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 |
3,920.0 |
3,887.0 |
-33.0 |
-0.8% |
3,953.0 |
High |
3,942.0 |
3,923.0 |
-19.0 |
-0.5% |
4,084.0 |
Low |
3,870.0 |
3,887.0 |
17.0 |
0.4% |
3,930.0 |
Close |
3,897.0 |
3,921.0 |
24.0 |
0.6% |
4,060.0 |
Range |
72.0 |
36.0 |
-36.0 |
-50.0% |
154.0 |
ATR |
74.2 |
71.5 |
-2.7 |
-3.7% |
0.0 |
Volume |
75,480 |
6,808 |
-68,672 |
-91.0% |
151,487 |
|
Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,018.3 |
4,005.7 |
3,940.8 |
|
R3 |
3,982.3 |
3,969.7 |
3,930.9 |
|
R2 |
3,946.3 |
3,946.3 |
3,927.6 |
|
R1 |
3,933.7 |
3,933.7 |
3,924.3 |
3,940.0 |
PP |
3,910.3 |
3,910.3 |
3,910.3 |
3,913.5 |
S1 |
3,897.7 |
3,897.7 |
3,917.7 |
3,904.0 |
S2 |
3,874.3 |
3,874.3 |
3,914.4 |
|
S3 |
3,838.3 |
3,861.7 |
3,911.1 |
|
S4 |
3,802.3 |
3,825.7 |
3,901.2 |
|
|
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% |
51.4 |
1.3% |
24% |
False |
False |
69,805 |
10 |
4,084.0 |
3,870.0 |
214.0 |
5.5% |
59.2 |
1.5% |
24% |
False |
False |
54,059 |
20 |
4,084.0 |
3,720.0 |
364.0 |
9.3% |
60.6 |
1.5% |
55% |
False |
False |
41,584 |
40 |
4,084.0 |
3,673.0 |
411.0 |
10.5% |
61.0 |
1.6% |
60% |
False |
False |
34,015 |
60 |
4,084.0 |
3,550.0 |
534.0 |
13.6% |
61.1 |
1.6% |
69% |
False |
False |
30,671 |
80 |
4,084.0 |
2,982.0 |
1,102.0 |
28.1% |
60.4 |
1.5% |
85% |
False |
False |
27,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,076.0 |
2.618 |
4,017.2 |
1.618 |
3,981.2 |
1.000 |
3,959.0 |
0.618 |
3,945.2 |
HIGH |
3,923.0 |
0.618 |
3,909.2 |
0.500 |
3,905.0 |
0.382 |
3,900.8 |
LOW |
3,887.0 |
0.618 |
3,864.8 |
1.000 |
3,851.0 |
1.618 |
3,828.8 |
2.618 |
3,792.8 |
4.250 |
3,734.0 |
|
|
Fisher Pivots for day following 18-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
3,915.7 |
3,937.0 |
PP |
3,910.3 |
3,931.7 |
S1 |
3,905.0 |
3,926.3 |
|