Trading Metrics calculated at close of trading on 15-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
8,770.01 |
8,798.50 |
28.49 |
0.3% |
8,759.35 |
High |
8,805.53 |
8,798.50 |
-7.03 |
-0.1% |
8,877.93 |
Low |
8,716.73 |
8,577.90 |
-138.83 |
-1.6% |
8,633.07 |
Close |
8,799.26 |
8,612.13 |
-187.13 |
-2.1% |
8,799.26 |
Range |
88.80 |
220.60 |
131.80 |
148.4% |
244.86 |
ATR |
159.01 |
163.46 |
4.45 |
2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,324.64 |
9,188.99 |
8,733.46 |
|
R3 |
9,104.04 |
8,968.39 |
8,672.80 |
|
R2 |
8,883.44 |
8,883.44 |
8,652.57 |
|
R1 |
8,747.79 |
8,747.79 |
8,632.35 |
8,705.32 |
PP |
8,662.84 |
8,662.84 |
8,662.84 |
8,641.61 |
S1 |
8,527.19 |
8,527.19 |
8,591.91 |
8,484.72 |
S2 |
8,442.24 |
8,442.24 |
8,571.69 |
|
S3 |
8,221.64 |
8,306.59 |
8,551.47 |
|
S4 |
8,001.04 |
8,085.99 |
8,490.80 |
|
|
Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,504.67 |
9,396.82 |
8,933.93 |
|
R3 |
9,259.81 |
9,151.96 |
8,866.60 |
|
R2 |
9,014.95 |
9,014.95 |
8,844.15 |
|
R1 |
8,907.10 |
8,907.10 |
8,821.71 |
8,961.03 |
PP |
8,770.09 |
8,770.09 |
8,770.09 |
8,797.05 |
S1 |
8,662.24 |
8,662.24 |
8,776.81 |
8,716.17 |
S2 |
8,525.23 |
8,525.23 |
8,754.37 |
|
S3 |
8,280.37 |
8,417.38 |
8,731.92 |
|
S4 |
8,035.51 |
8,172.52 |
8,664.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,877.93 |
8,577.90 |
300.03 |
3.5% |
144.84 |
1.7% |
11% |
False |
True |
|
10 |
8,877.93 |
8,577.90 |
300.03 |
3.5% |
140.62 |
1.6% |
11% |
False |
True |
|
20 |
8,877.93 |
8,221.01 |
656.92 |
7.6% |
164.45 |
1.9% |
60% |
False |
False |
|
40 |
8,877.93 |
7,791.95 |
1,085.98 |
12.6% |
167.79 |
1.9% |
76% |
False |
False |
|
60 |
8,877.93 |
7,257.83 |
1,620.10 |
18.8% |
184.20 |
2.1% |
84% |
False |
False |
|
80 |
8,877.93 |
6,469.95 |
2,407.98 |
28.0% |
198.82 |
2.3% |
89% |
False |
False |
|
100 |
8,877.93 |
6,469.95 |
2,407.98 |
28.0% |
202.08 |
2.3% |
89% |
False |
False |
|
120 |
9,088.06 |
6,469.95 |
2,618.11 |
30.4% |
202.77 |
2.4% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,736.05 |
2.618 |
9,376.03 |
1.618 |
9,155.43 |
1.000 |
9,019.10 |
0.618 |
8,934.83 |
HIGH |
8,798.50 |
0.618 |
8,714.23 |
0.500 |
8,688.20 |
0.382 |
8,662.17 |
LOW |
8,577.90 |
0.618 |
8,441.57 |
1.000 |
8,357.30 |
1.618 |
8,220.97 |
2.618 |
8,000.37 |
4.250 |
7,640.35 |
|
|
Fisher Pivots for day following 15-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
8,688.20 |
8,727.92 |
PP |
8,662.84 |
8,689.32 |
S1 |
8,637.49 |
8,650.73 |
|