Trading Metrics calculated at close of trading on 25-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2009 |
25-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
8,258 |
8,254 |
-4 |
0.0% |
8,718 |
High |
8,370 |
8,432 |
62 |
0.7% |
8,720 |
Low |
8,201 |
8,194 |
-7 |
-0.1% |
8,406 |
Close |
8,256 |
8,414 |
158 |
1.9% |
8,476 |
Range |
169 |
238 |
69 |
40.8% |
314 |
ATR |
164 |
169 |
5 |
3.2% |
0 |
Volume |
136,598 |
135,229 |
-1,369 |
-1.0% |
632,934 |
|
Daily Pivots for day following 25-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,061 |
8,975 |
8,545 |
|
R3 |
8,823 |
8,737 |
8,480 |
|
R2 |
8,585 |
8,585 |
8,458 |
|
R1 |
8,499 |
8,499 |
8,436 |
8,542 |
PP |
8,347 |
8,347 |
8,347 |
8,368 |
S1 |
8,261 |
8,261 |
8,392 |
8,304 |
S2 |
8,109 |
8,109 |
8,370 |
|
S3 |
7,871 |
8,023 |
8,349 |
|
S4 |
7,633 |
7,785 |
8,283 |
|
|
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 |
8,194 |
372 |
4.4% |
174 |
2.1% |
59% |
False |
True |
129,357 |
10 |
8,757 |
8,194 |
563 |
6.7% |
156 |
1.9% |
39% |
False |
True |
123,403 |
20 |
8,828 |
8,194 |
634 |
7.5% |
162 |
1.9% |
35% |
False |
True |
62,697 |
40 |
8,828 |
7,999 |
829 |
9.9% |
170 |
2.0% |
50% |
False |
False |
31,413 |
60 |
8,828 |
7,383 |
1,445 |
17.2% |
184 |
2.2% |
71% |
False |
False |
20,964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,444 |
2.618 |
9,055 |
1.618 |
8,817 |
1.000 |
8,670 |
0.618 |
8,579 |
HIGH |
8,432 |
0.618 |
8,341 |
0.500 |
8,313 |
0.382 |
8,285 |
LOW |
8,194 |
0.618 |
8,047 |
1.000 |
7,956 |
1.618 |
7,809 |
2.618 |
7,571 |
4.250 |
7,183 |
|
|
Fisher Pivots for day following 25-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
8,380 |
8,380 |
PP |
8,347 |
8,347 |
S1 |
8,313 |
8,313 |
|