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 |
1,482.75 |
1,459.25 |
-23.50 |
-1.6% |
1,480.25 |
High |
1,483.00 |
1,469.50 |
-13.50 |
-0.9% |
1,517.75 |
Low |
1,444.75 |
1,442.50 |
-2.25 |
-0.2% |
1,466.75 |
Close |
1,458.50 |
1,445.75 |
-12.75 |
-0.9% |
1,486.50 |
Range |
38.25 |
27.00 |
-11.25 |
-29.4% |
51.00 |
ATR |
35.20 |
34.62 |
-0.59 |
-1.7% |
0.00 |
Volume |
94,492 |
86,420 |
-8,072 |
-8.5% |
1,308,287 |
|
Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,533.50 |
1,516.75 |
1,460.50 |
|
R3 |
1,506.50 |
1,489.75 |
1,453.25 |
|
R2 |
1,479.50 |
1,479.50 |
1,450.75 |
|
R1 |
1,462.75 |
1,462.75 |
1,448.25 |
1,457.50 |
PP |
1,452.50 |
1,452.50 |
1,452.50 |
1,450.00 |
S1 |
1,435.75 |
1,435.75 |
1,443.25 |
1,430.50 |
S2 |
1,425.50 |
1,425.50 |
1,440.75 |
|
S3 |
1,398.50 |
1,408.75 |
1,438.25 |
|
S4 |
1,371.50 |
1,381.75 |
1,431.00 |
|
|
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 |
1,442.50 |
75.25 |
5.2% |
32.25 |
2.2% |
4% |
False |
True |
187,978 |
10 |
1,517.75 |
1,442.50 |
75.25 |
5.2% |
29.75 |
2.1% |
4% |
False |
True |
223,005 |
20 |
1,517.75 |
1,342.75 |
175.00 |
12.1% |
34.25 |
2.4% |
59% |
False |
False |
261,306 |
40 |
1,517.75 |
1,299.75 |
218.00 |
15.1% |
36.00 |
2.5% |
67% |
False |
False |
290,769 |
60 |
1,517.75 |
1,186.50 |
331.25 |
22.9% |
37.75 |
2.6% |
78% |
False |
False |
297,102 |
80 |
1,517.75 |
1,039.50 |
478.25 |
33.1% |
39.25 |
2.7% |
85% |
False |
False |
249,739 |
100 |
1,517.75 |
1,039.50 |
478.25 |
33.1% |
39.00 |
2.7% |
85% |
False |
False |
199,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,584.25 |
2.618 |
1,540.25 |
1.618 |
1,513.25 |
1.000 |
1,496.50 |
0.618 |
1,486.25 |
HIGH |
1,469.50 |
0.618 |
1,459.25 |
0.500 |
1,456.00 |
0.382 |
1,452.75 |
LOW |
1,442.50 |
0.618 |
1,425.75 |
1.000 |
1,415.50 |
1.618 |
1,398.75 |
2.618 |
1,371.75 |
4.250 |
1,327.75 |
|
|
Fisher Pivots for day following 16-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
1,456.00 |
1,470.00 |
PP |
1,452.50 |
1,462.00 |
S1 |
1,449.25 |
1,453.75 |
|