Trading Metrics calculated at close of trading on 29-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2009 |
29-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
8,413 |
8,371 |
-42 |
-0.5% |
8,461 |
High |
8,432 |
8,476 |
44 |
0.5% |
8,509 |
Low |
8,342 |
8,320 |
-22 |
-0.3% |
8,194 |
Close |
8,373 |
8,458 |
85 |
1.0% |
8,373 |
Range |
90 |
156 |
66 |
73.3% |
315 |
ATR |
163 |
163 |
-1 |
-0.3% |
0 |
Volume |
169,849 |
111,240 |
-58,609 |
-34.5% |
689,450 |
|
Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,886 |
8,828 |
8,544 |
|
R3 |
8,730 |
8,672 |
8,501 |
|
R2 |
8,574 |
8,574 |
8,487 |
|
R1 |
8,516 |
8,516 |
8,472 |
8,545 |
PP |
8,418 |
8,418 |
8,418 |
8,433 |
S1 |
8,360 |
8,360 |
8,444 |
8,389 |
S2 |
8,262 |
8,262 |
8,430 |
|
S3 |
8,106 |
8,204 |
8,415 |
|
S4 |
7,950 |
8,048 |
8,372 |
|
|
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 |
8,476 |
8,194 |
282 |
3.3% |
150 |
1.8% |
94% |
True |
False |
138,205 |
10 |
8,603 |
8,194 |
409 |
4.8% |
150 |
1.8% |
65% |
False |
False |
133,050 |
20 |
8,828 |
8,194 |
634 |
7.5% |
151 |
1.8% |
42% |
False |
False |
76,696 |
40 |
8,828 |
8,122 |
706 |
8.3% |
168 |
2.0% |
48% |
False |
False |
38,436 |
60 |
8,828 |
7,614 |
1,214 |
14.4% |
178 |
2.1% |
70% |
False |
False |
25,646 |
80 |
8,828 |
6,415 |
2,413 |
28.5% |
183 |
2.2% |
85% |
False |
False |
19,243 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,139 |
2.618 |
8,885 |
1.618 |
8,729 |
1.000 |
8,632 |
0.618 |
8,573 |
HIGH |
8,476 |
0.618 |
8,417 |
0.500 |
8,398 |
0.382 |
8,380 |
LOW |
8,320 |
0.618 |
8,224 |
1.000 |
8,164 |
1.618 |
8,068 |
2.618 |
7,912 |
4.250 |
7,657 |
|
|
Fisher Pivots for day following 29-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
8,438 |
8,417 |
PP |
8,418 |
8,376 |
S1 |
8,398 |
8,335 |
|