Trading Metrics calculated at close of trading on 16-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
8,798.50 |
8,612.44 |
-186.06 |
-2.1% |
8,759.35 |
High |
8,798.50 |
8,643.65 |
-154.85 |
-1.8% |
8,877.93 |
Low |
8,577.90 |
8,499.38 |
-78.52 |
-0.9% |
8,633.07 |
Close |
8,612.13 |
8,504.67 |
-107.46 |
-1.2% |
8,799.26 |
Range |
220.60 |
144.27 |
-76.33 |
-34.6% |
244.86 |
ATR |
163.46 |
162.09 |
-1.37 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,982.04 |
8,887.63 |
8,584.02 |
|
R3 |
8,837.77 |
8,743.36 |
8,544.34 |
|
R2 |
8,693.50 |
8,693.50 |
8,531.12 |
|
R1 |
8,599.09 |
8,599.09 |
8,517.89 |
8,574.16 |
PP |
8,549.23 |
8,549.23 |
8,549.23 |
8,536.77 |
S1 |
8,454.82 |
8,454.82 |
8,491.45 |
8,429.89 |
S2 |
8,404.96 |
8,404.96 |
8,478.22 |
|
S3 |
8,260.69 |
8,310.55 |
8,465.00 |
|
S4 |
8,116.42 |
8,166.28 |
8,425.32 |
|
|
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 |
8,499.38 |
378.55 |
4.5% |
158.07 |
1.9% |
1% |
False |
True |
|
10 |
8,877.93 |
8,499.38 |
378.55 |
4.5% |
145.71 |
1.7% |
1% |
False |
True |
|
20 |
8,877.93 |
8,221.01 |
656.92 |
7.7% |
159.57 |
1.9% |
43% |
False |
False |
|
40 |
8,877.93 |
7,791.95 |
1,085.98 |
12.8% |
164.19 |
1.9% |
66% |
False |
False |
|
60 |
8,877.93 |
7,278.78 |
1,599.15 |
18.8% |
183.22 |
2.2% |
77% |
False |
False |
|
80 |
8,877.93 |
6,469.95 |
2,407.98 |
28.3% |
197.88 |
2.3% |
84% |
False |
False |
|
100 |
8,877.93 |
6,469.95 |
2,407.98 |
28.3% |
200.85 |
2.4% |
84% |
False |
False |
|
120 |
9,088.06 |
6,469.95 |
2,618.11 |
30.8% |
202.06 |
2.4% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,256.80 |
2.618 |
9,021.35 |
1.618 |
8,877.08 |
1.000 |
8,787.92 |
0.618 |
8,732.81 |
HIGH |
8,643.65 |
0.618 |
8,588.54 |
0.500 |
8,571.52 |
0.382 |
8,554.49 |
LOW |
8,499.38 |
0.618 |
8,410.22 |
1.000 |
8,355.11 |
1.618 |
8,265.95 |
2.618 |
8,121.68 |
4.250 |
7,886.23 |
|
|
Fisher Pivots for day following 16-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
8,571.52 |
8,652.46 |
PP |
8,549.23 |
8,603.19 |
S1 |
8,526.95 |
8,553.93 |
|