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 |
4,335.0 |
4,310.0 |
-25.0 |
-0.6% |
4,417.0 |
High |
4,372.0 |
4,329.0 |
-43.0 |
-1.0% |
4,507.5 |
Low |
4,281.0 |
4,253.0 |
-28.0 |
-0.7% |
4,365.5 |
Close |
4,331.5 |
4,273.5 |
-58.0 |
-1.3% |
4,434.5 |
Range |
91.0 |
76.0 |
-15.0 |
-16.5% |
142.0 |
ATR |
99.0 |
97.5 |
-1.5 |
-1.5% |
0.0 |
Volume |
287,802 |
303,724 |
15,922 |
5.5% |
545,411 |
|
Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,513.0 |
4,469.5 |
4,315.5 |
|
R3 |
4,437.0 |
4,393.5 |
4,294.5 |
|
R2 |
4,361.0 |
4,361.0 |
4,287.5 |
|
R1 |
4,317.5 |
4,317.5 |
4,280.5 |
4,301.0 |
PP |
4,285.0 |
4,285.0 |
4,285.0 |
4,277.0 |
S1 |
4,241.5 |
4,241.5 |
4,266.5 |
4,225.0 |
S2 |
4,209.0 |
4,209.0 |
4,259.5 |
|
S3 |
4,133.0 |
4,165.5 |
4,252.5 |
|
S4 |
4,057.0 |
4,089.5 |
4,231.5 |
|
|
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 |
4,487.0 |
4,253.0 |
234.0 |
5.5% |
79.5 |
1.9% |
9% |
False |
True |
190,304 |
10 |
4,507.5 |
4,253.0 |
254.5 |
6.0% |
83.0 |
1.9% |
8% |
False |
True |
146,572 |
20 |
4,507.5 |
4,253.0 |
254.5 |
6.0% |
87.0 |
2.0% |
8% |
False |
True |
120,440 |
40 |
4,507.5 |
3,845.0 |
662.5 |
15.5% |
96.0 |
2.2% |
65% |
False |
False |
114,578 |
60 |
4,507.5 |
3,698.0 |
809.5 |
18.9% |
105.5 |
2.5% |
71% |
False |
False |
119,135 |
80 |
4,507.5 |
3,405.5 |
1,102.0 |
25.8% |
107.0 |
2.5% |
79% |
False |
False |
96,445 |
100 |
4,507.5 |
3,405.5 |
1,102.0 |
25.8% |
105.0 |
2.5% |
79% |
False |
False |
77,228 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,652.0 |
2.618 |
4,528.0 |
1.618 |
4,452.0 |
1.000 |
4,405.0 |
0.618 |
4,376.0 |
HIGH |
4,329.0 |
0.618 |
4,300.0 |
0.500 |
4,291.0 |
0.382 |
4,282.0 |
LOW |
4,253.0 |
0.618 |
4,206.0 |
1.000 |
4,177.0 |
1.618 |
4,130.0 |
2.618 |
4,054.0 |
4.250 |
3,930.0 |
|
|
Fisher Pivots for day following 17-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4,291.0 |
4,335.5 |
PP |
4,285.0 |
4,315.0 |
S1 |
4,279.5 |
4,294.0 |
|