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 |
4,310.0 |
4,290.0 |
-20.0 |
-0.5% |
4,417.0 |
High |
4,329.0 |
4,314.0 |
-15.0 |
-0.3% |
4,507.5 |
Low |
4,253.0 |
4,237.0 |
-16.0 |
-0.4% |
4,365.5 |
Close |
4,273.5 |
4,289.5 |
16.0 |
0.4% |
4,434.5 |
Range |
76.0 |
77.0 |
1.0 |
1.3% |
142.0 |
ATR |
97.5 |
96.1 |
-1.5 |
-1.5% |
0.0 |
Volume |
303,724 |
274,669 |
-29,055 |
-9.6% |
545,411 |
|
Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,511.0 |
4,477.5 |
4,332.0 |
|
R3 |
4,434.0 |
4,400.5 |
4,310.5 |
|
R2 |
4,357.0 |
4,357.0 |
4,303.5 |
|
R1 |
4,323.5 |
4,323.5 |
4,296.5 |
4,302.0 |
PP |
4,280.0 |
4,280.0 |
4,280.0 |
4,269.5 |
S1 |
4,246.5 |
4,246.5 |
4,282.5 |
4,225.0 |
S2 |
4,203.0 |
4,203.0 |
4,275.5 |
|
S3 |
4,126.0 |
4,169.5 |
4,268.5 |
|
S4 |
4,049.0 |
4,092.5 |
4,247.0 |
|
|
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 |
4,469.0 |
4,237.0 |
232.0 |
5.4% |
78.5 |
1.8% |
23% |
False |
True |
222,372 |
10 |
4,507.5 |
4,237.0 |
270.5 |
6.3% |
82.5 |
1.9% |
19% |
False |
True |
163,894 |
20 |
4,507.5 |
4,237.0 |
270.5 |
6.3% |
85.5 |
2.0% |
19% |
False |
True |
128,596 |
40 |
4,507.5 |
3,902.5 |
605.0 |
14.1% |
94.5 |
2.2% |
64% |
False |
False |
118,750 |
60 |
4,507.5 |
3,698.0 |
809.5 |
18.9% |
105.0 |
2.5% |
73% |
False |
False |
120,628 |
80 |
4,507.5 |
3,405.5 |
1,102.0 |
25.7% |
106.5 |
2.5% |
80% |
False |
False |
99,877 |
100 |
4,507.5 |
3,405.5 |
1,102.0 |
25.7% |
104.5 |
2.4% |
80% |
False |
False |
79,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,641.0 |
2.618 |
4,515.5 |
1.618 |
4,438.5 |
1.000 |
4,391.0 |
0.618 |
4,361.5 |
HIGH |
4,314.0 |
0.618 |
4,284.5 |
0.500 |
4,275.5 |
0.382 |
4,266.5 |
LOW |
4,237.0 |
0.618 |
4,189.5 |
1.000 |
4,160.0 |
1.618 |
4,112.5 |
2.618 |
4,035.5 |
4.250 |
3,910.0 |
|
|
Fisher Pivots for day following 18-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4,285.0 |
4,304.5 |
PP |
4,280.0 |
4,299.5 |
S1 |
4,275.5 |
4,294.5 |
|