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 |
8,437 |
8,495 |
58 |
0.7% |
8,718 |
High |
8,542 |
8,566 |
24 |
0.3% |
8,720 |
Low |
8,419 |
8,437 |
18 |
0.2% |
8,406 |
Close |
8,493 |
8,476 |
-17 |
-0.2% |
8,476 |
Range |
123 |
129 |
6 |
4.9% |
314 |
ATR |
166 |
163 |
-3 |
-1.6% |
0 |
Volume |
146,883 |
127,188 |
-19,695 |
-13.4% |
632,934 |
|
Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,880 |
8,807 |
8,547 |
|
R3 |
8,751 |
8,678 |
8,512 |
|
R2 |
8,622 |
8,622 |
8,500 |
|
R1 |
8,549 |
8,549 |
8,488 |
8,521 |
PP |
8,493 |
8,493 |
8,493 |
8,479 |
S1 |
8,420 |
8,420 |
8,464 |
8,392 |
S2 |
8,364 |
8,364 |
8,452 |
|
S3 |
8,235 |
8,291 |
8,441 |
|
S4 |
8,106 |
8,162 |
8,405 |
|
|
Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,476 |
9,290 |
8,649 |
|
R3 |
9,162 |
8,976 |
8,562 |
|
R2 |
8,848 |
8,848 |
8,534 |
|
R1 |
8,662 |
8,662 |
8,505 |
8,598 |
PP |
8,534 |
8,534 |
8,534 |
8,502 |
S1 |
8,348 |
8,348 |
8,447 |
8,284 |
S2 |
8,220 |
8,220 |
8,419 |
|
S3 |
7,906 |
8,034 |
8,390 |
|
S4 |
7,592 |
7,720 |
8,303 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,720 |
8,406 |
314 |
3.7% |
143 |
1.7% |
22% |
False |
False |
126,586 |
10 |
8,828 |
8,406 |
422 |
5.0% |
146 |
1.7% |
17% |
False |
False |
72,894 |
20 |
8,828 |
8,138 |
690 |
8.1% |
165 |
1.9% |
49% |
False |
False |
36,761 |
40 |
8,828 |
7,805 |
1,023 |
12.1% |
172 |
2.0% |
66% |
False |
False |
18,431 |
60 |
8,828 |
7,338 |
1,490 |
17.6% |
185 |
2.2% |
76% |
False |
False |
12,307 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,114 |
2.618 |
8,904 |
1.618 |
8,775 |
1.000 |
8,695 |
0.618 |
8,646 |
HIGH |
8,566 |
0.618 |
8,517 |
0.500 |
8,502 |
0.382 |
8,486 |
LOW |
8,437 |
0.618 |
8,357 |
1.000 |
8,308 |
1.618 |
8,228 |
2.618 |
8,099 |
4.250 |
7,889 |
|
|
Fisher Pivots for day following 19-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
8,502 |
8,486 |
PP |
8,493 |
8,483 |
S1 |
8,485 |
8,479 |
|