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 |
912.50 |
910.25 |
-2.25 |
-0.2% |
932.25 |
High |
918.50 |
922.00 |
3.50 |
0.4% |
956.50 |
Low |
903.50 |
907.50 |
4.00 |
0.4% |
925.50 |
Close |
909.75 |
917.75 |
8.00 |
0.9% |
944.75 |
Range |
15.00 |
14.50 |
-0.50 |
-3.3% |
31.00 |
ATR |
21.13 |
20.66 |
-0.47 |
-2.2% |
0.00 |
Volume |
651,370 |
398,535 |
-252,835 |
-38.8% |
10,519,143 |
|
Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
959.25 |
953.00 |
925.75 |
|
R3 |
944.75 |
938.50 |
921.75 |
|
R2 |
930.25 |
930.25 |
920.50 |
|
R1 |
924.00 |
924.00 |
919.00 |
927.00 |
PP |
915.75 |
915.75 |
915.75 |
917.25 |
S1 |
909.50 |
909.50 |
916.50 |
912.50 |
S2 |
901.25 |
901.25 |
915.00 |
|
S3 |
886.75 |
895.00 |
913.75 |
|
S4 |
872.25 |
880.50 |
909.75 |
|
|
Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,035.25 |
1,021.00 |
961.75 |
|
R3 |
1,004.25 |
990.00 |
953.25 |
|
R2 |
973.25 |
973.25 |
950.50 |
|
R1 |
959.00 |
959.00 |
947.50 |
966.00 |
PP |
942.25 |
942.25 |
942.25 |
945.75 |
S1 |
928.00 |
928.00 |
942.00 |
935.00 |
S2 |
911.25 |
911.25 |
939.00 |
|
S3 |
880.25 |
897.00 |
936.25 |
|
S4 |
849.25 |
866.00 |
927.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
946.75 |
903.50 |
43.25 |
4.7% |
16.50 |
1.8% |
33% |
False |
False |
826,636 |
10 |
957.50 |
903.50 |
54.00 |
5.9% |
18.75 |
2.1% |
26% |
False |
False |
1,486,379 |
20 |
957.50 |
876.75 |
80.75 |
8.8% |
20.75 |
2.3% |
51% |
False |
False |
1,875,043 |
40 |
957.50 |
831.25 |
126.25 |
13.8% |
21.75 |
2.4% |
69% |
False |
False |
2,113,094 |
60 |
957.50 |
775.50 |
182.00 |
19.8% |
23.25 |
2.5% |
78% |
False |
False |
2,192,351 |
80 |
957.50 |
662.75 |
294.75 |
32.1% |
25.25 |
2.8% |
87% |
False |
False |
1,935,519 |
100 |
957.50 |
662.75 |
294.75 |
32.1% |
25.75 |
2.8% |
87% |
False |
False |
1,549,883 |
120 |
957.50 |
662.75 |
294.75 |
32.1% |
26.50 |
2.9% |
87% |
False |
False |
1,292,348 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
983.50 |
2.618 |
960.00 |
1.618 |
945.50 |
1.000 |
936.50 |
0.618 |
931.00 |
HIGH |
922.00 |
0.618 |
916.50 |
0.500 |
914.75 |
0.382 |
913.00 |
LOW |
907.50 |
0.618 |
898.50 |
1.000 |
893.00 |
1.618 |
884.00 |
2.618 |
869.50 |
4.250 |
846.00 |
|
|
Fisher Pivots for day following 18-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
916.75 |
917.25 |
PP |
915.75 |
916.75 |
S1 |
914.75 |
916.00 |
|