Trading Metrics calculated at close of trading on 29-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2009 |
29-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4,821.0 |
4,748.0 |
-73.0 |
-1.5% |
4,850.0 |
High |
4,869.5 |
4,905.5 |
36.0 |
0.7% |
4,869.5 |
Low |
4,753.5 |
4,741.0 |
-12.5 |
-0.3% |
4,673.0 |
Close |
4,778.0 |
4,884.5 |
106.5 |
2.2% |
4,778.0 |
Range |
116.0 |
164.5 |
48.5 |
41.8% |
196.5 |
ATR |
119.6 |
122.8 |
3.2 |
2.7% |
0.0 |
Volume |
111,103 |
131,959 |
20,856 |
18.8% |
691,701 |
|
Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,337.2 |
5,275.3 |
4,975.0 |
|
R3 |
5,172.7 |
5,110.8 |
4,929.7 |
|
R2 |
5,008.2 |
5,008.2 |
4,914.7 |
|
R1 |
4,946.3 |
4,946.3 |
4,899.6 |
4,977.3 |
PP |
4,843.7 |
4,843.7 |
4,843.7 |
4,859.1 |
S1 |
4,781.8 |
4,781.8 |
4,869.4 |
4,812.8 |
S2 |
4,679.2 |
4,679.2 |
4,854.3 |
|
S3 |
4,514.7 |
4,617.3 |
4,839.3 |
|
S4 |
4,350.2 |
4,452.8 |
4,794.0 |
|
|
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 |
4,905.5 |
4,673.0 |
232.5 |
4.8% |
126.8 |
2.6% |
91% |
True |
False |
137,326 |
10 |
4,939.0 |
4,673.0 |
266.0 |
5.4% |
118.7 |
2.4% |
80% |
False |
False |
111,197 |
20 |
5,178.0 |
4,673.0 |
505.0 |
10.3% |
110.0 |
2.3% |
42% |
False |
False |
58,624 |
40 |
5,178.0 |
4,662.5 |
515.5 |
10.6% |
116.6 |
2.4% |
43% |
False |
False |
29,717 |
60 |
5,178.0 |
4,235.0 |
943.0 |
19.3% |
118.9 |
2.4% |
69% |
False |
False |
19,947 |
80 |
5,178.0 |
3,613.5 |
1,564.5 |
32.0% |
122.7 |
2.5% |
81% |
False |
False |
15,535 |
100 |
5,178.0 |
3,613.5 |
1,564.5 |
32.0% |
123.9 |
2.5% |
81% |
False |
False |
12,500 |
120 |
5,178.0 |
3,613.5 |
1,564.5 |
32.0% |
126.8 |
2.6% |
81% |
False |
False |
10,445 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,604.6 |
2.618 |
5,336.2 |
1.618 |
5,171.7 |
1.000 |
5,070.0 |
0.618 |
5,007.2 |
HIGH |
4,905.5 |
0.618 |
4,842.7 |
0.500 |
4,823.3 |
0.382 |
4,803.8 |
LOW |
4,741.0 |
0.618 |
4,639.3 |
1.000 |
4,576.5 |
1.618 |
4,474.8 |
2.618 |
4,310.3 |
4.250 |
4,041.9 |
|
|
Fisher Pivots for day following 29-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4,864.1 |
4,860.8 |
PP |
4,843.7 |
4,837.0 |
S1 |
4,823.3 |
4,813.3 |
|