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 |
3,974.0 |
3,920.0 |
-54.0 |
-1.4% |
3,953.0 |
High |
4,004.0 |
3,942.0 |
-62.0 |
-1.5% |
4,084.0 |
Low |
3,945.0 |
3,870.0 |
-75.0 |
-1.9% |
3,930.0 |
Close |
3,961.0 |
3,897.0 |
-64.0 |
-1.6% |
4,060.0 |
Range |
59.0 |
72.0 |
13.0 |
22.0% |
154.0 |
ATR |
72.9 |
74.2 |
1.3 |
1.8% |
0.0 |
Volume |
112,147 |
75,480 |
-36,667 |
-32.7% |
151,487 |
|
Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,119.0 |
4,080.0 |
3,936.6 |
|
R3 |
4,047.0 |
4,008.0 |
3,916.8 |
|
R2 |
3,975.0 |
3,975.0 |
3,910.2 |
|
R1 |
3,936.0 |
3,936.0 |
3,903.6 |
3,919.5 |
PP |
3,903.0 |
3,903.0 |
3,903.0 |
3,894.8 |
S1 |
3,864.0 |
3,864.0 |
3,890.4 |
3,847.5 |
S2 |
3,831.0 |
3,831.0 |
3,883.8 |
|
S3 |
3,759.0 |
3,792.0 |
3,877.2 |
|
S4 |
3,687.0 |
3,720.0 |
3,857.4 |
|
|
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 |
3,870.0 |
214.0 |
5.5% |
53.8 |
1.4% |
13% |
False |
True |
74,922 |
10 |
4,084.0 |
3,870.0 |
214.0 |
5.5% |
64.5 |
1.7% |
13% |
False |
True |
56,544 |
20 |
4,084.0 |
3,720.0 |
364.0 |
9.3% |
61.9 |
1.6% |
49% |
False |
False |
42,406 |
40 |
4,084.0 |
3,655.0 |
429.0 |
11.0% |
61.4 |
1.6% |
56% |
False |
False |
34,367 |
60 |
4,084.0 |
3,467.0 |
617.0 |
15.8% |
62.2 |
1.6% |
70% |
False |
False |
30,953 |
80 |
4,084.0 |
2,982.0 |
1,102.0 |
28.3% |
60.5 |
1.6% |
83% |
False |
False |
27,908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,248.0 |
2.618 |
4,130.5 |
1.618 |
4,058.5 |
1.000 |
4,014.0 |
0.618 |
3,986.5 |
HIGH |
3,942.0 |
0.618 |
3,914.5 |
0.500 |
3,906.0 |
0.382 |
3,897.5 |
LOW |
3,870.0 |
0.618 |
3,825.5 |
1.000 |
3,798.0 |
1.618 |
3,753.5 |
2.618 |
3,681.5 |
4.250 |
3,564.0 |
|
|
Fisher Pivots for day following 17-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
3,906.0 |
3,966.0 |
PP |
3,903.0 |
3,943.0 |
S1 |
3,900.0 |
3,920.0 |
|