Trading Metrics calculated at close of trading on 25-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2009 |
25-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
1,424.25 |
1,446.25 |
22.00 |
1.5% |
1,483.00 |
High |
1,457.00 |
1,476.75 |
19.75 |
1.4% |
1,483.00 |
Low |
1,420.00 |
1,432.75 |
12.75 |
0.9% |
1,437.75 |
Close |
1,447.25 |
1,473.00 |
25.75 |
1.8% |
1,464.00 |
Range |
37.00 |
44.00 |
7.00 |
18.9% |
45.25 |
ATR |
33.20 |
33.97 |
0.77 |
2.3% |
0.00 |
Volume |
259,634 |
261,782 |
2,148 |
0.8% |
1,608,793 |
|
Daily Pivots for day following 25-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,592.75 |
1,577.00 |
1,497.25 |
|
R3 |
1,548.75 |
1,533.00 |
1,485.00 |
|
R2 |
1,504.75 |
1,504.75 |
1,481.00 |
|
R1 |
1,489.00 |
1,489.00 |
1,477.00 |
1,497.00 |
PP |
1,460.75 |
1,460.75 |
1,460.75 |
1,464.75 |
S1 |
1,445.00 |
1,445.00 |
1,469.00 |
1,453.00 |
S2 |
1,416.75 |
1,416.75 |
1,465.00 |
|
S3 |
1,372.75 |
1,401.00 |
1,461.00 |
|
S4 |
1,328.75 |
1,357.00 |
1,448.75 |
|
|
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 |
4.4% |
36.75 |
2.5% |
94% |
True |
False |
286,199 |
10 |
1,496.50 |
1,412.00 |
84.50 |
5.7% |
33.00 |
2.2% |
72% |
False |
False |
296,841 |
20 |
1,516.00 |
1,409.75 |
106.25 |
7.2% |
32.00 |
2.2% |
60% |
False |
False |
150,406 |
40 |
1,516.00 |
1,336.75 |
179.25 |
12.2% |
34.50 |
2.3% |
76% |
False |
False |
75,270 |
60 |
1,516.00 |
1,210.00 |
306.00 |
20.8% |
34.75 |
2.4% |
86% |
False |
False |
50,208 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,663.75 |
2.618 |
1,592.00 |
1.618 |
1,548.00 |
1.000 |
1,520.75 |
0.618 |
1,504.00 |
HIGH |
1,476.75 |
0.618 |
1,460.00 |
0.500 |
1,454.75 |
0.382 |
1,449.50 |
LOW |
1,432.75 |
0.618 |
1,405.50 |
1.000 |
1,388.75 |
1.618 |
1,361.50 |
2.618 |
1,317.50 |
4.250 |
1,245.75 |
|
|
Fisher Pivots for day following 25-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
1,467.00 |
1,463.50 |
PP |
1,460.75 |
1,454.00 |
S1 |
1,454.75 |
1,444.50 |
|