Trading Metrics calculated at close of trading on 24-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2009 |
24-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
8,283 |
8,258 |
-25 |
-0.3% |
8,718 |
High |
8,326 |
8,370 |
44 |
0.5% |
8,720 |
Low |
8,228 |
8,201 |
-27 |
-0.3% |
8,406 |
Close |
8,257 |
8,256 |
-1 |
0.0% |
8,476 |
Range |
98 |
169 |
71 |
72.4% |
314 |
ATR |
163 |
164 |
0 |
0.2% |
0 |
Volume |
138,109 |
136,598 |
-1,511 |
-1.1% |
632,934 |
|
Daily Pivots for day following 24-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,783 |
8,688 |
8,349 |
|
R3 |
8,614 |
8,519 |
8,303 |
|
R2 |
8,445 |
8,445 |
8,287 |
|
R1 |
8,350 |
8,350 |
8,272 |
8,313 |
PP |
8,276 |
8,276 |
8,276 |
8,257 |
S1 |
8,181 |
8,181 |
8,241 |
8,144 |
S2 |
8,107 |
8,107 |
8,225 |
|
S3 |
7,938 |
8,012 |
8,210 |
|
S4 |
7,769 |
7,843 |
8,163 |
|
|
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 |
8,201 |
365 |
4.4% |
151 |
1.8% |
15% |
False |
True |
131,688 |
10 |
8,828 |
8,201 |
627 |
7.6% |
147 |
1.8% |
9% |
False |
True |
110,552 |
20 |
8,828 |
8,170 |
658 |
8.0% |
160 |
1.9% |
13% |
False |
False |
55,948 |
40 |
8,828 |
7,900 |
928 |
11.2% |
171 |
2.1% |
38% |
False |
False |
28,035 |
60 |
8,828 |
7,383 |
1,445 |
17.5% |
183 |
2.2% |
60% |
False |
False |
18,711 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,088 |
2.618 |
8,813 |
1.618 |
8,644 |
1.000 |
8,539 |
0.618 |
8,475 |
HIGH |
8,370 |
0.618 |
8,306 |
0.500 |
8,286 |
0.382 |
8,266 |
LOW |
8,201 |
0.618 |
8,097 |
1.000 |
8,032 |
1.618 |
7,928 |
2.618 |
7,759 |
4.250 |
7,483 |
|
|
Fisher Pivots for day following 24-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
8,286 |
8,355 |
PP |
8,276 |
8,322 |
S1 |
8,266 |
8,289 |
|