Trading Metrics calculated at close of trading on 25-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2009 |
25-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4,724.0 |
4,836.0 |
112.0 |
2.4% |
5,060.5 |
High |
4,844.0 |
4,846.5 |
2.5 |
0.1% |
5,062.5 |
Low |
4,700.0 |
4,721.0 |
21.0 |
0.4% |
4,765.5 |
Close |
4,836.0 |
4,802.0 |
-34.0 |
-0.7% |
4,861.0 |
Range |
144.0 |
125.5 |
-18.5 |
-12.8% |
297.0 |
ATR |
119.4 |
119.9 |
0.4 |
0.4% |
0.0 |
Volume |
143,511 |
152,706 |
9,195 |
6.4% |
318,627 |
|
Daily Pivots for day following 25-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,166.3 |
5,109.7 |
4,871.0 |
|
R3 |
5,040.8 |
4,984.2 |
4,836.5 |
|
R2 |
4,915.3 |
4,915.3 |
4,825.0 |
|
R1 |
4,858.7 |
4,858.7 |
4,813.5 |
4,824.3 |
PP |
4,789.8 |
4,789.8 |
4,789.8 |
4,772.6 |
S1 |
4,733.2 |
4,733.2 |
4,790.5 |
4,698.8 |
S2 |
4,664.3 |
4,664.3 |
4,779.0 |
|
S3 |
4,538.8 |
4,607.7 |
4,767.5 |
|
S4 |
4,413.3 |
4,482.2 |
4,733.0 |
|
|
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% |
120.2 |
2.5% |
61% |
False |
False |
141,575 |
10 |
5,112.5 |
4,673.0 |
439.5 |
9.2% |
114.5 |
2.4% |
29% |
False |
False |
90,769 |
20 |
5,178.0 |
4,673.0 |
505.0 |
10.5% |
107.4 |
2.2% |
26% |
False |
False |
46,535 |
40 |
5,178.0 |
4,662.5 |
515.5 |
10.7% |
115.2 |
2.4% |
27% |
False |
False |
23,658 |
60 |
5,178.0 |
4,017.5 |
1,160.5 |
24.2% |
119.2 |
2.5% |
68% |
False |
False |
15,907 |
80 |
5,178.0 |
3,613.5 |
1,564.5 |
32.6% |
122.6 |
2.6% |
76% |
False |
False |
12,511 |
100 |
5,178.0 |
3,613.5 |
1,564.5 |
32.6% |
124.4 |
2.6% |
76% |
False |
False |
10,077 |
120 |
5,178.0 |
3,613.5 |
1,564.5 |
32.6% |
126.2 |
2.6% |
76% |
False |
False |
8,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,379.9 |
2.618 |
5,175.1 |
1.618 |
5,049.6 |
1.000 |
4,972.0 |
0.618 |
4,924.1 |
HIGH |
4,846.5 |
0.618 |
4,798.6 |
0.500 |
4,783.8 |
0.382 |
4,768.9 |
LOW |
4,721.0 |
0.618 |
4,643.4 |
1.000 |
4,595.5 |
1.618 |
4,517.9 |
2.618 |
4,392.4 |
4.250 |
4,187.6 |
|
|
Fisher Pivots for day following 25-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4,795.9 |
4,787.9 |
PP |
4,789.8 |
4,773.8 |
S1 |
4,783.8 |
4,759.8 |
|