Trading Metrics calculated at close of trading on 24-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2009 |
24-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
8,340.44 |
8,323.51 |
-16.93 |
-0.2% |
8,798.50 |
High |
8,370.90 |
8,428.41 |
57.51 |
0.7% |
8,798.50 |
Low |
8,286.41 |
8,259.88 |
-26.53 |
-0.3% |
8,461.29 |
Close |
8,322.91 |
8,299.86 |
-23.05 |
-0.3% |
8,539.73 |
Range |
84.49 |
168.53 |
84.04 |
99.5% |
337.21 |
ATR |
150.93 |
152.19 |
1.26 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,834.97 |
8,735.95 |
8,392.55 |
|
R3 |
8,666.44 |
8,567.42 |
8,346.21 |
|
R2 |
8,497.91 |
8,497.91 |
8,330.76 |
|
R1 |
8,398.89 |
8,398.89 |
8,315.31 |
8,364.14 |
PP |
8,329.38 |
8,329.38 |
8,329.38 |
8,312.01 |
S1 |
8,230.36 |
8,230.36 |
8,284.41 |
8,195.61 |
S2 |
8,160.85 |
8,160.85 |
8,268.96 |
|
S3 |
7,992.32 |
8,061.83 |
8,253.51 |
|
S4 |
7,823.79 |
7,893.30 |
8,207.17 |
|
|
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 |
8,259.88 |
356.71 |
4.3% |
138.51 |
1.7% |
11% |
False |
True |
|
10 |
8,877.93 |
8,259.88 |
618.05 |
7.4% |
138.97 |
1.7% |
6% |
False |
True |
|
20 |
8,877.93 |
8,246.58 |
631.35 |
7.6% |
147.33 |
1.8% |
8% |
False |
False |
|
40 |
8,877.93 |
8,017.91 |
860.02 |
10.4% |
159.11 |
1.9% |
33% |
False |
False |
|
60 |
8,877.93 |
7,483.87 |
1,394.06 |
16.8% |
168.68 |
2.0% |
59% |
False |
False |
|
80 |
8,877.93 |
6,469.95 |
2,407.98 |
29.0% |
188.53 |
2.3% |
76% |
False |
False |
|
100 |
8,877.93 |
6,469.95 |
2,407.98 |
29.0% |
195.85 |
2.4% |
76% |
False |
False |
|
120 |
9,088.06 |
6,469.95 |
2,618.11 |
31.5% |
201.19 |
2.4% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,144.66 |
2.618 |
8,869.62 |
1.618 |
8,701.09 |
1.000 |
8,596.94 |
0.618 |
8,532.56 |
HIGH |
8,428.41 |
0.618 |
8,364.03 |
0.500 |
8,344.15 |
0.382 |
8,324.26 |
LOW |
8,259.88 |
0.618 |
8,155.73 |
1.000 |
8,091.35 |
1.618 |
7,987.20 |
2.618 |
7,818.67 |
4.250 |
7,543.63 |
|
|
Fisher Pivots for day following 24-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
8,344.15 |
8,399.36 |
PP |
8,329.38 |
8,366.19 |
S1 |
8,314.62 |
8,333.03 |
|