Trading Metrics calculated at close of trading on 26-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2009 |
26-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
8,254 |
8,413 |
159 |
1.9% |
8,461 |
High |
8,432 |
8,432 |
0 |
0.0% |
8,509 |
Low |
8,194 |
8,342 |
148 |
1.8% |
8,194 |
Close |
8,414 |
8,373 |
-41 |
-0.5% |
8,373 |
Range |
238 |
90 |
-148 |
-62.2% |
315 |
ATR |
169 |
163 |
-6 |
-3.3% |
0 |
Volume |
135,229 |
169,849 |
34,620 |
25.6% |
689,450 |
|
Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,652 |
8,603 |
8,423 |
|
R3 |
8,562 |
8,513 |
8,398 |
|
R2 |
8,472 |
8,472 |
8,390 |
|
R1 |
8,423 |
8,423 |
8,381 |
8,403 |
PP |
8,382 |
8,382 |
8,382 |
8,372 |
S1 |
8,333 |
8,333 |
8,365 |
8,313 |
S2 |
8,292 |
8,292 |
8,357 |
|
S3 |
8,202 |
8,243 |
8,348 |
|
S4 |
8,112 |
8,153 |
8,324 |
|
|
Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,304 |
9,153 |
8,546 |
|
R3 |
8,989 |
8,838 |
8,460 |
|
R2 |
8,674 |
8,674 |
8,431 |
|
R1 |
8,523 |
8,523 |
8,402 |
8,441 |
PP |
8,359 |
8,359 |
8,359 |
8,318 |
S1 |
8,208 |
8,208 |
8,344 |
8,126 |
S2 |
8,044 |
8,044 |
8,315 |
|
S3 |
7,729 |
7,893 |
8,287 |
|
S4 |
7,414 |
7,578 |
8,200 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,509 |
8,194 |
315 |
3.8% |
166 |
2.0% |
57% |
False |
False |
137,890 |
10 |
8,720 |
8,194 |
526 |
6.3% |
154 |
1.8% |
34% |
False |
False |
132,238 |
20 |
8,828 |
8,194 |
634 |
7.6% |
156 |
1.9% |
28% |
False |
False |
71,173 |
40 |
8,828 |
7,999 |
829 |
9.9% |
168 |
2.0% |
45% |
False |
False |
35,656 |
60 |
8,828 |
7,614 |
1,214 |
14.5% |
181 |
2.2% |
63% |
False |
False |
23,794 |
80 |
8,828 |
6,415 |
2,413 |
28.8% |
185 |
2.2% |
81% |
False |
False |
17,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,815 |
2.618 |
8,668 |
1.618 |
8,578 |
1.000 |
8,522 |
0.618 |
8,488 |
HIGH |
8,432 |
0.618 |
8,398 |
0.500 |
8,387 |
0.382 |
8,377 |
LOW |
8,342 |
0.618 |
8,287 |
1.000 |
8,252 |
1.618 |
8,197 |
2.618 |
8,107 |
4.250 |
7,960 |
|
|
Fisher Pivots for day following 26-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
8,387 |
8,353 |
PP |
8,382 |
8,333 |
S1 |
8,378 |
8,313 |
|