Trading Metrics calculated at close of trading on 19-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
8,496.73 |
8,556.96 |
60.23 |
0.7% |
8,798.50 |
High |
8,590.52 |
8,616.59 |
26.07 |
0.3% |
8,798.50 |
Low |
8,475.12 |
8,496.73 |
21.61 |
0.3% |
8,461.29 |
Close |
8,555.60 |
8,539.73 |
-15.87 |
-0.2% |
8,539.73 |
Range |
115.40 |
119.86 |
4.46 |
3.9% |
337.21 |
ATR |
154.75 |
152.26 |
-2.49 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,910.60 |
8,845.02 |
8,605.65 |
|
R3 |
8,790.74 |
8,725.16 |
8,572.69 |
|
R2 |
8,670.88 |
8,670.88 |
8,561.70 |
|
R1 |
8,605.30 |
8,605.30 |
8,550.72 |
8,578.16 |
PP |
8,551.02 |
8,551.02 |
8,551.02 |
8,537.45 |
S1 |
8,485.44 |
8,485.44 |
8,528.74 |
8,458.30 |
S2 |
8,431.16 |
8,431.16 |
8,517.76 |
|
S3 |
8,311.30 |
8,365.58 |
8,506.77 |
|
S4 |
8,191.44 |
8,245.72 |
8,473.81 |
|
|
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 |
8,798.50 |
8,461.29 |
337.21 |
3.9% |
140.37 |
1.6% |
23% |
False |
False |
|
10 |
8,877.93 |
8,461.29 |
416.64 |
4.9% |
139.64 |
1.6% |
19% |
False |
False |
|
20 |
8,877.93 |
8,226.90 |
651.03 |
7.6% |
153.62 |
1.8% |
48% |
False |
False |
|
40 |
8,877.93 |
7,938.98 |
938.95 |
11.0% |
159.13 |
1.9% |
64% |
False |
False |
|
60 |
8,877.93 |
7,437.59 |
1,440.34 |
16.9% |
172.75 |
2.0% |
77% |
False |
False |
|
80 |
8,877.93 |
6,469.95 |
2,407.98 |
28.2% |
191.49 |
2.2% |
86% |
False |
False |
|
100 |
8,877.93 |
6,469.95 |
2,407.98 |
28.2% |
198.27 |
2.3% |
86% |
False |
False |
|
120 |
9,088.06 |
6,469.95 |
2,618.11 |
30.7% |
201.82 |
2.4% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,126.00 |
2.618 |
8,930.38 |
1.618 |
8,810.52 |
1.000 |
8,736.45 |
0.618 |
8,690.66 |
HIGH |
8,616.59 |
0.618 |
8,570.80 |
0.500 |
8,556.66 |
0.382 |
8,542.52 |
LOW |
8,496.73 |
0.618 |
8,422.66 |
1.000 |
8,376.87 |
1.618 |
8,302.80 |
2.618 |
8,182.94 |
4.250 |
7,987.33 |
|
|
Fisher Pivots for day following 19-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
8,556.66 |
8,539.47 |
PP |
8,551.02 |
8,539.20 |
S1 |
8,545.37 |
8,538.94 |
|