Trading Metrics calculated at close of trading on 17-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2009 |
17-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
1,456.75 |
1,443.75 |
-13.00 |
-0.9% |
1,478.00 |
High |
1,468.25 |
1,469.50 |
1.25 |
0.1% |
1,516.00 |
Low |
1,441.25 |
1,437.75 |
-3.50 |
-0.2% |
1,466.00 |
Close |
1,444.25 |
1,453.50 |
9.25 |
0.6% |
1,485.50 |
Range |
27.00 |
31.75 |
4.75 |
17.6% |
50.00 |
ATR |
33.79 |
33.64 |
-0.15 |
-0.4% |
0.00 |
Volume |
321,471 |
316,703 |
-4,768 |
-1.5% |
278,033 |
|
Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,548.75 |
1,533.00 |
1,471.00 |
|
R3 |
1,517.00 |
1,501.25 |
1,462.25 |
|
R2 |
1,485.25 |
1,485.25 |
1,459.25 |
|
R1 |
1,469.50 |
1,469.50 |
1,456.50 |
1,477.50 |
PP |
1,453.50 |
1,453.50 |
1,453.50 |
1,457.50 |
S1 |
1,437.75 |
1,437.75 |
1,450.50 |
1,445.50 |
S2 |
1,421.75 |
1,421.75 |
1,447.75 |
|
S3 |
1,390.00 |
1,406.00 |
1,444.75 |
|
S4 |
1,358.25 |
1,374.25 |
1,436.00 |
|
|
Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,639.25 |
1,612.25 |
1,513.00 |
|
R3 |
1,589.25 |
1,562.25 |
1,499.25 |
|
R2 |
1,539.25 |
1,539.25 |
1,494.75 |
|
R1 |
1,512.25 |
1,512.25 |
1,490.00 |
1,525.75 |
PP |
1,489.25 |
1,489.25 |
1,489.25 |
1,496.00 |
S1 |
1,462.25 |
1,462.25 |
1,481.00 |
1,475.75 |
S2 |
1,439.25 |
1,439.25 |
1,476.25 |
|
S3 |
1,389.25 |
1,412.25 |
1,471.75 |
|
S4 |
1,339.25 |
1,362.25 |
1,458.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,511.25 |
1,437.75 |
73.50 |
5.1% |
30.00 |
2.1% |
21% |
False |
True |
231,248 |
10 |
1,516.00 |
1,437.75 |
78.25 |
5.4% |
30.25 |
2.1% |
20% |
False |
True |
117,357 |
20 |
1,516.00 |
1,341.50 |
174.50 |
12.0% |
33.75 |
2.3% |
64% |
False |
False |
58,844 |
40 |
1,516.00 |
1,314.75 |
201.25 |
13.8% |
34.75 |
2.4% |
69% |
False |
False |
29,466 |
60 |
1,516.00 |
1,203.75 |
312.25 |
21.5% |
35.25 |
2.4% |
80% |
False |
False |
19,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,604.50 |
2.618 |
1,552.50 |
1.618 |
1,520.75 |
1.000 |
1,501.25 |
0.618 |
1,489.00 |
HIGH |
1,469.50 |
0.618 |
1,457.25 |
0.500 |
1,453.50 |
0.382 |
1,450.00 |
LOW |
1,437.75 |
0.618 |
1,418.25 |
1.000 |
1,406.00 |
1.618 |
1,386.50 |
2.618 |
1,354.75 |
4.250 |
1,302.75 |
|
|
Fisher Pivots for day following 17-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
1,453.50 |
1,460.50 |
PP |
1,453.50 |
1,458.00 |
S1 |
1,453.50 |
1,455.75 |
|