Trading Metrics calculated at close of trading on 19-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4,820.0 |
4,841.0 |
21.0 |
0.4% |
5,060.5 |
High |
4,863.0 |
4,884.0 |
21.0 |
0.4% |
5,062.5 |
Low |
4,774.0 |
4,820.0 |
46.0 |
1.0% |
4,765.5 |
Close |
4,846.0 |
4,861.0 |
15.0 |
0.3% |
4,861.0 |
Range |
89.0 |
64.0 |
-25.0 |
-28.1% |
297.0 |
ATR |
119.2 |
115.2 |
-3.9 |
-3.3% |
0.0 |
Volume |
56,207 |
127,281 |
71,074 |
126.5% |
318,627 |
|
Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,047.0 |
5,018.0 |
4,896.2 |
|
R3 |
4,983.0 |
4,954.0 |
4,878.6 |
|
R2 |
4,919.0 |
4,919.0 |
4,872.7 |
|
R1 |
4,890.0 |
4,890.0 |
4,866.9 |
4,904.5 |
PP |
4,855.0 |
4,855.0 |
4,855.0 |
4,862.3 |
S1 |
4,826.0 |
4,826.0 |
4,855.1 |
4,840.5 |
S2 |
4,791.0 |
4,791.0 |
4,849.3 |
|
S3 |
4,727.0 |
4,762.0 |
4,843.4 |
|
S4 |
4,663.0 |
4,698.0 |
4,825.8 |
|
|
Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,787.3 |
5,621.2 |
5,024.4 |
|
R3 |
5,490.3 |
5,324.2 |
4,942.7 |
|
R2 |
5,193.3 |
5,193.3 |
4,915.5 |
|
R1 |
5,027.2 |
5,027.2 |
4,888.2 |
4,961.8 |
PP |
4,896.3 |
4,896.3 |
4,896.3 |
4,863.6 |
S1 |
4,730.2 |
4,730.2 |
4,833.8 |
4,664.8 |
S2 |
4,599.3 |
4,599.3 |
4,806.6 |
|
S3 |
4,302.3 |
4,433.2 |
4,779.3 |
|
S4 |
4,005.3 |
4,136.2 |
4,697.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,062.5 |
4,765.5 |
297.0 |
6.1% |
109.0 |
2.2% |
32% |
False |
False |
63,725 |
10 |
5,140.0 |
4,765.5 |
374.5 |
7.7% |
99.1 |
2.0% |
26% |
False |
False |
34,202 |
20 |
5,178.0 |
4,765.5 |
412.5 |
8.5% |
106.0 |
2.2% |
23% |
False |
False |
17,821 |
40 |
5,178.0 |
4,570.0 |
608.0 |
12.5% |
112.5 |
2.3% |
48% |
False |
False |
9,160 |
60 |
5,178.0 |
3,984.5 |
1,193.5 |
24.6% |
118.0 |
2.4% |
73% |
False |
False |
6,265 |
80 |
5,178.0 |
3,613.5 |
1,564.5 |
32.2% |
122.0 |
2.5% |
80% |
False |
False |
5,275 |
100 |
5,178.0 |
3,613.5 |
1,564.5 |
32.2% |
123.1 |
2.5% |
80% |
False |
False |
4,278 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,156.0 |
2.618 |
5,051.6 |
1.618 |
4,987.6 |
1.000 |
4,948.0 |
0.618 |
4,923.6 |
HIGH |
4,884.0 |
0.618 |
4,859.6 |
0.500 |
4,852.0 |
0.382 |
4,844.4 |
LOW |
4,820.0 |
0.618 |
4,780.4 |
1.000 |
4,756.0 |
1.618 |
4,716.4 |
2.618 |
4,652.4 |
4.250 |
4,548.0 |
|
|
Fisher Pivots for day following 19-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4,858.0 |
4,850.4 |
PP |
4,855.0 |
4,839.8 |
S1 |
4,852.0 |
4,829.3 |
|