Trading Metrics calculated at close of trading on 07-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
Open |
4,847.0 |
4,928.5 |
81.5 |
1.7% |
4,637.5 |
High |
4,953.0 |
4,985.0 |
32.0 |
0.6% |
4,847.5 |
Low |
4,831.0 |
4,792.0 |
-39.0 |
-0.8% |
4,555.5 |
Close |
4,890.0 |
4,812.5 |
-77.5 |
-1.6% |
4,798.5 |
Range |
122.0 |
193.0 |
71.0 |
58.2% |
292.0 |
ATR |
137.5 |
141.5 |
4.0 |
2.9% |
0.0 |
Volume |
164,305 |
201,372 |
37,067 |
22.6% |
696,865 |
|
Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,442.2 |
5,320.3 |
4,918.7 |
|
R3 |
5,249.2 |
5,127.3 |
4,865.6 |
|
R2 |
5,056.2 |
5,056.2 |
4,847.9 |
|
R1 |
4,934.3 |
4,934.3 |
4,830.2 |
4,898.8 |
PP |
4,863.2 |
4,863.2 |
4,863.2 |
4,845.4 |
S1 |
4,741.3 |
4,741.3 |
4,794.8 |
4,705.8 |
S2 |
4,670.2 |
4,670.2 |
4,777.1 |
|
S3 |
4,477.2 |
4,548.3 |
4,759.4 |
|
S4 |
4,284.2 |
4,355.3 |
4,706.4 |
|
|
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 |
4,985.0 |
4,713.5 |
271.5 |
5.6% |
129.3 |
2.7% |
36% |
True |
False |
166,247 |
10 |
4,985.0 |
4,528.5 |
456.5 |
9.5% |
122.8 |
2.6% |
62% |
True |
False |
164,913 |
20 |
4,985.0 |
4,232.0 |
753.0 |
15.6% |
131.8 |
2.7% |
77% |
True |
False |
163,225 |
40 |
4,985.0 |
3,686.0 |
1,299.0 |
27.0% |
137.3 |
2.9% |
87% |
True |
False |
136,801 |
60 |
4,985.0 |
3,599.5 |
1,385.5 |
28.8% |
139.1 |
2.9% |
88% |
True |
False |
91,804 |
80 |
4,985.0 |
3,599.5 |
1,385.5 |
28.8% |
145.1 |
3.0% |
88% |
True |
False |
69,011 |
100 |
5,151.0 |
3,599.5 |
1,551.5 |
32.2% |
142.3 |
3.0% |
78% |
False |
False |
55,619 |
120 |
5,151.0 |
3,599.5 |
1,551.5 |
32.2% |
156.8 |
3.3% |
78% |
False |
False |
46,438 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,805.3 |
2.618 |
5,490.3 |
1.618 |
5,297.3 |
1.000 |
5,178.0 |
0.618 |
5,104.3 |
HIGH |
4,985.0 |
0.618 |
4,911.3 |
0.500 |
4,888.5 |
0.382 |
4,865.7 |
LOW |
4,792.0 |
0.618 |
4,672.7 |
1.000 |
4,599.0 |
1.618 |
4,479.7 |
2.618 |
4,286.7 |
4.250 |
3,971.8 |
|
|
Fisher Pivots for day following 07-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4,888.5 |
4,888.5 |
PP |
4,863.2 |
4,863.2 |
S1 |
4,837.8 |
4,837.8 |
|