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 |
5,060.5 |
4,893.5 |
-167.0 |
-3.3% |
5,062.0 |
High |
5,062.5 |
4,939.0 |
-123.5 |
-2.4% |
5,140.0 |
Low |
4,887.0 |
4,850.0 |
-37.0 |
-0.8% |
4,975.0 |
Close |
4,904.0 |
4,906.5 |
2.5 |
0.1% |
5,074.0 |
Range |
175.5 |
89.0 |
-86.5 |
-49.3% |
165.0 |
ATR |
122.4 |
120.0 |
-2.4 |
-1.9% |
0.0 |
Volume |
30,312 |
44,862 |
14,550 |
48.0% |
23,400 |
|
Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,165.5 |
5,125.0 |
4,955.5 |
|
R3 |
5,076.5 |
5,036.0 |
4,931.0 |
|
R2 |
4,987.5 |
4,987.5 |
4,922.8 |
|
R1 |
4,947.0 |
4,947.0 |
4,914.7 |
4,967.3 |
PP |
4,898.5 |
4,898.5 |
4,898.5 |
4,908.6 |
S1 |
4,858.0 |
4,858.0 |
4,898.3 |
4,878.3 |
S2 |
4,809.5 |
4,809.5 |
4,890.2 |
|
S3 |
4,720.5 |
4,769.0 |
4,882.0 |
|
S4 |
4,631.5 |
4,680.0 |
4,857.6 |
|
|
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 |
4,850.0 |
290.0 |
5.9% |
106.9 |
2.2% |
19% |
False |
True |
18,449 |
10 |
5,169.5 |
4,850.0 |
319.5 |
6.5% |
103.6 |
2.1% |
18% |
False |
True |
10,464 |
20 |
5,178.0 |
4,811.0 |
367.0 |
7.5% |
108.1 |
2.2% |
26% |
False |
False |
5,715 |
40 |
5,178.0 |
4,413.0 |
765.0 |
15.6% |
114.9 |
2.3% |
65% |
False |
False |
3,092 |
60 |
5,178.0 |
3,984.5 |
1,193.5 |
24.3% |
118.7 |
2.4% |
77% |
False |
False |
2,319 |
80 |
5,178.0 |
3,613.5 |
1,564.5 |
31.9% |
125.3 |
2.6% |
83% |
False |
False |
2,242 |
100 |
5,178.0 |
3,613.5 |
1,564.5 |
31.9% |
124.1 |
2.5% |
83% |
False |
False |
1,846 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,317.3 |
2.618 |
5,172.0 |
1.618 |
5,083.0 |
1.000 |
5,028.0 |
0.618 |
4,994.0 |
HIGH |
4,939.0 |
0.618 |
4,905.0 |
0.500 |
4,894.5 |
0.382 |
4,884.0 |
LOW |
4,850.0 |
0.618 |
4,795.0 |
1.000 |
4,761.0 |
1.618 |
4,706.0 |
2.618 |
4,617.0 |
4.250 |
4,471.8 |
|
|
Fisher Pivots for day following 16-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4,902.5 |
4,981.3 |
PP |
4,898.5 |
4,956.3 |
S1 |
4,894.5 |
4,931.4 |
|