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 |
1,447.00 |
1,454.00 |
7.00 |
0.5% |
1,480.25 |
High |
1,470.75 |
1,464.25 |
-6.50 |
-0.4% |
1,517.75 |
Low |
1,439.50 |
1,444.50 |
5.00 |
0.3% |
1,466.75 |
Close |
1,454.75 |
1,451.00 |
-3.75 |
-0.3% |
1,486.50 |
Range |
31.25 |
19.75 |
-11.50 |
-36.8% |
51.00 |
ATR |
34.38 |
33.33 |
-1.04 |
-3.0% |
0.00 |
Volume |
76,890 |
66,928 |
-9,962 |
-13.0% |
1,308,287 |
|
Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,512.50 |
1,501.50 |
1,461.75 |
|
R3 |
1,492.75 |
1,481.75 |
1,456.50 |
|
R2 |
1,473.00 |
1,473.00 |
1,454.50 |
|
R1 |
1,462.00 |
1,462.00 |
1,452.75 |
1,457.50 |
PP |
1,453.25 |
1,453.25 |
1,453.25 |
1,451.00 |
S1 |
1,442.25 |
1,442.25 |
1,449.25 |
1,438.00 |
S2 |
1,433.50 |
1,433.50 |
1,447.50 |
|
S3 |
1,413.75 |
1,422.50 |
1,445.50 |
|
S4 |
1,394.00 |
1,402.75 |
1,440.25 |
|
|
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 |
1,497.50 |
1,439.50 |
58.00 |
4.0% |
28.75 |
2.0% |
20% |
False |
False |
103,188 |
10 |
1,517.75 |
1,439.50 |
78.25 |
5.4% |
30.25 |
2.1% |
15% |
False |
False |
183,751 |
20 |
1,517.75 |
1,342.75 |
175.00 |
12.1% |
33.50 |
2.3% |
62% |
False |
False |
241,590 |
40 |
1,517.75 |
1,319.00 |
198.75 |
13.7% |
35.25 |
2.4% |
66% |
False |
False |
279,303 |
60 |
1,517.75 |
1,203.50 |
314.25 |
21.7% |
37.00 |
2.6% |
79% |
False |
False |
287,776 |
80 |
1,517.75 |
1,039.50 |
478.25 |
33.0% |
38.50 |
2.7% |
86% |
False |
False |
251,531 |
100 |
1,517.75 |
1,039.50 |
478.25 |
33.0% |
38.50 |
2.7% |
86% |
False |
False |
201,277 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,548.25 |
2.618 |
1,516.00 |
1.618 |
1,496.25 |
1.000 |
1,484.00 |
0.618 |
1,476.50 |
HIGH |
1,464.25 |
0.618 |
1,456.75 |
0.500 |
1,454.50 |
0.382 |
1,452.00 |
LOW |
1,444.50 |
0.618 |
1,432.25 |
1.000 |
1,424.75 |
1.618 |
1,412.50 |
2.618 |
1,392.75 |
4.250 |
1,360.50 |
|
|
Fisher Pivots for day following 18-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
1,454.50 |
1,455.00 |
PP |
1,453.25 |
1,453.75 |
S1 |
1,452.00 |
1,452.50 |
|