Trading Metrics calculated at close of trading on 06-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
Open |
4,906.0 |
4,847.0 |
-59.0 |
-1.2% |
4,637.5 |
High |
4,936.0 |
4,953.0 |
17.0 |
0.3% |
4,847.5 |
Low |
4,850.0 |
4,831.0 |
-19.0 |
-0.4% |
4,555.5 |
Close |
4,861.0 |
4,890.0 |
29.0 |
0.6% |
4,798.5 |
Range |
86.0 |
122.0 |
36.0 |
41.9% |
292.0 |
ATR |
138.7 |
137.5 |
-1.2 |
-0.9% |
0.0 |
Volume |
152,254 |
164,305 |
12,051 |
7.9% |
696,865 |
|
Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,257.3 |
5,195.7 |
4,957.1 |
|
R3 |
5,135.3 |
5,073.7 |
4,923.6 |
|
R2 |
5,013.3 |
5,013.3 |
4,912.4 |
|
R1 |
4,951.7 |
4,951.7 |
4,901.2 |
4,982.5 |
PP |
4,891.3 |
4,891.3 |
4,891.3 |
4,906.8 |
S1 |
4,829.7 |
4,829.7 |
4,878.8 |
4,860.5 |
S2 |
4,769.3 |
4,769.3 |
4,867.6 |
|
S3 |
4,647.3 |
4,707.7 |
4,856.5 |
|
S4 |
4,525.3 |
4,585.7 |
4,822.9 |
|
|
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 |
4,953.0 |
4,628.0 |
325.0 |
6.6% |
113.9 |
2.3% |
81% |
True |
False |
160,911 |
10 |
4,953.0 |
4,464.0 |
489.0 |
10.0% |
119.5 |
2.4% |
87% |
True |
False |
163,544 |
20 |
4,953.0 |
4,232.0 |
721.0 |
14.7% |
130.0 |
2.7% |
91% |
True |
False |
160,174 |
40 |
4,953.0 |
3,599.5 |
1,353.5 |
27.7% |
135.3 |
2.8% |
95% |
True |
False |
131,899 |
60 |
4,953.0 |
3,599.5 |
1,353.5 |
27.7% |
137.2 |
2.8% |
95% |
True |
False |
88,452 |
80 |
4,953.0 |
3,599.5 |
1,353.5 |
27.7% |
144.1 |
2.9% |
95% |
True |
False |
66,498 |
100 |
5,151.0 |
3,599.5 |
1,551.5 |
31.7% |
142.0 |
2.9% |
83% |
False |
False |
53,618 |
120 |
5,204.0 |
3,599.5 |
1,604.5 |
32.8% |
157.2 |
3.2% |
80% |
False |
False |
44,763 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,471.5 |
2.618 |
5,272.4 |
1.618 |
5,150.4 |
1.000 |
5,075.0 |
0.618 |
5,028.4 |
HIGH |
4,953.0 |
0.618 |
4,906.4 |
0.500 |
4,892.0 |
0.382 |
4,877.6 |
LOW |
4,831.0 |
0.618 |
4,755.6 |
1.000 |
4,709.0 |
1.618 |
4,633.6 |
2.618 |
4,511.6 |
4.250 |
4,312.5 |
|
|
Fisher Pivots for day following 06-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4,892.0 |
4,887.2 |
PP |
4,891.3 |
4,884.3 |
S1 |
4,890.7 |
4,881.5 |
|