Trading Metrics calculated at close of trading on 26-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2009 |
26-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
8,299.25 |
8,468.54 |
169.29 |
2.0% |
8,538.52 |
High |
8,490.46 |
8,468.77 |
-21.69 |
-0.3% |
8,538.83 |
Low |
8,259.43 |
8,401.36 |
141.93 |
1.7% |
8,259.43 |
Close |
8,472.40 |
8,438.39 |
-34.01 |
-0.4% |
8,438.39 |
Range |
231.03 |
67.41 |
-163.62 |
-70.8% |
279.40 |
ATR |
157.82 |
151.62 |
-6.20 |
-3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,638.40 |
8,605.81 |
8,475.47 |
|
R3 |
8,570.99 |
8,538.40 |
8,456.93 |
|
R2 |
8,503.58 |
8,503.58 |
8,450.75 |
|
R1 |
8,470.99 |
8,470.99 |
8,444.57 |
8,453.58 |
PP |
8,436.17 |
8,436.17 |
8,436.17 |
8,427.47 |
S1 |
8,403.58 |
8,403.58 |
8,432.21 |
8,386.17 |
S2 |
8,368.76 |
8,368.76 |
8,426.03 |
|
S3 |
8,301.35 |
8,336.17 |
8,419.85 |
|
S4 |
8,233.94 |
8,268.76 |
8,401.31 |
|
|
Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,250.42 |
9,123.80 |
8,592.06 |
|
R3 |
8,971.02 |
8,844.40 |
8,515.23 |
|
R2 |
8,691.62 |
8,691.62 |
8,489.61 |
|
R1 |
8,565.00 |
8,565.00 |
8,464.00 |
8,488.61 |
PP |
8,412.22 |
8,412.22 |
8,412.22 |
8,374.02 |
S1 |
8,285.60 |
8,285.60 |
8,412.78 |
8,209.21 |
S2 |
8,132.82 |
8,132.82 |
8,387.17 |
|
S3 |
7,853.42 |
8,006.20 |
8,361.56 |
|
S4 |
7,574.02 |
7,726.80 |
8,284.72 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,538.83 |
8,259.43 |
279.40 |
3.3% |
151.15 |
1.8% |
64% |
False |
False |
|
10 |
8,798.50 |
8,259.43 |
539.07 |
6.4% |
145.76 |
1.7% |
33% |
False |
False |
|
20 |
8,877.93 |
8,259.43 |
618.50 |
7.3% |
145.13 |
1.7% |
29% |
False |
False |
|
40 |
8,877.93 |
8,099.31 |
778.62 |
9.2% |
156.31 |
1.9% |
44% |
False |
False |
|
60 |
8,877.93 |
7,750.85 |
1,127.08 |
13.4% |
165.21 |
2.0% |
61% |
False |
False |
|
80 |
8,877.93 |
6,469.95 |
2,407.98 |
28.5% |
187.23 |
2.2% |
82% |
False |
False |
|
100 |
8,877.93 |
6,469.95 |
2,407.98 |
28.5% |
195.44 |
2.3% |
82% |
False |
False |
|
120 |
9,088.06 |
6,469.95 |
2,618.11 |
31.0% |
199.96 |
2.4% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,755.26 |
2.618 |
8,645.25 |
1.618 |
8,577.84 |
1.000 |
8,536.18 |
0.618 |
8,510.43 |
HIGH |
8,468.77 |
0.618 |
8,443.02 |
0.500 |
8,435.07 |
0.382 |
8,427.11 |
LOW |
8,401.36 |
0.618 |
8,359.70 |
1.000 |
8,333.95 |
1.618 |
8,292.29 |
2.618 |
8,224.88 |
4.250 |
8,114.87 |
|
|
Fisher Pivots for day following 26-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
8,437.28 |
8,417.24 |
PP |
8,436.17 |
8,396.09 |
S1 |
8,435.07 |
8,374.95 |
|