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 |
4,410.5 |
4,335.0 |
-75.5 |
-1.7% |
4,417.0 |
High |
4,418.0 |
4,372.0 |
-46.0 |
-1.0% |
4,507.5 |
Low |
4,315.5 |
4,281.0 |
-34.5 |
-0.8% |
4,365.5 |
Close |
4,329.0 |
4,331.5 |
2.5 |
0.1% |
4,434.5 |
Range |
102.5 |
91.0 |
-11.5 |
-11.2% |
142.0 |
ATR |
99.6 |
99.0 |
-0.6 |
-0.6% |
0.0 |
Volume |
132,314 |
287,802 |
155,488 |
117.5% |
545,411 |
|
Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,601.0 |
4,557.5 |
4,381.5 |
|
R3 |
4,510.0 |
4,466.5 |
4,356.5 |
|
R2 |
4,419.0 |
4,419.0 |
4,348.0 |
|
R1 |
4,375.5 |
4,375.5 |
4,340.0 |
4,352.0 |
PP |
4,328.0 |
4,328.0 |
4,328.0 |
4,316.5 |
S1 |
4,284.5 |
4,284.5 |
4,323.0 |
4,261.0 |
S2 |
4,237.0 |
4,237.0 |
4,315.0 |
|
S3 |
4,146.0 |
4,193.5 |
4,306.5 |
|
S4 |
4,055.0 |
4,102.5 |
4,281.5 |
|
|
Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,862.0 |
4,790.0 |
4,512.5 |
|
R3 |
4,720.0 |
4,648.0 |
4,473.5 |
|
R2 |
4,578.0 |
4,578.0 |
4,460.5 |
|
R1 |
4,506.0 |
4,506.0 |
4,447.5 |
4,542.0 |
PP |
4,436.0 |
4,436.0 |
4,436.0 |
4,454.0 |
S1 |
4,364.0 |
4,364.0 |
4,421.5 |
4,400.0 |
S2 |
4,294.0 |
4,294.0 |
4,408.5 |
|
S3 |
4,152.0 |
4,222.0 |
4,395.5 |
|
S4 |
4,010.0 |
4,080.0 |
4,356.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,507.5 |
4,281.0 |
226.5 |
5.2% |
87.5 |
2.0% |
22% |
False |
True |
149,084 |
10 |
4,507.5 |
4,281.0 |
226.5 |
5.2% |
87.5 |
2.0% |
22% |
False |
True |
127,960 |
20 |
4,507.5 |
4,274.0 |
233.5 |
5.4% |
87.0 |
2.0% |
25% |
False |
False |
110,251 |
40 |
4,507.5 |
3,845.0 |
662.5 |
15.3% |
98.0 |
2.3% |
73% |
False |
False |
109,693 |
60 |
4,507.5 |
3,698.0 |
809.5 |
18.7% |
106.0 |
2.4% |
78% |
False |
False |
117,479 |
80 |
4,507.5 |
3,405.5 |
1,102.0 |
25.4% |
106.5 |
2.5% |
84% |
False |
False |
92,649 |
100 |
4,507.5 |
3,405.5 |
1,102.0 |
25.4% |
106.5 |
2.5% |
84% |
False |
False |
74,191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,759.0 |
2.618 |
4,610.0 |
1.618 |
4,519.0 |
1.000 |
4,463.0 |
0.618 |
4,428.0 |
HIGH |
4,372.0 |
0.618 |
4,337.0 |
0.500 |
4,326.5 |
0.382 |
4,316.0 |
LOW |
4,281.0 |
0.618 |
4,225.0 |
1.000 |
4,190.0 |
1.618 |
4,134.0 |
2.618 |
4,043.0 |
4.250 |
3,894.0 |
|
|
Fisher Pivots for day following 16-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4,330.0 |
4,375.0 |
PP |
4,328.0 |
4,360.5 |
S1 |
4,326.5 |
4,346.0 |
|