |
99,394 |
120 |
5,179.5 |
3,599.5 |
1,580.0 |
32.6% |
136.3 |
2.8% |
79% |
False |
False |
82,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,236.3 |
2.618 |
5,091.0 |
1.618 |
5,002.0 |
1.000 |
4,947.0 |
0.618 |
4,913.0 |
HIGH |
4,858.0 |
0.618 |
4,824.0 |
0.500 |
4,813.5 |
0.382 |
4,803.0 |
LOW |
4,769.0 |
0.618 |
4,714.0 |
1.000 |
4,680.0 |
1.618 |
4,625.0 |
2.618 |
4,536.0 |
4.250 |
4,390.8 |
|
|
Fisher Pivots for day following 18-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4,831.8 |
4,847.3 |
PP |
4,822.7 |
4,845.2 |
S1 |
4,813.5 |
4,843.1 |
|