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 |
4,050.0 |
3,974.0 |
-76.0 |
-1.9% |
3,953.0 |
High |
4,062.0 |
4,004.0 |
-58.0 |
-1.4% |
4,084.0 |
Low |
4,018.0 |
3,945.0 |
-73.0 |
-1.8% |
3,930.0 |
Close |
4,031.0 |
3,961.0 |
-70.0 |
-1.7% |
4,060.0 |
Range |
44.0 |
59.0 |
15.0 |
34.1% |
154.0 |
ATR |
71.9 |
72.9 |
1.0 |
1.4% |
0.0 |
Volume |
120,061 |
112,147 |
-7,914 |
-6.6% |
151,487 |
|
Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,147.0 |
4,113.0 |
3,993.5 |
|
R3 |
4,088.0 |
4,054.0 |
3,977.2 |
|
R2 |
4,029.0 |
4,029.0 |
3,971.8 |
|
R1 |
3,995.0 |
3,995.0 |
3,966.4 |
3,982.5 |
PP |
3,970.0 |
3,970.0 |
3,970.0 |
3,963.8 |
S1 |
3,936.0 |
3,936.0 |
3,955.6 |
3,923.5 |
S2 |
3,911.0 |
3,911.0 |
3,950.2 |
|
S3 |
3,852.0 |
3,877.0 |
3,944.8 |
|
S4 |
3,793.0 |
3,818.0 |
3,928.6 |
|
|
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 |
3,945.0 |
139.0 |
3.5% |
53.6 |
1.4% |
12% |
False |
True |
69,636 |
10 |
4,084.0 |
3,921.0 |
163.0 |
4.1% |
61.9 |
1.6% |
25% |
False |
False |
52,960 |
20 |
4,084.0 |
3,720.0 |
364.0 |
9.2% |
60.4 |
1.5% |
66% |
False |
False |
39,704 |
40 |
4,084.0 |
3,655.0 |
429.0 |
10.8% |
60.5 |
1.5% |
71% |
False |
False |
33,092 |
60 |
4,084.0 |
3,467.0 |
617.0 |
15.6% |
61.7 |
1.6% |
80% |
False |
False |
29,989 |
80 |
4,084.0 |
2,982.0 |
1,102.0 |
27.8% |
59.6 |
1.5% |
89% |
False |
False |
26,967 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,254.8 |
2.618 |
4,158.5 |
1.618 |
4,099.5 |
1.000 |
4,063.0 |
0.618 |
4,040.5 |
HIGH |
4,004.0 |
0.618 |
3,981.5 |
0.500 |
3,974.5 |
0.382 |
3,967.5 |
LOW |
3,945.0 |
0.618 |
3,908.5 |
1.000 |
3,886.0 |
1.618 |
3,849.5 |
2.618 |
3,790.5 |
4.250 |
3,694.3 |
|
|
Fisher Pivots for day following 16-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
3,974.5 |
4,014.5 |
PP |
3,970.0 |
3,996.7 |
S1 |
3,965.5 |
3,978.8 |
|