Trading Metrics calculated at close of trading on 16-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
8,718 |
8,564 |
-154 |
-1.8% |
8,634 |
High |
8,720 |
8,603 |
-117 |
-1.3% |
8,828 |
Low |
8,521 |
8,444 |
-77 |
-0.9% |
8,574 |
Close |
8,564 |
8,459 |
-105 |
-1.2% |
8,738 |
Range |
199 |
159 |
-40 |
-20.1% |
254 |
ATR |
176 |
174 |
-1 |
-0.7% |
0 |
Volume |
103,122 |
130,103 |
26,981 |
26.2% |
96,012 |
|
Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,979 |
8,878 |
8,547 |
|
R3 |
8,820 |
8,719 |
8,503 |
|
R2 |
8,661 |
8,661 |
8,488 |
|
R1 |
8,560 |
8,560 |
8,474 |
8,531 |
PP |
8,502 |
8,502 |
8,502 |
8,488 |
S1 |
8,401 |
8,401 |
8,445 |
8,372 |
S2 |
8,343 |
8,343 |
8,430 |
|
S3 |
8,184 |
8,242 |
8,415 |
|
S4 |
8,025 |
8,083 |
8,372 |
|
|
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 |
8,444 |
384 |
4.5% |
168 |
2.0% |
4% |
False |
True |
65,048 |
10 |
8,828 |
8,444 |
384 |
4.5% |
155 |
1.8% |
4% |
False |
True |
33,301 |
20 |
8,828 |
8,138 |
690 |
8.2% |
172 |
2.0% |
47% |
False |
False |
16,796 |
40 |
8,828 |
7,677 |
1,151 |
13.6% |
178 |
2.1% |
68% |
False |
False |
8,444 |
60 |
8,828 |
7,338 |
1,490 |
17.6% |
193 |
2.3% |
75% |
False |
False |
5,648 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,279 |
2.618 |
9,019 |
1.618 |
8,860 |
1.000 |
8,762 |
0.618 |
8,701 |
HIGH |
8,603 |
0.618 |
8,542 |
0.500 |
8,524 |
0.382 |
8,505 |
LOW |
8,444 |
0.618 |
8,346 |
1.000 |
8,285 |
1.618 |
8,187 |
2.618 |
8,028 |
4.250 |
7,768 |
|
|
Fisher Pivots for day following 16-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
8,524 |
8,601 |
PP |
8,502 |
8,553 |
S1 |
8,481 |
8,506 |
|