Trading Metrics calculated at close of trading on 19-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4,290.0 |
4,293.0 |
3.0 |
0.1% |
4,410.5 |
High |
4,314.0 |
4,360.0 |
46.0 |
1.1% |
4,418.0 |
Low |
4,237.0 |
4,278.5 |
41.5 |
1.0% |
4,237.0 |
Close |
4,289.5 |
4,357.0 |
67.5 |
1.6% |
4,357.0 |
Range |
77.0 |
81.5 |
4.5 |
5.8% |
181.0 |
ATR |
96.1 |
95.0 |
-1.0 |
-1.1% |
0.0 |
Volume |
274,669 |
213,902 |
-60,767 |
-22.1% |
1,212,411 |
|
Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,576.5 |
4,548.0 |
4,402.0 |
|
R3 |
4,495.0 |
4,466.5 |
4,379.5 |
|
R2 |
4,413.5 |
4,413.5 |
4,372.0 |
|
R1 |
4,385.0 |
4,385.0 |
4,364.5 |
4,399.0 |
PP |
4,332.0 |
4,332.0 |
4,332.0 |
4,339.0 |
S1 |
4,303.5 |
4,303.5 |
4,349.5 |
4,318.0 |
S2 |
4,250.5 |
4,250.5 |
4,342.0 |
|
S3 |
4,169.0 |
4,222.0 |
4,334.5 |
|
S4 |
4,087.5 |
4,140.5 |
4,312.0 |
|
|
Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,880.5 |
4,799.5 |
4,456.5 |
|
R3 |
4,699.5 |
4,618.5 |
4,407.0 |
|
R2 |
4,518.5 |
4,518.5 |
4,390.0 |
|
R1 |
4,437.5 |
4,437.5 |
4,373.5 |
4,387.5 |
PP |
4,337.5 |
4,337.5 |
4,337.5 |
4,312.0 |
S1 |
4,256.5 |
4,256.5 |
4,340.5 |
4,206.5 |
S2 |
4,156.5 |
4,156.5 |
4,324.0 |
|
S3 |
3,975.5 |
4,075.5 |
4,307.0 |
|
S4 |
3,794.5 |
3,894.5 |
4,257.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,418.0 |
4,237.0 |
181.0 |
4.2% |
85.5 |
2.0% |
66% |
False |
False |
242,482 |
10 |
4,507.5 |
4,237.0 |
270.5 |
6.2% |
82.0 |
1.9% |
44% |
False |
False |
175,782 |
20 |
4,507.5 |
4,237.0 |
270.5 |
6.2% |
84.5 |
1.9% |
44% |
False |
False |
134,245 |
40 |
4,507.5 |
3,952.5 |
555.0 |
12.7% |
93.5 |
2.1% |
73% |
False |
False |
120,674 |
60 |
4,507.5 |
3,698.0 |
809.5 |
18.6% |
103.5 |
2.4% |
81% |
False |
False |
121,751 |
80 |
4,507.5 |
3,405.5 |
1,102.0 |
25.3% |
107.0 |
2.5% |
86% |
False |
False |
102,549 |
100 |
4,507.5 |
3,405.5 |
1,102.0 |
25.3% |
104.5 |
2.4% |
86% |
False |
False |
82,094 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,706.5 |
2.618 |
4,573.5 |
1.618 |
4,492.0 |
1.000 |
4,441.5 |
0.618 |
4,410.5 |
HIGH |
4,360.0 |
0.618 |
4,329.0 |
0.500 |
4,319.0 |
0.382 |
4,309.5 |
LOW |
4,278.5 |
0.618 |
4,228.0 |
1.000 |
4,197.0 |
1.618 |
4,146.5 |
2.618 |
4,065.0 |
4.250 |
3,932.0 |
|
|
Fisher Pivots for day following 19-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4,344.5 |
4,337.5 |
PP |
4,332.0 |
4,318.0 |
S1 |
4,319.0 |
4,298.5 |
|