Trading Metrics calculated at close of trading on 22-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2009 |
22-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
8,495 |
8,461 |
-34 |
-0.4% |
8,718 |
High |
8,566 |
8,509 |
-57 |
-0.7% |
8,720 |
Low |
8,437 |
8,275 |
-162 |
-1.9% |
8,406 |
Close |
8,476 |
8,283 |
-193 |
-2.3% |
8,476 |
Range |
129 |
234 |
105 |
81.4% |
314 |
ATR |
163 |
168 |
5 |
3.1% |
0 |
Volume |
127,188 |
109,665 |
-17,523 |
-13.8% |
632,934 |
|
Daily Pivots for day following 22-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,058 |
8,904 |
8,412 |
|
R3 |
8,824 |
8,670 |
8,347 |
|
R2 |
8,590 |
8,590 |
8,326 |
|
R1 |
8,436 |
8,436 |
8,305 |
8,396 |
PP |
8,356 |
8,356 |
8,356 |
8,336 |
S1 |
8,202 |
8,202 |
8,262 |
8,162 |
S2 |
8,122 |
8,122 |
8,240 |
|
S3 |
7,888 |
7,968 |
8,219 |
|
S4 |
7,654 |
7,734 |
8,154 |
|
|
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 |
8,603 |
8,275 |
328 |
4.0% |
150 |
1.8% |
2% |
False |
True |
127,895 |
10 |
8,828 |
8,275 |
553 |
6.7% |
151 |
1.8% |
1% |
False |
True |
83,676 |
20 |
8,828 |
8,138 |
690 |
8.3% |
172 |
2.1% |
21% |
False |
False |
42,235 |
40 |
8,828 |
7,814 |
1,014 |
12.2% |
172 |
2.1% |
46% |
False |
False |
21,171 |
60 |
8,828 |
7,338 |
1,490 |
18.0% |
186 |
2.2% |
63% |
False |
False |
14,134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,504 |
2.618 |
9,122 |
1.618 |
8,888 |
1.000 |
8,743 |
0.618 |
8,654 |
HIGH |
8,509 |
0.618 |
8,420 |
0.500 |
8,392 |
0.382 |
8,365 |
LOW |
8,275 |
0.618 |
8,131 |
1.000 |
8,041 |
1.618 |
7,897 |
2.618 |
7,663 |
4.250 |
7,281 |
|
|
Fisher Pivots for day following 22-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
8,392 |
8,421 |
PP |
8,356 |
8,375 |
S1 |
8,319 |
8,329 |
|