Trading Metrics calculated at close of trading on 11-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
Open |
4,873.0 |
4,923.0 |
50.0 |
1.0% |
4,821.0 |
High |
4,971.5 |
4,937.0 |
-34.5 |
-0.7% |
4,985.0 |
Low |
4,852.0 |
4,835.0 |
-17.0 |
-0.4% |
4,792.0 |
Close |
4,919.0 |
4,869.0 |
-50.0 |
-1.0% |
4,919.0 |
Range |
119.5 |
102.0 |
-17.5 |
-14.6% |
193.0 |
ATR |
142.7 |
139.8 |
-2.9 |
-2.0% |
0.0 |
Volume |
169,487 |
139,742 |
-29,745 |
-17.6% |
807,994 |
|
Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,186.3 |
5,129.7 |
4,925.1 |
|
R3 |
5,084.3 |
5,027.7 |
4,897.1 |
|
R2 |
4,982.3 |
4,982.3 |
4,887.7 |
|
R1 |
4,925.7 |
4,925.7 |
4,878.4 |
4,903.0 |
PP |
4,880.3 |
4,880.3 |
4,880.3 |
4,869.0 |
S1 |
4,823.7 |
4,823.7 |
4,859.7 |
4,801.0 |
S2 |
4,778.3 |
4,778.3 |
4,850.3 |
|
S3 |
4,676.3 |
4,721.7 |
4,841.0 |
|
S4 |
4,574.3 |
4,619.7 |
4,812.9 |
|
|
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 |
4.0% |
124.5 |
2.6% |
40% |
False |
False |
165,432 |
10 |
4,985.0 |
4,555.5 |
429.5 |
8.8% |
122.9 |
2.5% |
73% |
False |
False |
164,460 |
20 |
4,985.0 |
4,386.0 |
599.0 |
12.3% |
128.8 |
2.6% |
81% |
False |
False |
164,765 |
40 |
4,985.0 |
3,812.0 |
1,173.0 |
24.1% |
133.1 |
2.7% |
90% |
False |
False |
144,394 |
60 |
4,985.0 |
3,599.5 |
1,385.5 |
28.5% |
138.1 |
2.8% |
92% |
False |
False |
96,946 |
80 |
4,985.0 |
3,599.5 |
1,385.5 |
28.5% |
143.2 |
2.9% |
92% |
False |
False |
72,864 |
100 |
5,151.0 |
3,599.5 |
1,551.5 |
31.9% |
141.6 |
2.9% |
82% |
False |
False |
58,691 |
120 |
5,151.0 |
3,599.5 |
1,551.5 |
31.9% |
154.3 |
3.2% |
82% |
False |
False |
49,007 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,370.5 |
2.618 |
5,204.0 |
1.618 |
5,102.0 |
1.000 |
5,039.0 |
0.618 |
5,000.0 |
HIGH |
4,937.0 |
0.618 |
4,898.0 |
0.500 |
4,886.0 |
0.382 |
4,874.0 |
LOW |
4,835.0 |
0.618 |
4,772.0 |
1.000 |
4,733.0 |
1.618 |
4,670.0 |
2.618 |
4,568.0 |
4.250 |
4,401.5 |
|
|
Fisher Pivots for day following 11-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4,886.0 |
4,888.5 |
PP |
4,880.3 |
4,882.0 |
S1 |
4,874.7 |
4,875.5 |
|