Trading Metrics calculated at close of trading on 17-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2009 |
17-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
1,459.25 |
1,447.00 |
-12.25 |
-0.8% |
1,480.25 |
High |
1,469.50 |
1,470.75 |
1.25 |
0.1% |
1,517.75 |
Low |
1,442.50 |
1,439.50 |
-3.00 |
-0.2% |
1,466.75 |
Close |
1,445.75 |
1,454.75 |
9.00 |
0.6% |
1,486.50 |
Range |
27.00 |
31.25 |
4.25 |
15.7% |
51.00 |
ATR |
34.62 |
34.38 |
-0.24 |
-0.7% |
0.00 |
Volume |
86,420 |
76,890 |
-9,530 |
-11.0% |
1,308,287 |
|
Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,548.75 |
1,533.00 |
1,472.00 |
|
R3 |
1,517.50 |
1,501.75 |
1,463.25 |
|
R2 |
1,486.25 |
1,486.25 |
1,460.50 |
|
R1 |
1,470.50 |
1,470.50 |
1,457.50 |
1,478.50 |
PP |
1,455.00 |
1,455.00 |
1,455.00 |
1,459.00 |
S1 |
1,439.25 |
1,439.25 |
1,452.00 |
1,447.00 |
S2 |
1,423.75 |
1,423.75 |
1,449.00 |
|
S3 |
1,392.50 |
1,408.00 |
1,446.25 |
|
S4 |
1,361.25 |
1,376.75 |
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 |
1,512.00 |
1,439.50 |
72.50 |
5.0% |
29.50 |
2.0% |
21% |
False |
True |
155,130 |
10 |
1,517.75 |
1,439.50 |
78.25 |
5.4% |
30.25 |
2.1% |
19% |
False |
True |
201,291 |
20 |
1,517.75 |
1,342.75 |
175.00 |
12.0% |
34.25 |
2.4% |
64% |
False |
False |
251,558 |
40 |
1,517.75 |
1,314.75 |
203.00 |
14.0% |
36.00 |
2.5% |
69% |
False |
False |
285,673 |
60 |
1,517.75 |
1,203.50 |
314.25 |
21.6% |
37.00 |
2.5% |
80% |
False |
False |
292,851 |
80 |
1,517.75 |
1,039.50 |
478.25 |
32.9% |
39.25 |
2.7% |
87% |
False |
False |
250,697 |
100 |
1,517.75 |
1,039.50 |
478.25 |
32.9% |
39.00 |
2.7% |
87% |
False |
False |
200,609 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,603.50 |
2.618 |
1,552.50 |
1.618 |
1,521.25 |
1.000 |
1,502.00 |
0.618 |
1,490.00 |
HIGH |
1,470.75 |
0.618 |
1,458.75 |
0.500 |
1,455.00 |
0.382 |
1,451.50 |
LOW |
1,439.50 |
0.618 |
1,420.25 |
1.000 |
1,408.25 |
1.618 |
1,389.00 |
2.618 |
1,357.75 |
4.250 |
1,306.75 |
|
|
Fisher Pivots for day following 17-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
1,455.00 |
1,461.25 |
PP |
1,455.00 |
1,459.00 |
S1 |
1,455.00 |
1,457.00 |
|