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 |
8,787 |
8,621 |
-166 |
-1.9% |
8,692 |
High |
8,787 |
8,659 |
-128 |
-1.5% |
8,880 |
Low |
8,577 |
8,498 |
-79 |
-0.9% |
8,627 |
Close |
8,619 |
8,514 |
-105 |
-1.2% |
8,790 |
Range |
210 |
161 |
-49 |
-23.3% |
253 |
ATR |
183 |
181 |
-2 |
-0.8% |
0 |
Volume |
40,377 |
28,379 |
-11,998 |
-29.7% |
643,075 |
|
Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,040 |
8,938 |
8,603 |
|
R3 |
8,879 |
8,777 |
8,558 |
|
R2 |
8,718 |
8,718 |
8,544 |
|
R1 |
8,616 |
8,616 |
8,529 |
8,587 |
PP |
8,557 |
8,557 |
8,557 |
8,542 |
S1 |
8,455 |
8,455 |
8,499 |
8,426 |
S2 |
8,396 |
8,396 |
8,485 |
|
S3 |
8,235 |
8,294 |
8,470 |
|
S4 |
8,074 |
8,133 |
8,426 |
|
|
Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,525 |
9,410 |
8,929 |
|
R3 |
9,272 |
9,157 |
8,860 |
|
R2 |
9,019 |
9,019 |
8,837 |
|
R1 |
8,904 |
8,904 |
8,813 |
8,962 |
PP |
8,766 |
8,766 |
8,766 |
8,794 |
S1 |
8,651 |
8,651 |
8,767 |
8,709 |
S2 |
8,513 |
8,513 |
8,744 |
|
S3 |
8,260 |
8,398 |
8,721 |
|
S4 |
8,007 |
8,145 |
8,651 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,880 |
8,498 |
382 |
4.5% |
172 |
2.0% |
4% |
False |
True |
84,205 |
10 |
8,900 |
8,498 |
402 |
4.7% |
163 |
1.9% |
4% |
False |
True |
108,114 |
20 |
8,900 |
8,194 |
706 |
8.3% |
178 |
2.1% |
45% |
False |
False |
132,225 |
40 |
8,900 |
7,726 |
1,174 |
13.8% |
186 |
2.2% |
67% |
False |
False |
149,712 |
60 |
8,900 |
7,225 |
1,675 |
19.7% |
205 |
2.4% |
77% |
False |
False |
158,663 |
80 |
8,900 |
6,416 |
2,484 |
29.2% |
221 |
2.6% |
84% |
False |
False |
133,536 |
100 |
8,900 |
6,416 |
2,484 |
29.2% |
220 |
2.6% |
84% |
False |
False |
106,844 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,343 |
2.618 |
9,081 |
1.618 |
8,920 |
1.000 |
8,820 |
0.618 |
8,759 |
HIGH |
8,659 |
0.618 |
8,598 |
0.500 |
8,579 |
0.382 |
8,560 |
LOW |
8,498 |
0.618 |
8,399 |
1.000 |
8,337 |
1.618 |
8,238 |
2.618 |
8,077 |
4.250 |
7,814 |
|
|
Fisher Pivots for day following 16-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
8,579 |
8,654 |
PP |
8,557 |
8,607 |
S1 |
8,536 |
8,561 |
|