Trading Metrics calculated at close of trading on 08-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
Open |
4,928.5 |
4,873.0 |
-55.5 |
-1.1% |
4,821.0 |
High |
4,985.0 |
4,971.5 |
-13.5 |
-0.3% |
4,985.0 |
Low |
4,792.0 |
4,852.0 |
60.0 |
1.3% |
4,792.0 |
Close |
4,812.5 |
4,919.0 |
106.5 |
2.2% |
4,919.0 |
Range |
193.0 |
119.5 |
-73.5 |
-38.1% |
193.0 |
ATR |
141.5 |
142.7 |
1.3 |
0.9% |
0.0 |
Volume |
201,372 |
169,487 |
-31,885 |
-15.8% |
807,994 |
|
Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,272.7 |
5,215.3 |
4,984.7 |
|
R3 |
5,153.2 |
5,095.8 |
4,951.9 |
|
R2 |
5,033.7 |
5,033.7 |
4,940.9 |
|
R1 |
4,976.3 |
4,976.3 |
4,930.0 |
5,005.0 |
PP |
4,914.2 |
4,914.2 |
4,914.2 |
4,928.5 |
S1 |
4,856.8 |
4,856.8 |
4,908.0 |
4,885.5 |
S2 |
4,794.7 |
4,794.7 |
4,897.1 |
|
S3 |
4,675.2 |
4,737.3 |
4,886.1 |
|
S4 |
4,555.7 |
4,617.8 |
4,853.3 |
|
|
Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,477.7 |
5,391.3 |
5,025.2 |
|
R3 |
5,284.7 |
5,198.3 |
4,972.1 |
|
R2 |
5,091.7 |
5,091.7 |
4,954.4 |
|
R1 |
5,005.3 |
5,005.3 |
4,936.7 |
5,048.5 |
PP |
4,898.7 |
4,898.7 |
4,898.7 |
4,920.3 |
S1 |
4,812.3 |
4,812.3 |
4,901.3 |
4,855.5 |
S2 |
4,705.7 |
4,705.7 |
4,883.6 |
|
S3 |
4,512.7 |
4,619.3 |
4,865.9 |
|
S4 |
4,319.7 |
4,426.3 |
4,812.9 |
|
|
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 |
4,792.0 |
193.0 |
3.9% |
126.4 |
2.6% |
66% |
False |
False |
161,598 |
10 |
4,985.0 |
4,555.5 |
429.5 |
8.7% |
125.9 |
2.6% |
85% |
False |
False |
165,905 |
20 |
4,985.0 |
4,232.0 |
753.0 |
15.3% |
132.1 |
2.7% |
91% |
False |
False |
165,199 |
40 |
4,985.0 |
3,812.0 |
1,173.0 |
23.8% |
134.6 |
2.7% |
94% |
False |
False |
140,960 |
60 |
4,985.0 |
3,599.5 |
1,385.5 |
28.2% |
137.6 |
2.8% |
95% |
False |
False |
94,619 |
80 |
4,985.0 |
3,599.5 |
1,385.5 |
28.2% |
145.4 |
3.0% |
95% |
False |
False |
71,122 |
100 |
5,151.0 |
3,599.5 |
1,551.5 |
31.5% |
141.5 |
2.9% |
85% |
False |
False |
57,300 |
120 |
5,151.0 |
3,599.5 |
1,551.5 |
31.5% |
156.0 |
3.2% |
85% |
False |
False |
47,846 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,479.4 |
2.618 |
5,284.4 |
1.618 |
5,164.9 |
1.000 |
5,091.0 |
0.618 |
5,045.4 |
HIGH |
4,971.5 |
0.618 |
4,925.9 |
0.500 |
4,911.8 |
0.382 |
4,897.6 |
LOW |
4,852.0 |
0.618 |
4,778.1 |
1.000 |
4,732.5 |
1.618 |
4,658.6 |
2.618 |
4,539.1 |
4.250 |
4,344.1 |
|
|
Fisher Pivots for day following 08-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4,916.6 |
4,908.8 |
PP |
4,914.2 |
4,898.7 |
S1 |
4,911.8 |
4,888.5 |
|