Trading Metrics calculated at close of trading on 26-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2009 |
26-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4,237.0 |
4,250.0 |
13.0 |
0.3% |
4,314.0 |
High |
4,265.0 |
4,277.0 |
12.0 |
0.3% |
4,320.5 |
Low |
4,178.5 |
4,181.5 |
3.0 |
0.1% |
4,178.5 |
Close |
4,220.5 |
4,206.5 |
-14.0 |
-0.3% |
4,206.5 |
Range |
86.5 |
95.5 |
9.0 |
10.4% |
142.0 |
ATR |
88.1 |
88.7 |
0.5 |
0.6% |
0.0 |
Volume |
87,028 |
94,147 |
7,119 |
8.2% |
509,797 |
|
Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,508.0 |
4,453.0 |
4,259.0 |
|
R3 |
4,412.5 |
4,357.5 |
4,233.0 |
|
R2 |
4,317.0 |
4,317.0 |
4,224.0 |
|
R1 |
4,262.0 |
4,262.0 |
4,215.5 |
4,242.0 |
PP |
4,221.5 |
4,221.5 |
4,221.5 |
4,211.5 |
S1 |
4,166.5 |
4,166.5 |
4,197.5 |
4,146.0 |
S2 |
4,126.0 |
4,126.0 |
4,189.0 |
|
S3 |
4,030.5 |
4,071.0 |
4,180.0 |
|
S4 |
3,935.0 |
3,975.5 |
4,154.0 |
|
|
Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,661.0 |
4,576.0 |
4,284.5 |
|
R3 |
4,519.0 |
4,434.0 |
4,245.5 |
|
R2 |
4,377.0 |
4,377.0 |
4,232.5 |
|
R1 |
4,292.0 |
4,292.0 |
4,219.5 |
4,263.5 |
PP |
4,235.0 |
4,235.0 |
4,235.0 |
4,221.0 |
S1 |
4,150.0 |
4,150.0 |
4,193.5 |
4,121.5 |
S2 |
4,093.0 |
4,093.0 |
4,180.5 |
|
S3 |
3,951.0 |
4,008.0 |
4,167.5 |
|
S4 |
3,809.0 |
3,866.0 |
4,128.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,320.5 |
4,178.5 |
142.0 |
3.4% |
89.5 |
2.1% |
20% |
False |
False |
101,959 |
10 |
4,386.5 |
4,178.5 |
208.0 |
4.9% |
89.5 |
2.1% |
13% |
False |
False |
129,241 |
20 |
4,471.5 |
4,178.5 |
293.0 |
7.0% |
81.0 |
1.9% |
10% |
False |
False |
67,716 |
40 |
4,471.5 |
4,117.0 |
354.5 |
8.4% |
80.5 |
1.9% |
25% |
False |
False |
33,954 |
60 |
4,471.5 |
3,760.0 |
711.5 |
16.9% |
84.0 |
2.0% |
63% |
False |
False |
22,672 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,683.0 |
2.618 |
4,527.0 |
1.618 |
4,431.5 |
1.000 |
4,372.5 |
0.618 |
4,336.0 |
HIGH |
4,277.0 |
0.618 |
4,240.5 |
0.500 |
4,229.0 |
0.382 |
4,218.0 |
LOW |
4,181.5 |
0.618 |
4,122.5 |
1.000 |
4,086.0 |
1.618 |
4,027.0 |
2.618 |
3,931.5 |
4.250 |
3,775.5 |
|
|
Fisher Pivots for day following 26-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4,229.0 |
4,228.0 |
PP |
4,221.5 |
4,220.5 |
S1 |
4,214.0 |
4,213.5 |
|