Trading Metrics calculated at close of trading on 17-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2009 |
17-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
8,612.44 |
8,504.36 |
-108.08 |
-1.3% |
8,759.35 |
High |
8,643.65 |
8,563.01 |
-80.64 |
-0.9% |
8,877.93 |
Low |
8,499.38 |
8,461.29 |
-38.09 |
-0.4% |
8,633.07 |
Close |
8,504.67 |
8,497.18 |
-7.49 |
-0.1% |
8,799.26 |
Range |
144.27 |
101.72 |
-42.55 |
-29.5% |
244.86 |
ATR |
162.09 |
157.78 |
-4.31 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,812.32 |
8,756.47 |
8,553.13 |
|
R3 |
8,710.60 |
8,654.75 |
8,525.15 |
|
R2 |
8,608.88 |
8,608.88 |
8,515.83 |
|
R1 |
8,553.03 |
8,553.03 |
8,506.50 |
8,530.10 |
PP |
8,507.16 |
8,507.16 |
8,507.16 |
8,495.69 |
S1 |
8,451.31 |
8,451.31 |
8,487.86 |
8,428.38 |
S2 |
8,405.44 |
8,405.44 |
8,478.53 |
|
S3 |
8,303.72 |
8,349.59 |
8,469.21 |
|
S4 |
8,202.00 |
8,247.87 |
8,441.23 |
|
|
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 |
8,461.29 |
416.64 |
4.9% |
139.42 |
1.6% |
9% |
False |
True |
|
10 |
8,877.93 |
8,461.29 |
416.64 |
4.9% |
141.68 |
1.7% |
9% |
False |
True |
|
20 |
8,877.93 |
8,221.01 |
656.92 |
7.7% |
160.94 |
1.9% |
42% |
False |
False |
|
40 |
8,877.93 |
7,804.21 |
1,073.72 |
12.6% |
162.05 |
1.9% |
65% |
False |
False |
|
60 |
8,877.93 |
7,437.59 |
1,440.34 |
17.0% |
176.55 |
2.1% |
74% |
False |
False |
|
80 |
8,877.93 |
6,469.95 |
2,407.98 |
28.3% |
194.96 |
2.3% |
84% |
False |
False |
|
100 |
8,877.93 |
6,469.95 |
2,407.98 |
28.3% |
199.43 |
2.3% |
84% |
False |
False |
|
120 |
9,088.06 |
6,469.95 |
2,618.11 |
30.8% |
201.13 |
2.4% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,995.32 |
2.618 |
8,829.31 |
1.618 |
8,727.59 |
1.000 |
8,664.73 |
0.618 |
8,625.87 |
HIGH |
8,563.01 |
0.618 |
8,524.15 |
0.500 |
8,512.15 |
0.382 |
8,500.15 |
LOW |
8,461.29 |
0.618 |
8,398.43 |
1.000 |
8,359.57 |
1.618 |
8,296.71 |
2.618 |
8,194.99 |
4.250 |
8,028.98 |
|
|
Fisher Pivots for day following 17-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
8,512.15 |
8,629.90 |
PP |
8,507.16 |
8,585.66 |
S1 |
8,502.17 |
8,541.42 |
|