Trading Metrics calculated at close of trading on 30-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2009 |
30-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
8,440.13 |
8,528.93 |
88.80 |
1.1% |
8,538.52 |
High |
8,533.23 |
8,560.44 |
27.21 |
0.3% |
8,538.83 |
Low |
8,429.09 |
8,393.95 |
-35.14 |
-0.4% |
8,259.43 |
Close |
8,529.38 |
8,447.00 |
-82.38 |
-1.0% |
8,438.39 |
Range |
104.14 |
166.49 |
62.35 |
59.9% |
279.40 |
ATR |
148.23 |
149.53 |
1.30 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,966.60 |
8,873.29 |
8,538.57 |
|
R3 |
8,800.11 |
8,706.80 |
8,492.78 |
|
R2 |
8,633.62 |
8,633.62 |
8,477.52 |
|
R1 |
8,540.31 |
8,540.31 |
8,462.26 |
8,503.72 |
PP |
8,467.13 |
8,467.13 |
8,467.13 |
8,448.84 |
S1 |
8,373.82 |
8,373.82 |
8,431.74 |
8,337.23 |
S2 |
8,300.64 |
8,300.64 |
8,416.48 |
|
S3 |
8,134.15 |
8,207.33 |
8,401.22 |
|
S4 |
7,967.66 |
8,040.84 |
8,355.43 |
|
|
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 |
8,560.44 |
8,259.43 |
301.01 |
3.6% |
147.52 |
1.7% |
62% |
True |
False |
|
10 |
8,616.59 |
8,259.43 |
357.16 |
4.2% |
136.34 |
1.6% |
53% |
False |
False |
|
20 |
8,877.93 |
8,259.43 |
618.50 |
7.3% |
141.02 |
1.7% |
30% |
False |
False |
|
40 |
8,877.93 |
8,221.01 |
656.92 |
7.8% |
154.53 |
1.8% |
34% |
False |
False |
|
60 |
8,877.93 |
7,750.85 |
1,127.08 |
13.3% |
162.49 |
1.9% |
62% |
False |
False |
|
80 |
8,877.93 |
6,516.86 |
2,361.07 |
28.0% |
182.92 |
2.2% |
82% |
False |
False |
|
100 |
8,877.93 |
6,469.95 |
2,407.98 |
28.5% |
193.20 |
2.3% |
82% |
False |
False |
|
120 |
8,877.93 |
6,469.95 |
2,407.98 |
28.5% |
198.68 |
2.4% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,268.02 |
2.618 |
8,996.31 |
1.618 |
8,829.82 |
1.000 |
8,726.93 |
0.618 |
8,663.33 |
HIGH |
8,560.44 |
0.618 |
8,496.84 |
0.500 |
8,477.20 |
0.382 |
8,457.55 |
LOW |
8,393.95 |
0.618 |
8,291.06 |
1.000 |
8,227.46 |
1.618 |
8,124.57 |
2.618 |
7,958.08 |
4.250 |
7,686.37 |
|
|
Fisher Pivots for day following 30-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
8,477.20 |
8,477.20 |
PP |
8,467.13 |
8,467.13 |
S1 |
8,457.07 |
8,457.07 |
|