Trading Metrics calculated at close of trading on 15-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
5,093.0 |
5,060.5 |
-32.5 |
-0.6% |
5,062.0 |
High |
5,112.5 |
5,062.5 |
-50.0 |
-1.0% |
5,140.0 |
Low |
5,050.0 |
4,887.0 |
-163.0 |
-3.2% |
4,975.0 |
Close |
5,074.0 |
4,904.0 |
-170.0 |
-3.4% |
5,074.0 |
Range |
62.5 |
175.5 |
113.0 |
180.8% |
165.0 |
ATR |
117.4 |
122.4 |
5.0 |
4.2% |
0.0 |
Volume |
8,467 |
30,312 |
21,845 |
258.0% |
23,400 |
|
Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,477.7 |
5,366.3 |
5,000.5 |
|
R3 |
5,302.2 |
5,190.8 |
4,952.3 |
|
R2 |
5,126.7 |
5,126.7 |
4,936.2 |
|
R1 |
5,015.3 |
5,015.3 |
4,920.1 |
4,983.3 |
PP |
4,951.2 |
4,951.2 |
4,951.2 |
4,935.1 |
S1 |
4,839.8 |
4,839.8 |
4,887.9 |
4,807.8 |
S2 |
4,775.7 |
4,775.7 |
4,871.8 |
|
S3 |
4,600.2 |
4,664.3 |
4,855.7 |
|
S4 |
4,424.7 |
4,488.8 |
4,807.5 |
|
|
Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,558.0 |
5,481.0 |
5,164.8 |
|
R3 |
5,393.0 |
5,316.0 |
5,119.4 |
|
R2 |
5,228.0 |
5,228.0 |
5,104.3 |
|
R1 |
5,151.0 |
5,151.0 |
5,089.1 |
5,189.5 |
PP |
5,063.0 |
5,063.0 |
5,063.0 |
5,082.3 |
S1 |
4,986.0 |
4,986.0 |
5,058.9 |
5,024.5 |
S2 |
4,898.0 |
4,898.0 |
5,043.8 |
|
S3 |
4,733.0 |
4,821.0 |
5,028.6 |
|
S4 |
4,568.0 |
4,656.0 |
4,983.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,140.0 |
4,887.0 |
253.0 |
5.2% |
106.3 |
2.2% |
7% |
False |
True |
10,318 |
10 |
5,178.0 |
4,887.0 |
291.0 |
5.9% |
101.3 |
2.1% |
6% |
False |
True |
6,052 |
20 |
5,178.0 |
4,811.0 |
367.0 |
7.5% |
109.2 |
2.2% |
25% |
False |
False |
3,527 |
40 |
5,178.0 |
4,413.0 |
765.0 |
15.6% |
117.6 |
2.4% |
64% |
False |
False |
1,977 |
60 |
5,178.0 |
3,984.5 |
1,193.5 |
24.3% |
119.4 |
2.4% |
77% |
False |
False |
1,825 |
80 |
5,178.0 |
3,613.5 |
1,564.5 |
31.9% |
125.4 |
2.6% |
82% |
False |
False |
1,697 |
100 |
5,178.0 |
3,613.5 |
1,564.5 |
31.9% |
124.6 |
2.5% |
82% |
False |
False |
1,398 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,808.4 |
2.618 |
5,522.0 |
1.618 |
5,346.5 |
1.000 |
5,238.0 |
0.618 |
5,171.0 |
HIGH |
5,062.5 |
0.618 |
4,995.5 |
0.500 |
4,974.8 |
0.382 |
4,954.0 |
LOW |
4,887.0 |
0.618 |
4,778.5 |
1.000 |
4,711.5 |
1.618 |
4,603.0 |
2.618 |
4,427.5 |
4.250 |
4,141.1 |
|
|
Fisher Pivots for day following 15-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4,974.8 |
5,010.0 |
PP |
4,951.2 |
4,974.7 |
S1 |
4,927.6 |
4,939.3 |
|