Trading Metrics calculated at close of trading on 19-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4,816.0 |
4,839.0 |
23.0 |
0.5% |
5,060.0 |
High |
4,858.0 |
4,865.5 |
7.5 |
0.2% |
5,060.0 |
Low |
4,769.0 |
4,815.5 |
46.5 |
1.0% |
4,760.0 |
Close |
4,841.0 |
4,841.2 |
0.2 |
0.0% |
4,841.2 |
Range |
89.0 |
50.0 |
-39.0 |
-43.8% |
300.0 |
ATR |
124.2 |
118.9 |
-5.3 |
-4.3% |
0.0 |
Volume |
146,594 |
21,382 |
-125,212 |
-85.4% |
726,596 |
|
Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,990.7 |
4,966.0 |
4,868.7 |
|
R3 |
4,940.7 |
4,916.0 |
4,855.0 |
|
R2 |
4,890.7 |
4,890.7 |
4,850.4 |
|
R1 |
4,866.0 |
4,866.0 |
4,845.8 |
4,878.4 |
PP |
4,840.7 |
4,840.7 |
4,840.7 |
4,846.9 |
S1 |
4,816.0 |
4,816.0 |
4,836.6 |
4,828.4 |
S2 |
4,790.7 |
4,790.7 |
4,832.0 |
|
S3 |
4,740.7 |
4,766.0 |
4,827.5 |
|
S4 |
4,690.7 |
4,716.0 |
4,813.7 |
|
|
Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,787.1 |
5,614.1 |
5,006.2 |
|
R3 |
5,487.1 |
5,314.1 |
4,923.7 |
|
R2 |
5,187.1 |
5,187.1 |
4,896.2 |
|
R1 |
5,014.1 |
5,014.1 |
4,868.7 |
4,950.6 |
PP |
4,887.1 |
4,887.1 |
4,887.1 |
4,855.3 |
S1 |
4,714.1 |
4,714.1 |
4,813.7 |
4,650.6 |
S2 |
4,587.1 |
4,587.1 |
4,786.2 |
|
S3 |
4,287.1 |
4,414.1 |
4,758.7 |
|
S4 |
3,987.1 |
4,114.1 |
4,676.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,060.0 |
4,760.0 |
300.0 |
6.2% |
107.2 |
2.2% |
27% |
False |
False |
145,319 |
10 |
5,136.0 |
4,760.0 |
376.0 |
7.8% |
100.1 |
2.1% |
22% |
False |
False |
138,197 |
20 |
5,179.5 |
4,760.0 |
419.5 |
8.7% |
109.9 |
2.3% |
19% |
False |
False |
139,434 |
40 |
5,179.5 |
4,528.5 |
651.0 |
13.4% |
119.6 |
2.5% |
48% |
False |
False |
152,371 |
60 |
5,179.5 |
3,976.0 |
1,203.5 |
24.9% |
127.0 |
2.6% |
72% |
False |
False |
155,729 |
80 |
5,179.5 |
3,599.5 |
1,580.0 |
32.6% |
131.2 |
2.7% |
79% |
False |
False |
124,349 |
100 |
5,179.5 |
3,599.5 |
1,580.0 |
32.6% |
133.3 |
2.8% |
79% |
False |
False |
99,602 |
120 |
5,179.5 |
3,599.5 |
1,580.0 |
32.6% |
135.7 |
2.8% |
79% |
False |
False |
83,098 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,078.0 |
2.618 |
4,996.4 |
1.618 |
4,946.4 |
1.000 |
4,915.5 |
0.618 |
4,896.4 |
HIGH |
4,865.5 |
0.618 |
4,846.4 |
0.500 |
4,840.5 |
0.382 |
4,834.6 |
LOW |
4,815.5 |
0.618 |
4,784.6 |
1.000 |
4,765.5 |
1.618 |
4,734.6 |
2.618 |
4,684.6 |
4.250 |
4,603.0 |
|
|
Fisher Pivots for day following 19-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4,841.0 |
4,835.4 |
PP |
4,840.7 |
4,829.6 |
S1 |
4,840.5 |
4,823.8 |
|