Trading Metrics calculated at close of trading on 04-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2009 |
04-May-2009 |
Change |
Change % |
Previous Week |
Open |
4,722.5 |
4,821.0 |
98.5 |
2.1% |
4,637.5 |
High |
4,847.5 |
4,921.5 |
74.0 |
1.5% |
4,847.5 |
Low |
4,713.5 |
4,810.0 |
96.5 |
2.0% |
4,555.5 |
Close |
4,798.5 |
4,899.5 |
101.0 |
2.1% |
4,798.5 |
Range |
134.0 |
111.5 |
-22.5 |
-16.8% |
292.0 |
ATR |
144.2 |
142.7 |
-1.5 |
-1.1% |
0.0 |
Volume |
192,729 |
120,576 |
-72,153 |
-37.4% |
696,865 |
|
Daily Pivots for day following 04-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,211.5 |
5,167.0 |
4,960.8 |
|
R3 |
5,100.0 |
5,055.5 |
4,930.2 |
|
R2 |
4,988.5 |
4,988.5 |
4,919.9 |
|
R1 |
4,944.0 |
4,944.0 |
4,909.7 |
4,966.3 |
PP |
4,877.0 |
4,877.0 |
4,877.0 |
4,888.1 |
S1 |
4,832.5 |
4,832.5 |
4,889.3 |
4,854.8 |
S2 |
4,765.5 |
4,765.5 |
4,879.1 |
|
S3 |
4,654.0 |
4,721.0 |
4,868.8 |
|
S4 |
4,542.5 |
4,609.5 |
4,838.2 |
|
|
Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,609.8 |
5,496.2 |
4,959.1 |
|
R3 |
5,317.8 |
5,204.2 |
4,878.8 |
|
R2 |
5,025.8 |
5,025.8 |
4,852.0 |
|
R1 |
4,912.2 |
4,912.2 |
4,825.3 |
4,969.0 |
PP |
4,733.8 |
4,733.8 |
4,733.8 |
4,762.3 |
S1 |
4,620.2 |
4,620.2 |
4,771.7 |
4,677.0 |
S2 |
4,441.8 |
4,441.8 |
4,745.0 |
|
S3 |
4,149.8 |
4,328.2 |
4,718.2 |
|
S4 |
3,857.8 |
4,036.2 |
4,637.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,921.5 |
4,555.5 |
366.0 |
7.5% |
121.2 |
2.5% |
94% |
True |
False |
163,488 |
10 |
4,921.5 |
4,399.0 |
522.5 |
10.7% |
135.3 |
2.8% |
96% |
True |
False |
168,101 |
20 |
4,921.5 |
4,225.0 |
696.5 |
14.2% |
135.3 |
2.8% |
97% |
True |
False |
162,612 |
40 |
4,921.5 |
3,599.5 |
1,322.0 |
27.0% |
138.6 |
2.8% |
98% |
True |
False |
124,408 |
60 |
4,921.5 |
3,599.5 |
1,322.0 |
27.0% |
139.4 |
2.8% |
98% |
True |
False |
83,212 |
80 |
4,961.0 |
3,599.5 |
1,361.5 |
27.8% |
145.0 |
3.0% |
95% |
False |
False |
62,553 |
100 |
5,151.0 |
3,599.5 |
1,551.5 |
31.7% |
144.3 |
2.9% |
84% |
False |
False |
50,461 |
120 |
5,204.0 |
3,599.5 |
1,604.5 |
32.7% |
160.5 |
3.3% |
81% |
False |
False |
42,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,395.4 |
2.618 |
5,213.4 |
1.618 |
5,101.9 |
1.000 |
5,033.0 |
0.618 |
4,990.4 |
HIGH |
4,921.5 |
0.618 |
4,878.9 |
0.500 |
4,865.8 |
0.382 |
4,852.6 |
LOW |
4,810.0 |
0.618 |
4,741.1 |
1.000 |
4,698.5 |
1.618 |
4,629.6 |
2.618 |
4,518.1 |
4.250 |
4,336.1 |
|
|
Fisher Pivots for day following 04-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4,888.3 |
4,857.9 |
PP |
4,877.0 |
4,816.3 |
S1 |
4,865.8 |
4,774.8 |
|