Trading Metrics calculated at close of trading on 29-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2009 |
29-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
8,468.54 |
8,440.13 |
-28.41 |
-0.3% |
8,538.52 |
High |
8,468.77 |
8,533.23 |
64.46 |
0.8% |
8,538.83 |
Low |
8,401.36 |
8,429.09 |
27.73 |
0.3% |
8,259.43 |
Close |
8,438.39 |
8,529.38 |
90.99 |
1.1% |
8,438.39 |
Range |
67.41 |
104.14 |
36.73 |
54.5% |
279.40 |
ATR |
151.62 |
148.23 |
-3.39 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,809.65 |
8,773.66 |
8,586.66 |
|
R3 |
8,705.51 |
8,669.52 |
8,558.02 |
|
R2 |
8,601.37 |
8,601.37 |
8,548.47 |
|
R1 |
8,565.38 |
8,565.38 |
8,538.93 |
8,583.38 |
PP |
8,497.23 |
8,497.23 |
8,497.23 |
8,506.23 |
S1 |
8,461.24 |
8,461.24 |
8,519.83 |
8,479.24 |
S2 |
8,393.09 |
8,393.09 |
8,510.29 |
|
S3 |
8,288.95 |
8,357.10 |
8,500.74 |
|
S4 |
8,184.81 |
8,252.96 |
8,472.10 |
|
|
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 |
8,533.23 |
8,259.43 |
273.80 |
3.2% |
131.12 |
1.5% |
99% |
True |
False |
|
10 |
8,643.65 |
8,259.43 |
384.22 |
4.5% |
134.11 |
1.6% |
70% |
False |
False |
|
20 |
8,877.93 |
8,259.43 |
618.50 |
7.3% |
137.37 |
1.6% |
44% |
False |
False |
|
40 |
8,877.93 |
8,213.60 |
664.33 |
7.8% |
155.90 |
1.8% |
48% |
False |
False |
|
60 |
8,877.93 |
7,750.85 |
1,127.08 |
13.2% |
161.75 |
1.9% |
69% |
False |
False |
|
80 |
8,877.93 |
6,469.95 |
2,407.98 |
28.2% |
184.40 |
2.2% |
86% |
False |
False |
|
100 |
8,877.93 |
6,469.95 |
2,407.98 |
28.2% |
194.16 |
2.3% |
86% |
False |
False |
|
120 |
8,996.94 |
6,469.95 |
2,526.99 |
29.6% |
199.60 |
2.3% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,975.83 |
2.618 |
8,805.87 |
1.618 |
8,701.73 |
1.000 |
8,637.37 |
0.618 |
8,597.59 |
HIGH |
8,533.23 |
0.618 |
8,493.45 |
0.500 |
8,481.16 |
0.382 |
8,468.87 |
LOW |
8,429.09 |
0.618 |
8,364.73 |
1.000 |
8,324.95 |
1.618 |
8,260.59 |
2.618 |
8,156.45 |
4.250 |
7,986.50 |
|
|
Fisher Pivots for day following 29-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
8,513.31 |
8,485.03 |
PP |
8,497.23 |
8,440.68 |
S1 |
8,481.16 |
8,396.33 |
|