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 |
1,489.25 |
1,482.75 |
-6.50 |
-0.4% |
1,480.25 |
High |
1,497.50 |
1,483.00 |
-14.50 |
-1.0% |
1,517.75 |
Low |
1,469.75 |
1,444.75 |
-25.00 |
-1.7% |
1,466.75 |
Close |
1,486.50 |
1,458.50 |
-28.00 |
-1.9% |
1,486.50 |
Range |
27.75 |
38.25 |
10.50 |
37.8% |
51.00 |
ATR |
34.70 |
35.20 |
0.50 |
1.5% |
0.00 |
Volume |
191,213 |
94,492 |
-96,721 |
-50.6% |
1,308,287 |
|
Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,576.75 |
1,556.00 |
1,479.50 |
|
R3 |
1,538.50 |
1,517.75 |
1,469.00 |
|
R2 |
1,500.25 |
1,500.25 |
1,465.50 |
|
R1 |
1,479.50 |
1,479.50 |
1,462.00 |
1,470.75 |
PP |
1,462.00 |
1,462.00 |
1,462.00 |
1,457.75 |
S1 |
1,441.25 |
1,441.25 |
1,455.00 |
1,432.50 |
S2 |
1,423.75 |
1,423.75 |
1,451.50 |
|
S3 |
1,385.50 |
1,403.00 |
1,448.00 |
|
S4 |
1,347.25 |
1,364.75 |
1,437.50 |
|
|
Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,643.25 |
1,616.00 |
1,514.50 |
|
R3 |
1,592.25 |
1,565.00 |
1,500.50 |
|
R2 |
1,541.25 |
1,541.25 |
1,495.75 |
|
R1 |
1,514.00 |
1,514.00 |
1,491.25 |
1,527.50 |
PP |
1,490.25 |
1,490.25 |
1,490.25 |
1,497.25 |
S1 |
1,463.00 |
1,463.00 |
1,481.75 |
1,476.50 |
S2 |
1,439.25 |
1,439.25 |
1,477.25 |
|
S3 |
1,388.25 |
1,412.00 |
1,472.50 |
|
S4 |
1,337.25 |
1,361.00 |
1,458.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,517.75 |
1,444.75 |
73.00 |
5.0% |
31.50 |
2.2% |
19% |
False |
True |
222,730 |
10 |
1,517.75 |
1,444.75 |
73.00 |
5.0% |
30.00 |
2.1% |
19% |
False |
True |
246,173 |
20 |
1,517.75 |
1,342.50 |
175.25 |
12.0% |
35.50 |
2.4% |
66% |
False |
False |
270,277 |
40 |
1,517.75 |
1,299.75 |
218.00 |
14.9% |
36.50 |
2.5% |
73% |
False |
False |
294,797 |
60 |
1,517.75 |
1,177.25 |
340.50 |
23.3% |
38.00 |
2.6% |
83% |
False |
False |
301,122 |
80 |
1,517.75 |
1,039.50 |
478.25 |
32.8% |
39.25 |
2.7% |
88% |
False |
False |
248,661 |
100 |
1,517.75 |
1,039.50 |
478.25 |
32.8% |
39.25 |
2.7% |
88% |
False |
False |
198,977 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,645.50 |
2.618 |
1,583.25 |
1.618 |
1,545.00 |
1.000 |
1,521.25 |
0.618 |
1,506.75 |
HIGH |
1,483.00 |
0.618 |
1,468.50 |
0.500 |
1,464.00 |
0.382 |
1,459.25 |
LOW |
1,444.75 |
0.618 |
1,421.00 |
1.000 |
1,406.50 |
1.618 |
1,382.75 |
2.618 |
1,344.50 |
4.250 |
1,282.25 |
|
|
Fisher Pivots for day following 15-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
1,464.00 |
1,478.50 |
PP |
1,462.00 |
1,471.75 |
S1 |
1,460.25 |
1,465.00 |
|