Trading Metrics calculated at close of trading on 23-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2009 |
23-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
8,538.52 |
8,340.44 |
-198.08 |
-2.3% |
8,798.50 |
High |
8,538.83 |
8,370.90 |
-167.93 |
-2.0% |
8,798.50 |
Low |
8,334.55 |
8,286.41 |
-48.14 |
-0.6% |
8,461.29 |
Close |
8,339.01 |
8,322.91 |
-16.10 |
-0.2% |
8,539.73 |
Range |
204.28 |
84.49 |
-119.79 |
-58.6% |
337.21 |
ATR |
156.04 |
150.93 |
-5.11 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,580.21 |
8,536.05 |
8,369.38 |
|
R3 |
8,495.72 |
8,451.56 |
8,346.14 |
|
R2 |
8,411.23 |
8,411.23 |
8,338.40 |
|
R1 |
8,367.07 |
8,367.07 |
8,330.65 |
8,346.91 |
PP |
8,326.74 |
8,326.74 |
8,326.74 |
8,316.66 |
S1 |
8,282.58 |
8,282.58 |
8,315.17 |
8,262.42 |
S2 |
8,242.25 |
8,242.25 |
8,307.42 |
|
S3 |
8,157.76 |
8,198.09 |
8,299.68 |
|
S4 |
8,073.27 |
8,113.60 |
8,276.44 |
|
|
Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,611.47 |
9,412.81 |
8,725.20 |
|
R3 |
9,274.26 |
9,075.60 |
8,632.46 |
|
R2 |
8,937.05 |
8,937.05 |
8,601.55 |
|
R1 |
8,738.39 |
8,738.39 |
8,570.64 |
8,669.12 |
PP |
8,599.84 |
8,599.84 |
8,599.84 |
8,565.20 |
S1 |
8,401.18 |
8,401.18 |
8,508.82 |
8,331.91 |
S2 |
8,262.63 |
8,262.63 |
8,477.91 |
|
S3 |
7,925.42 |
8,063.97 |
8,447.00 |
|
S4 |
7,588.21 |
7,726.76 |
8,354.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,616.59 |
8,286.41 |
330.18 |
4.0% |
125.15 |
1.5% |
11% |
False |
True |
|
10 |
8,877.93 |
8,286.41 |
591.52 |
7.1% |
141.61 |
1.7% |
6% |
False |
True |
|
20 |
8,877.93 |
8,246.58 |
631.35 |
7.6% |
149.27 |
1.8% |
12% |
False |
False |
|
40 |
8,877.93 |
7,938.98 |
938.95 |
11.3% |
158.71 |
1.9% |
41% |
False |
False |
|
60 |
8,877.93 |
7,437.59 |
1,440.34 |
17.3% |
171.47 |
2.1% |
61% |
False |
False |
|
80 |
8,877.93 |
6,469.95 |
2,407.98 |
28.9% |
190.22 |
2.3% |
77% |
False |
False |
|
100 |
8,877.93 |
6,469.95 |
2,407.98 |
28.9% |
196.51 |
2.4% |
77% |
False |
False |
|
120 |
9,088.06 |
6,469.95 |
2,618.11 |
31.5% |
201.27 |
2.4% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,729.98 |
2.618 |
8,592.09 |
1.618 |
8,507.60 |
1.000 |
8,455.39 |
0.618 |
8,423.11 |
HIGH |
8,370.90 |
0.618 |
8,338.62 |
0.500 |
8,328.66 |
0.382 |
8,318.69 |
LOW |
8,286.41 |
0.618 |
8,234.20 |
1.000 |
8,201.92 |
1.618 |
8,149.71 |
2.618 |
8,065.22 |
4.250 |
7,927.33 |
|
|
Fisher Pivots for day following 23-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
8,328.66 |
8,451.50 |
PP |
8,326.74 |
8,408.64 |
S1 |
8,324.83 |
8,365.77 |
|