Trading Metrics calculated at close of trading on 26-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2009 |
26-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4,836.0 |
4,821.0 |
-15.0 |
-0.3% |
4,850.0 |
High |
4,846.5 |
4,869.5 |
23.0 |
0.5% |
4,869.5 |
Low |
4,721.0 |
4,753.5 |
32.5 |
0.7% |
4,673.0 |
Close |
4,802.0 |
4,778.0 |
-24.0 |
-0.5% |
4,778.0 |
Range |
125.5 |
116.0 |
-9.5 |
-7.6% |
196.5 |
ATR |
119.9 |
119.6 |
-0.3 |
-0.2% |
0.0 |
Volume |
152,706 |
111,103 |
-41,603 |
-27.2% |
691,701 |
|
Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,148.3 |
5,079.2 |
4,841.8 |
|
R3 |
5,032.3 |
4,963.2 |
4,809.9 |
|
R2 |
4,916.3 |
4,916.3 |
4,799.3 |
|
R1 |
4,847.2 |
4,847.2 |
4,788.6 |
4,823.8 |
PP |
4,800.3 |
4,800.3 |
4,800.3 |
4,788.6 |
S1 |
4,731.2 |
4,731.2 |
4,767.4 |
4,707.8 |
S2 |
4,684.3 |
4,684.3 |
4,756.7 |
|
S3 |
4,568.3 |
4,615.2 |
4,746.1 |
|
S4 |
4,452.3 |
4,499.2 |
4,714.2 |
|
|
Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,363.0 |
5,267.0 |
4,886.1 |
|
R3 |
5,166.5 |
5,070.5 |
4,832.0 |
|
R2 |
4,970.0 |
4,970.0 |
4,814.0 |
|
R1 |
4,874.0 |
4,874.0 |
4,796.0 |
4,823.8 |
PP |
4,773.5 |
4,773.5 |
4,773.5 |
4,748.4 |
S1 |
4,677.5 |
4,677.5 |
4,760.0 |
4,627.3 |
S2 |
4,577.0 |
4,577.0 |
4,742.0 |
|
S3 |
4,380.5 |
4,481.0 |
4,724.0 |
|
S4 |
4,184.0 |
4,284.5 |
4,669.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,869.5 |
4,673.0 |
196.5 |
4.1% |
130.6 |
2.7% |
53% |
True |
False |
138,340 |
10 |
5,062.5 |
4,673.0 |
389.5 |
8.2% |
119.8 |
2.5% |
27% |
False |
False |
101,032 |
20 |
5,178.0 |
4,673.0 |
505.0 |
10.6% |
108.5 |
2.3% |
21% |
False |
False |
52,069 |
40 |
5,178.0 |
4,662.5 |
515.5 |
10.8% |
115.2 |
2.4% |
22% |
False |
False |
26,421 |
60 |
5,178.0 |
4,017.5 |
1,160.5 |
24.3% |
119.0 |
2.5% |
66% |
False |
False |
17,754 |
80 |
5,178.0 |
3,613.5 |
1,564.5 |
32.7% |
123.0 |
2.6% |
74% |
False |
False |
13,895 |
100 |
5,178.0 |
3,613.5 |
1,564.5 |
32.7% |
123.7 |
2.6% |
74% |
False |
False |
11,184 |
120 |
5,178.0 |
3,613.5 |
1,564.5 |
32.7% |
126.1 |
2.6% |
74% |
False |
False |
9,348 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,362.5 |
2.618 |
5,173.2 |
1.618 |
5,057.2 |
1.000 |
4,985.5 |
0.618 |
4,941.2 |
HIGH |
4,869.5 |
0.618 |
4,825.2 |
0.500 |
4,811.5 |
0.382 |
4,797.8 |
LOW |
4,753.5 |
0.618 |
4,681.8 |
1.000 |
4,637.5 |
1.618 |
4,565.8 |
2.618 |
4,449.8 |
4.250 |
4,260.5 |
|
|
Fisher Pivots for day following 26-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4,811.5 |
4,784.8 |
PP |
4,800.3 |
4,782.5 |
S1 |
4,789.2 |
4,780.3 |
|