Trading Metrics calculated at close of trading on 24-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2009 |
24-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
1,427.75 |
1,424.25 |
-3.50 |
-0.2% |
1,483.00 |
High |
1,434.25 |
1,457.00 |
22.75 |
1.6% |
1,483.00 |
Low |
1,412.00 |
1,420.00 |
8.00 |
0.6% |
1,437.75 |
Close |
1,424.00 |
1,447.25 |
23.25 |
1.6% |
1,464.00 |
Range |
22.25 |
37.00 |
14.75 |
66.3% |
45.25 |
ATR |
32.91 |
33.20 |
0.29 |
0.9% |
0.00 |
Volume |
312,002 |
259,634 |
-52,368 |
-16.8% |
1,608,793 |
|
Daily Pivots for day following 24-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,552.50 |
1,536.75 |
1,467.50 |
|
R3 |
1,515.50 |
1,499.75 |
1,457.50 |
|
R2 |
1,478.50 |
1,478.50 |
1,454.00 |
|
R1 |
1,462.75 |
1,462.75 |
1,450.75 |
1,470.50 |
PP |
1,441.50 |
1,441.50 |
1,441.50 |
1,445.25 |
S1 |
1,425.75 |
1,425.75 |
1,443.75 |
1,433.50 |
S2 |
1,404.50 |
1,404.50 |
1,440.50 |
|
S3 |
1,367.50 |
1,388.75 |
1,437.00 |
|
S4 |
1,330.50 |
1,351.75 |
1,427.00 |
|
|
Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,597.25 |
1,576.00 |
1,489.00 |
|
R3 |
1,552.00 |
1,530.75 |
1,476.50 |
|
R2 |
1,506.75 |
1,506.75 |
1,472.25 |
|
R1 |
1,485.50 |
1,485.50 |
1,468.25 |
1,473.50 |
PP |
1,461.50 |
1,461.50 |
1,461.50 |
1,455.50 |
S1 |
1,440.25 |
1,440.25 |
1,459.75 |
1,428.25 |
S2 |
1,416.25 |
1,416.25 |
1,455.75 |
|
S3 |
1,371.00 |
1,395.00 |
1,451.50 |
|
S4 |
1,325.75 |
1,349.75 |
1,439.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,476.75 |
1,412.00 |
64.75 |
4.5% |
31.75 |
2.2% |
54% |
False |
False |
314,118 |
10 |
1,511.25 |
1,412.00 |
99.25 |
6.9% |
31.00 |
2.1% |
36% |
False |
False |
272,683 |
20 |
1,516.00 |
1,388.00 |
128.00 |
8.8% |
31.50 |
2.2% |
46% |
False |
False |
137,323 |
40 |
1,516.00 |
1,336.75 |
179.25 |
12.4% |
34.50 |
2.4% |
62% |
False |
False |
68,726 |
60 |
1,516.00 |
1,210.00 |
306.00 |
21.1% |
34.50 |
2.4% |
78% |
False |
False |
45,845 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,614.25 |
2.618 |
1,553.75 |
1.618 |
1,516.75 |
1.000 |
1,494.00 |
0.618 |
1,479.75 |
HIGH |
1,457.00 |
0.618 |
1,442.75 |
0.500 |
1,438.50 |
0.382 |
1,434.25 |
LOW |
1,420.00 |
0.618 |
1,397.25 |
1.000 |
1,383.00 |
1.618 |
1,360.25 |
2.618 |
1,323.25 |
4.250 |
1,262.75 |
|
|
Fisher Pivots for day following 24-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
1,444.25 |
1,445.25 |
PP |
1,441.50 |
1,443.25 |
S1 |
1,438.50 |
1,441.25 |
|