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 |
4,893.5 |
4,864.5 |
-29.0 |
-0.6% |
5,062.0 |
High |
4,939.0 |
4,893.0 |
-46.0 |
-0.9% |
5,140.0 |
Low |
4,850.0 |
4,765.5 |
-84.5 |
-1.7% |
4,975.0 |
Close |
4,906.5 |
4,813.5 |
-93.0 |
-1.9% |
5,074.0 |
Range |
89.0 |
127.5 |
38.5 |
43.3% |
165.0 |
ATR |
120.0 |
121.5 |
1.5 |
1.3% |
0.0 |
Volume |
44,862 |
59,965 |
15,103 |
33.7% |
23,400 |
|
Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,206.5 |
5,137.5 |
4,883.6 |
|
R3 |
5,079.0 |
5,010.0 |
4,848.6 |
|
R2 |
4,951.5 |
4,951.5 |
4,836.9 |
|
R1 |
4,882.5 |
4,882.5 |
4,825.2 |
4,853.3 |
PP |
4,824.0 |
4,824.0 |
4,824.0 |
4,809.4 |
S1 |
4,755.0 |
4,755.0 |
4,801.8 |
4,725.8 |
S2 |
4,696.5 |
4,696.5 |
4,790.1 |
|
S3 |
4,569.0 |
4,627.5 |
4,778.4 |
|
S4 |
4,441.5 |
4,500.0 |
4,743.4 |
|
|
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 |
5,133.0 |
4,765.5 |
367.5 |
7.6% |
107.9 |
2.2% |
13% |
False |
True |
29,551 |
10 |
5,168.5 |
4,765.5 |
403.0 |
8.4% |
102.6 |
2.1% |
12% |
False |
True |
16,370 |
20 |
5,178.0 |
4,765.5 |
412.5 |
8.6% |
108.9 |
2.3% |
12% |
False |
True |
8,673 |
40 |
5,178.0 |
4,477.5 |
700.5 |
14.6% |
114.4 |
2.4% |
48% |
False |
False |
4,579 |
60 |
5,178.0 |
3,984.5 |
1,193.5 |
24.8% |
119.3 |
2.5% |
69% |
False |
False |
3,239 |
80 |
5,178.0 |
3,613.5 |
1,564.5 |
32.5% |
125.0 |
2.6% |
77% |
False |
False |
2,990 |
100 |
5,178.0 |
3,613.5 |
1,564.5 |
32.5% |
124.1 |
2.6% |
77% |
False |
False |
2,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,434.9 |
2.618 |
5,226.8 |
1.618 |
5,099.3 |
1.000 |
5,020.5 |
0.618 |
4,971.8 |
HIGH |
4,893.0 |
0.618 |
4,844.3 |
0.500 |
4,829.3 |
0.382 |
4,814.2 |
LOW |
4,765.5 |
0.618 |
4,686.7 |
1.000 |
4,638.0 |
1.618 |
4,559.2 |
2.618 |
4,431.7 |
4.250 |
4,223.6 |
|
|
Fisher Pivots for day following 17-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4,829.3 |
4,914.0 |
PP |
4,824.0 |
4,880.5 |
S1 |
4,818.8 |
4,847.0 |
|