Trading Metrics calculated at close of trading on 18-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
8,459 |
8,437 |
-22 |
-0.3% |
8,634 |
High |
8,508 |
8,542 |
34 |
0.4% |
8,828 |
Low |
8,406 |
8,419 |
13 |
0.2% |
8,574 |
Close |
8,437 |
8,493 |
56 |
0.7% |
8,738 |
Range |
102 |
123 |
21 |
20.6% |
254 |
ATR |
169 |
166 |
-3 |
-2.0% |
0 |
Volume |
125,638 |
146,883 |
21,245 |
16.9% |
96,012 |
|
Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,854 |
8,796 |
8,561 |
|
R3 |
8,731 |
8,673 |
8,527 |
|
R2 |
8,608 |
8,608 |
8,516 |
|
R1 |
8,550 |
8,550 |
8,504 |
8,579 |
PP |
8,485 |
8,485 |
8,485 |
8,499 |
S1 |
8,427 |
8,427 |
8,482 |
8,456 |
S2 |
8,362 |
8,362 |
8,471 |
|
S3 |
8,239 |
8,304 |
8,459 |
|
S4 |
8,116 |
8,181 |
8,425 |
|
|
Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,475 |
9,361 |
8,878 |
|
R3 |
9,221 |
9,107 |
8,808 |
|
R2 |
8,967 |
8,967 |
8,785 |
|
R1 |
8,853 |
8,853 |
8,761 |
8,910 |
PP |
8,713 |
8,713 |
8,713 |
8,742 |
S1 |
8,599 |
8,599 |
8,715 |
8,656 |
S2 |
8,459 |
8,459 |
8,692 |
|
S3 |
8,205 |
8,345 |
8,668 |
|
S4 |
7,951 |
8,091 |
8,598 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,757 |
8,406 |
351 |
4.1% |
138 |
1.6% |
25% |
False |
False |
117,448 |
10 |
8,828 |
8,406 |
422 |
5.0% |
150 |
1.8% |
21% |
False |
False |
60,294 |
20 |
8,828 |
8,138 |
690 |
8.1% |
169 |
2.0% |
51% |
False |
False |
30,408 |
40 |
8,828 |
7,704 |
1,124 |
13.2% |
174 |
2.0% |
70% |
False |
False |
15,252 |
60 |
8,828 |
7,338 |
1,490 |
17.5% |
188 |
2.2% |
78% |
False |
False |
10,190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,065 |
2.618 |
8,864 |
1.618 |
8,741 |
1.000 |
8,665 |
0.618 |
8,618 |
HIGH |
8,542 |
0.618 |
8,495 |
0.500 |
8,481 |
0.382 |
8,466 |
LOW |
8,419 |
0.618 |
8,343 |
1.000 |
8,296 |
1.618 |
8,220 |
2.618 |
8,097 |
4.250 |
7,896 |
|
|
Fisher Pivots for day following 18-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
8,489 |
8,505 |
PP |
8,485 |
8,501 |
S1 |
8,481 |
8,497 |
|