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 |
1,473.50 |
1,476.00 |
2.50 |
0.2% |
1,463.75 |
High |
1,482.00 |
1,492.50 |
10.50 |
0.7% |
1,482.00 |
Low |
1,463.75 |
1,466.75 |
3.00 |
0.2% |
1,412.00 |
Close |
1,476.75 |
1,481.50 |
4.75 |
0.3% |
1,476.75 |
Range |
18.25 |
25.75 |
7.50 |
41.1% |
70.00 |
ATR |
32.85 |
32.34 |
-0.51 |
-1.5% |
0.00 |
Volume |
313,194 |
209,361 |
-103,833 |
-33.2% |
1,427,603 |
|
Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,557.50 |
1,545.25 |
1,495.75 |
|
R3 |
1,531.75 |
1,519.50 |
1,488.50 |
|
R2 |
1,506.00 |
1,506.00 |
1,486.25 |
|
R1 |
1,493.75 |
1,493.75 |
1,483.75 |
1,500.00 |
PP |
1,480.25 |
1,480.25 |
1,480.25 |
1,483.25 |
S1 |
1,468.00 |
1,468.00 |
1,479.25 |
1,474.00 |
S2 |
1,454.50 |
1,454.50 |
1,476.75 |
|
S3 |
1,428.75 |
1,442.25 |
1,474.50 |
|
S4 |
1,403.00 |
1,416.50 |
1,467.25 |
|
|
Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,667.00 |
1,641.75 |
1,515.25 |
|
R3 |
1,597.00 |
1,571.75 |
1,496.00 |
|
R2 |
1,527.00 |
1,527.00 |
1,489.50 |
|
R1 |
1,501.75 |
1,501.75 |
1,483.25 |
1,514.50 |
PP |
1,457.00 |
1,457.00 |
1,457.00 |
1,463.25 |
S1 |
1,431.75 |
1,431.75 |
1,470.25 |
1,444.50 |
S2 |
1,387.00 |
1,387.00 |
1,464.00 |
|
S3 |
1,317.00 |
1,361.75 |
1,457.50 |
|
S4 |
1,247.00 |
1,291.75 |
1,438.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,492.50 |
1,412.00 |
80.50 |
5.4% |
29.50 |
2.0% |
86% |
True |
False |
271,194 |
10 |
1,492.50 |
1,412.00 |
80.50 |
5.4% |
30.50 |
2.1% |
86% |
True |
False |
299,310 |
20 |
1,516.00 |
1,412.00 |
104.00 |
7.0% |
30.25 |
2.0% |
67% |
False |
False |
176,481 |
40 |
1,516.00 |
1,336.75 |
179.25 |
12.1% |
34.25 |
2.3% |
81% |
False |
False |
88,330 |
60 |
1,516.00 |
1,266.75 |
249.25 |
16.8% |
33.75 |
2.3% |
86% |
False |
False |
58,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,602.00 |
2.618 |
1,560.00 |
1.618 |
1,534.25 |
1.000 |
1,518.25 |
0.618 |
1,508.50 |
HIGH |
1,492.50 |
0.618 |
1,482.75 |
0.500 |
1,479.50 |
0.382 |
1,476.50 |
LOW |
1,466.75 |
0.618 |
1,450.75 |
1.000 |
1,441.00 |
1.618 |
1,425.00 |
2.618 |
1,399.25 |
4.250 |
1,357.25 |
|
|
Fisher Pivots for day following 29-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
1,481.00 |
1,475.25 |
PP |
1,480.25 |
1,469.00 |
S1 |
1,479.50 |
1,462.50 |
|