Trading Metrics calculated at close of trading on 22-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2009 |
22-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4,841.0 |
4,850.0 |
9.0 |
0.2% |
5,060.5 |
High |
4,884.0 |
4,867.0 |
-17.0 |
-0.3% |
5,062.5 |
Low |
4,820.0 |
4,683.5 |
-136.5 |
-2.8% |
4,765.5 |
Close |
4,861.0 |
4,712.0 |
-149.0 |
-3.1% |
4,861.0 |
Range |
64.0 |
183.5 |
119.5 |
186.7% |
297.0 |
ATR |
115.2 |
120.1 |
4.9 |
4.2% |
0.0 |
Volume |
127,281 |
137,030 |
9,749 |
7.7% |
318,627 |
|
Daily Pivots for day following 22-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,304.7 |
5,191.8 |
4,812.9 |
|
R3 |
5,121.2 |
5,008.3 |
4,762.5 |
|
R2 |
4,937.7 |
4,937.7 |
4,745.6 |
|
R1 |
4,824.8 |
4,824.8 |
4,728.8 |
4,789.5 |
PP |
4,754.2 |
4,754.2 |
4,754.2 |
4,736.5 |
S1 |
4,641.3 |
4,641.3 |
4,695.2 |
4,606.0 |
S2 |
4,570.7 |
4,570.7 |
4,678.4 |
|
S3 |
4,387.2 |
4,457.8 |
4,661.5 |
|
S4 |
4,203.7 |
4,274.3 |
4,611.1 |
|
|
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 |
4,939.0 |
4,683.5 |
255.5 |
5.4% |
110.6 |
2.3% |
11% |
False |
True |
85,069 |
10 |
5,140.0 |
4,683.5 |
456.5 |
9.7% |
108.5 |
2.3% |
6% |
False |
True |
47,693 |
20 |
5,178.0 |
4,683.5 |
494.5 |
10.5% |
109.7 |
2.3% |
6% |
False |
True |
24,584 |
40 |
5,178.0 |
4,570.0 |
608.0 |
12.9% |
114.7 |
2.4% |
23% |
False |
False |
12,583 |
60 |
5,178.0 |
3,984.5 |
1,193.5 |
25.3% |
119.1 |
2.5% |
61% |
False |
False |
8,542 |
80 |
5,178.0 |
3,613.5 |
1,564.5 |
33.2% |
122.3 |
2.6% |
70% |
False |
False |
6,985 |
100 |
5,178.0 |
3,613.5 |
1,564.5 |
33.2% |
123.8 |
2.6% |
70% |
False |
False |
5,645 |
120 |
5,178.0 |
3,613.5 |
1,564.5 |
33.2% |
125.4 |
2.7% |
70% |
False |
False |
4,731 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,646.9 |
2.618 |
5,347.4 |
1.618 |
5,163.9 |
1.000 |
5,050.5 |
0.618 |
4,980.4 |
HIGH |
4,867.0 |
0.618 |
4,796.9 |
0.500 |
4,775.3 |
0.382 |
4,753.6 |
LOW |
4,683.5 |
0.618 |
4,570.1 |
1.000 |
4,500.0 |
1.618 |
4,386.6 |
2.618 |
4,203.1 |
4.250 |
3,903.6 |
|
|
Fisher Pivots for day following 22-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4,775.3 |
4,783.8 |
PP |
4,754.2 |
4,759.8 |
S1 |
4,733.1 |
4,735.9 |
|