Trading Metrics calculated at close of trading on 19-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4,250.0 |
4,260.0 |
10.0 |
0.2% |
4,386.5 |
High |
4,281.5 |
4,350.0 |
68.5 |
1.6% |
4,386.5 |
Low |
4,204.0 |
4,245.5 |
41.5 |
1.0% |
4,204.0 |
Close |
4,257.0 |
4,316.5 |
59.5 |
1.4% |
4,316.5 |
Range |
77.5 |
104.5 |
27.0 |
34.8% |
182.5 |
ATR |
87.3 |
88.5 |
1.2 |
1.4% |
0.0 |
Volume |
180,143 |
133,347 |
-46,796 |
-26.0% |
782,615 |
|
Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,617.5 |
4,571.5 |
4,374.0 |
|
R3 |
4,513.0 |
4,467.0 |
4,345.0 |
|
R2 |
4,408.5 |
4,408.5 |
4,335.5 |
|
R1 |
4,362.5 |
4,362.5 |
4,326.0 |
4,385.5 |
PP |
4,304.0 |
4,304.0 |
4,304.0 |
4,315.5 |
S1 |
4,258.0 |
4,258.0 |
4,307.0 |
4,281.0 |
S2 |
4,199.5 |
4,199.5 |
4,297.5 |
|
S3 |
4,095.0 |
4,153.5 |
4,288.0 |
|
S4 |
3,990.5 |
4,049.0 |
4,259.0 |
|
|
Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,850.0 |
4,765.5 |
4,417.0 |
|
R3 |
4,667.5 |
4,583.0 |
4,366.5 |
|
R2 |
4,485.0 |
4,485.0 |
4,350.0 |
|
R1 |
4,400.5 |
4,400.5 |
4,333.0 |
4,351.5 |
PP |
4,302.5 |
4,302.5 |
4,302.5 |
4,278.0 |
S1 |
4,218.0 |
4,218.0 |
4,300.0 |
4,169.0 |
S2 |
4,120.0 |
4,120.0 |
4,283.0 |
|
S3 |
3,937.5 |
4,035.5 |
4,266.5 |
|
S4 |
3,755.0 |
3,853.0 |
4,216.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,386.5 |
4,204.0 |
182.5 |
4.2% |
89.5 |
2.1% |
62% |
False |
False |
156,523 |
10 |
4,471.5 |
4,204.0 |
267.5 |
6.2% |
82.0 |
1.9% |
42% |
False |
False |
83,125 |
20 |
4,471.5 |
4,204.0 |
267.5 |
6.2% |
78.0 |
1.8% |
42% |
False |
False |
42,254 |
40 |
4,471.5 |
3,923.0 |
548.5 |
12.7% |
80.5 |
1.9% |
72% |
False |
False |
21,226 |
60 |
4,471.5 |
3,680.5 |
791.0 |
18.3% |
80.5 |
1.9% |
80% |
False |
False |
14,178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,794.0 |
2.618 |
4,623.5 |
1.618 |
4,519.0 |
1.000 |
4,454.5 |
0.618 |
4,414.5 |
HIGH |
4,350.0 |
0.618 |
4,310.0 |
0.500 |
4,298.0 |
0.382 |
4,285.5 |
LOW |
4,245.5 |
0.618 |
4,181.0 |
1.000 |
4,141.0 |
1.618 |
4,076.5 |
2.618 |
3,972.0 |
4.250 |
3,801.5 |
|
|
Fisher Pivots for day following 19-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4,310.0 |
4,303.5 |
PP |
4,304.0 |
4,290.0 |
S1 |
4,298.0 |
4,277.0 |
|