Trading Metrics calculated at close of trading on 24-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2009 |
24-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4,684.0 |
4,724.0 |
40.0 |
0.9% |
5,060.5 |
High |
4,757.0 |
4,844.0 |
87.0 |
1.8% |
5,062.5 |
Low |
4,673.0 |
4,700.0 |
27.0 |
0.6% |
4,765.5 |
Close |
4,707.5 |
4,836.0 |
128.5 |
2.7% |
4,861.0 |
Range |
84.0 |
144.0 |
60.0 |
71.4% |
297.0 |
ATR |
117.5 |
119.4 |
1.9 |
1.6% |
0.0 |
Volume |
147,351 |
143,511 |
-3,840 |
-2.6% |
318,627 |
|
Daily Pivots for day following 24-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,225.3 |
5,174.7 |
4,915.2 |
|
R3 |
5,081.3 |
5,030.7 |
4,875.6 |
|
R2 |
4,937.3 |
4,937.3 |
4,862.4 |
|
R1 |
4,886.7 |
4,886.7 |
4,849.2 |
4,912.0 |
PP |
4,793.3 |
4,793.3 |
4,793.3 |
4,806.0 |
S1 |
4,742.7 |
4,742.7 |
4,822.8 |
4,768.0 |
S2 |
4,649.3 |
4,649.3 |
4,809.6 |
|
S3 |
4,505.3 |
4,598.7 |
4,796.4 |
|
S4 |
4,361.3 |
4,454.7 |
4,756.8 |
|
|
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 |
4,884.0 |
4,673.0 |
211.0 |
4.4% |
112.9 |
2.3% |
77% |
False |
False |
122,276 |
10 |
5,133.0 |
4,673.0 |
460.0 |
9.5% |
110.4 |
2.3% |
35% |
False |
False |
75,913 |
20 |
5,178.0 |
4,673.0 |
505.0 |
10.4% |
106.1 |
2.2% |
32% |
False |
False |
38,925 |
40 |
5,178.0 |
4,638.5 |
539.5 |
11.2% |
114.8 |
2.4% |
37% |
False |
False |
19,846 |
60 |
5,178.0 |
3,984.5 |
1,193.5 |
24.7% |
119.7 |
2.5% |
71% |
False |
False |
13,368 |
80 |
5,178.0 |
3,613.5 |
1,564.5 |
32.4% |
122.2 |
2.5% |
78% |
False |
False |
10,606 |
100 |
5,178.0 |
3,613.5 |
1,564.5 |
32.4% |
124.0 |
2.6% |
78% |
False |
False |
8,552 |
120 |
5,178.0 |
3,613.5 |
1,564.5 |
32.4% |
125.7 |
2.6% |
78% |
False |
False |
7,153 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,456.0 |
2.618 |
5,221.0 |
1.618 |
5,077.0 |
1.000 |
4,988.0 |
0.618 |
4,933.0 |
HIGH |
4,844.0 |
0.618 |
4,789.0 |
0.500 |
4,772.0 |
0.382 |
4,755.0 |
LOW |
4,700.0 |
0.618 |
4,611.0 |
1.000 |
4,556.0 |
1.618 |
4,467.0 |
2.618 |
4,323.0 |
4.250 |
4,088.0 |
|
|
Fisher Pivots for day following 24-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4,814.7 |
4,814.0 |
PP |
4,793.3 |
4,792.0 |
S1 |
4,772.0 |
4,770.0 |
|