Trading Metrics calculated at close of trading on 17-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2009 |
17-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
8,564 |
8,459 |
-105 |
-1.2% |
8,634 |
High |
8,603 |
8,508 |
-95 |
-1.1% |
8,828 |
Low |
8,444 |
8,406 |
-38 |
-0.5% |
8,574 |
Close |
8,459 |
8,437 |
-22 |
-0.3% |
8,738 |
Range |
159 |
102 |
-57 |
-35.8% |
254 |
ATR |
174 |
169 |
-5 |
-3.0% |
0 |
Volume |
130,103 |
125,638 |
-4,465 |
-3.4% |
96,012 |
|
Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,756 |
8,699 |
8,493 |
|
R3 |
8,654 |
8,597 |
8,465 |
|
R2 |
8,552 |
8,552 |
8,456 |
|
R1 |
8,495 |
8,495 |
8,446 |
8,473 |
PP |
8,450 |
8,450 |
8,450 |
8,439 |
S1 |
8,393 |
8,393 |
8,428 |
8,371 |
S2 |
8,348 |
8,348 |
8,418 |
|
S3 |
8,246 |
8,291 |
8,409 |
|
S4 |
8,144 |
8,189 |
8,381 |
|
|
Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,475 |
9,361 |
8,878 |
|
R3 |
9,221 |
9,107 |
8,808 |
|
R2 |
8,967 |
8,967 |
8,785 |
|
R1 |
8,853 |
8,853 |
8,761 |
8,910 |
PP |
8,713 |
8,713 |
8,713 |
8,742 |
S1 |
8,599 |
8,599 |
8,715 |
8,656 |
S2 |
8,459 |
8,459 |
8,692 |
|
S3 |
8,205 |
8,345 |
8,668 |
|
S4 |
7,951 |
8,091 |
8,598 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,828 |
8,406 |
422 |
5.0% |
144 |
1.7% |
7% |
False |
True |
89,415 |
10 |
8,828 |
8,406 |
422 |
5.0% |
149 |
1.8% |
7% |
False |
True |
45,721 |
20 |
8,828 |
8,138 |
690 |
8.2% |
172 |
2.0% |
43% |
False |
False |
23,070 |
40 |
8,828 |
7,704 |
1,124 |
13.3% |
175 |
2.1% |
65% |
False |
False |
11,581 |
60 |
8,828 |
7,338 |
1,490 |
17.7% |
189 |
2.2% |
74% |
False |
False |
7,742 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,942 |
2.618 |
8,775 |
1.618 |
8,673 |
1.000 |
8,610 |
0.618 |
8,571 |
HIGH |
8,508 |
0.618 |
8,469 |
0.500 |
8,457 |
0.382 |
8,445 |
LOW |
8,406 |
0.618 |
8,343 |
1.000 |
8,304 |
1.618 |
8,241 |
2.618 |
8,139 |
4.250 |
7,973 |
|
|
Fisher Pivots for day following 17-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
8,457 |
8,563 |
PP |
8,450 |
8,521 |
S1 |
8,444 |
8,479 |
|