Trading Metrics calculated at close of trading on 15-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4,046.0 |
4,050.0 |
4.0 |
0.1% |
3,953.0 |
High |
4,084.0 |
4,062.0 |
-22.0 |
-0.5% |
4,084.0 |
Low |
4,038.0 |
4,018.0 |
-20.0 |
-0.5% |
3,930.0 |
Close |
4,060.0 |
4,031.0 |
-29.0 |
-0.7% |
4,060.0 |
Range |
46.0 |
44.0 |
-2.0 |
-4.3% |
154.0 |
ATR |
74.1 |
71.9 |
-2.1 |
-2.9% |
0.0 |
Volume |
34,529 |
120,061 |
85,532 |
247.7% |
151,487 |
|
Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,169.0 |
4,144.0 |
4,055.2 |
|
R3 |
4,125.0 |
4,100.0 |
4,043.1 |
|
R2 |
4,081.0 |
4,081.0 |
4,039.1 |
|
R1 |
4,056.0 |
4,056.0 |
4,035.0 |
4,046.5 |
PP |
4,037.0 |
4,037.0 |
4,037.0 |
4,032.3 |
S1 |
4,012.0 |
4,012.0 |
4,027.0 |
4,002.5 |
S2 |
3,993.0 |
3,993.0 |
4,022.9 |
|
S3 |
3,949.0 |
3,968.0 |
4,018.9 |
|
S4 |
3,905.0 |
3,924.0 |
4,006.8 |
|
|
Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,486.7 |
4,427.3 |
4,144.7 |
|
R3 |
4,332.7 |
4,273.3 |
4,102.4 |
|
R2 |
4,178.7 |
4,178.7 |
4,088.2 |
|
R1 |
4,119.3 |
4,119.3 |
4,074.1 |
4,149.0 |
PP |
4,024.7 |
4,024.7 |
4,024.7 |
4,039.5 |
S1 |
3,965.3 |
3,965.3 |
4,045.9 |
3,995.0 |
S2 |
3,870.7 |
3,870.7 |
4,031.8 |
|
S3 |
3,716.7 |
3,811.3 |
4,017.7 |
|
S4 |
3,562.7 |
3,657.3 |
3,975.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,084.0 |
3,930.0 |
154.0 |
3.8% |
55.2 |
1.4% |
66% |
False |
False |
54,309 |
10 |
4,084.0 |
3,806.0 |
278.0 |
6.9% |
65.8 |
1.6% |
81% |
False |
False |
45,136 |
20 |
4,084.0 |
3,716.0 |
368.0 |
9.1% |
59.5 |
1.5% |
86% |
False |
False |
34,984 |
40 |
4,084.0 |
3,655.0 |
429.0 |
10.6% |
60.6 |
1.5% |
88% |
False |
False |
30,728 |
60 |
4,084.0 |
3,467.0 |
617.0 |
15.3% |
61.6 |
1.5% |
91% |
False |
False |
28,582 |
80 |
4,084.0 |
2,982.0 |
1,102.0 |
27.3% |
58.9 |
1.5% |
95% |
False |
False |
25,565 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,249.0 |
2.618 |
4,177.2 |
1.618 |
4,133.2 |
1.000 |
4,106.0 |
0.618 |
4,089.2 |
HIGH |
4,062.0 |
0.618 |
4,045.2 |
0.500 |
4,040.0 |
0.382 |
4,034.8 |
LOW |
4,018.0 |
0.618 |
3,990.8 |
1.000 |
3,974.0 |
1.618 |
3,946.8 |
2.618 |
3,902.8 |
4.250 |
3,831.0 |
|
|
Fisher Pivots for day following 15-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4,040.0 |
4,046.0 |
PP |
4,037.0 |
4,041.0 |
S1 |
4,034.0 |
4,036.0 |
|