Trading Metrics calculated at close of trading on 30-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2009 |
30-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4,748.0 |
4,884.5 |
136.5 |
2.9% |
4,850.0 |
High |
4,905.5 |
4,908.0 |
2.5 |
0.1% |
4,869.5 |
Low |
4,741.0 |
4,790.5 |
49.5 |
1.0% |
4,673.0 |
Close |
4,884.5 |
4,819.5 |
-65.0 |
-1.3% |
4,778.0 |
Range |
164.5 |
117.5 |
-47.0 |
-28.6% |
196.5 |
ATR |
122.8 |
122.4 |
-0.4 |
-0.3% |
0.0 |
Volume |
131,959 |
130,781 |
-1,178 |
-0.9% |
691,701 |
|
Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,191.8 |
5,123.2 |
4,884.1 |
|
R3 |
5,074.3 |
5,005.7 |
4,851.8 |
|
R2 |
4,956.8 |
4,956.8 |
4,841.0 |
|
R1 |
4,888.2 |
4,888.2 |
4,830.3 |
4,863.8 |
PP |
4,839.3 |
4,839.3 |
4,839.3 |
4,827.1 |
S1 |
4,770.7 |
4,770.7 |
4,808.7 |
4,746.3 |
S2 |
4,721.8 |
4,721.8 |
4,798.0 |
|
S3 |
4,604.3 |
4,653.2 |
4,787.2 |
|
S4 |
4,486.8 |
4,535.7 |
4,754.9 |
|
|
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 |
4,908.0 |
4,700.0 |
208.0 |
4.3% |
133.5 |
2.8% |
57% |
True |
False |
134,012 |
10 |
4,908.0 |
4,673.0 |
235.0 |
4.9% |
121.6 |
2.5% |
62% |
True |
False |
119,789 |
20 |
5,169.5 |
4,673.0 |
496.5 |
10.3% |
112.6 |
2.3% |
30% |
False |
False |
65,127 |
40 |
5,178.0 |
4,662.5 |
515.5 |
10.7% |
117.5 |
2.4% |
30% |
False |
False |
32,978 |
60 |
5,178.0 |
4,248.5 |
929.5 |
19.3% |
117.9 |
2.4% |
61% |
False |
False |
22,117 |
80 |
5,178.0 |
3,613.5 |
1,564.5 |
32.5% |
121.8 |
2.5% |
77% |
False |
False |
17,157 |
100 |
5,178.0 |
3,613.5 |
1,564.5 |
32.5% |
123.3 |
2.6% |
77% |
False |
False |
13,803 |
120 |
5,178.0 |
3,613.5 |
1,564.5 |
32.5% |
127.0 |
2.6% |
77% |
False |
False |
11,533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,407.4 |
2.618 |
5,215.6 |
1.618 |
5,098.1 |
1.000 |
5,025.5 |
0.618 |
4,980.6 |
HIGH |
4,908.0 |
0.618 |
4,863.1 |
0.500 |
4,849.3 |
0.382 |
4,835.4 |
LOW |
4,790.5 |
0.618 |
4,717.9 |
1.000 |
4,673.0 |
1.618 |
4,600.4 |
2.618 |
4,482.9 |
4.250 |
4,291.1 |
|
|
Fisher Pivots for day following 30-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4,849.3 |
4,824.5 |
PP |
4,839.3 |
4,822.8 |
S1 |
4,829.4 |
4,821.2 |
|