Trading Metrics calculated at close of trading on 23-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2009 |
23-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
8,461 |
8,283 |
-178 |
-2.1% |
8,718 |
High |
8,509 |
8,326 |
-183 |
-2.2% |
8,720 |
Low |
8,275 |
8,228 |
-47 |
-0.6% |
8,406 |
Close |
8,283 |
8,257 |
-26 |
-0.3% |
8,476 |
Range |
234 |
98 |
-136 |
-58.1% |
314 |
ATR |
168 |
163 |
-5 |
-3.0% |
0 |
Volume |
109,665 |
138,109 |
28,444 |
25.9% |
632,934 |
|
Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,564 |
8,509 |
8,311 |
|
R3 |
8,466 |
8,411 |
8,284 |
|
R2 |
8,368 |
8,368 |
8,275 |
|
R1 |
8,313 |
8,313 |
8,266 |
8,292 |
PP |
8,270 |
8,270 |
8,270 |
8,260 |
S1 |
8,215 |
8,215 |
8,248 |
8,194 |
S2 |
8,172 |
8,172 |
8,239 |
|
S3 |
8,074 |
8,117 |
8,230 |
|
S4 |
7,976 |
8,019 |
8,203 |
|
|
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 |
8,566 |
8,228 |
338 |
4.1% |
137 |
1.7% |
9% |
False |
True |
129,496 |
10 |
8,828 |
8,228 |
600 |
7.3% |
153 |
1.8% |
5% |
False |
True |
97,272 |
20 |
8,828 |
8,170 |
658 |
8.0% |
162 |
2.0% |
13% |
False |
False |
49,134 |
40 |
8,828 |
7,814 |
1,014 |
12.3% |
171 |
2.1% |
44% |
False |
False |
24,622 |
60 |
8,828 |
7,338 |
1,490 |
18.0% |
185 |
2.2% |
62% |
False |
False |
16,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,743 |
2.618 |
8,583 |
1.618 |
8,485 |
1.000 |
8,424 |
0.618 |
8,387 |
HIGH |
8,326 |
0.618 |
8,289 |
0.500 |
8,277 |
0.382 |
8,266 |
LOW |
8,228 |
0.618 |
8,168 |
1.000 |
8,130 |
1.618 |
8,070 |
2.618 |
7,972 |
4.250 |
7,812 |
|
|
Fisher Pivots for day following 23-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
8,277 |
8,397 |
PP |
8,270 |
8,350 |
S1 |
8,264 |
8,304 |
|