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 |
8,621 |
8,508 |
-113 |
-1.3% |
8,692 |
High |
8,659 |
8,563 |
-96 |
-1.1% |
8,880 |
Low |
8,498 |
8,462 |
-36 |
-0.4% |
8,627 |
Close |
8,514 |
8,493 |
-21 |
-0.2% |
8,790 |
Range |
161 |
101 |
-60 |
-37.3% |
253 |
ATR |
181 |
175 |
-6 |
-3.2% |
0 |
Volume |
28,379 |
22,622 |
-5,757 |
-20.3% |
643,075 |
|
Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,809 |
8,752 |
8,549 |
|
R3 |
8,708 |
8,651 |
8,521 |
|
R2 |
8,607 |
8,607 |
8,512 |
|
R1 |
8,550 |
8,550 |
8,502 |
8,528 |
PP |
8,506 |
8,506 |
8,506 |
8,495 |
S1 |
8,449 |
8,449 |
8,484 |
8,427 |
S2 |
8,405 |
8,405 |
8,475 |
|
S3 |
8,304 |
8,348 |
8,465 |
|
S4 |
8,203 |
8,247 |
8,438 |
|
|
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 |
8,462 |
418 |
4.9% |
146 |
1.7% |
7% |
False |
True |
65,649 |
10 |
8,900 |
8,462 |
438 |
5.2% |
157 |
1.8% |
7% |
False |
True |
97,067 |
20 |
8,900 |
8,194 |
706 |
8.3% |
178 |
2.1% |
42% |
False |
False |
126,384 |
40 |
8,900 |
7,752 |
1,148 |
13.5% |
184 |
2.2% |
65% |
False |
False |
146,504 |
60 |
8,900 |
7,381 |
1,519 |
17.9% |
198 |
2.3% |
73% |
False |
False |
156,352 |
80 |
8,900 |
6,416 |
2,484 |
29.2% |
219 |
2.6% |
84% |
False |
False |
133,816 |
100 |
8,900 |
6,416 |
2,484 |
29.2% |
218 |
2.6% |
84% |
False |
False |
107,070 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,992 |
2.618 |
8,828 |
1.618 |
8,727 |
1.000 |
8,664 |
0.618 |
8,626 |
HIGH |
8,563 |
0.618 |
8,525 |
0.500 |
8,513 |
0.382 |
8,501 |
LOW |
8,462 |
0.618 |
8,400 |
1.000 |
8,361 |
1.618 |
8,299 |
2.618 |
8,198 |
4.250 |
8,033 |
|
|
Fisher Pivots for day following 17-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
8,513 |
8,625 |
PP |
8,506 |
8,581 |
S1 |
8,500 |
8,537 |
|