Trading Metrics calculated at close of trading on 13-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
Open |
4,840.0 |
4,909.5 |
69.5 |
1.4% |
4,821.0 |
High |
4,933.0 |
4,913.5 |
-19.5 |
-0.4% |
4,985.0 |
Low |
4,821.5 |
4,706.0 |
-115.5 |
-2.4% |
4,792.0 |
Close |
4,863.0 |
4,730.0 |
-133.0 |
-2.7% |
4,919.0 |
Range |
111.5 |
207.5 |
96.0 |
86.1% |
193.0 |
ATR |
137.8 |
142.8 |
5.0 |
3.6% |
0.0 |
Volume |
171,349 |
197,918 |
26,569 |
15.5% |
807,994 |
|
Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,405.7 |
5,275.3 |
4,844.1 |
|
R3 |
5,198.2 |
5,067.8 |
4,787.1 |
|
R2 |
4,990.7 |
4,990.7 |
4,768.0 |
|
R1 |
4,860.3 |
4,860.3 |
4,749.0 |
4,821.8 |
PP |
4,783.2 |
4,783.2 |
4,783.2 |
4,763.9 |
S1 |
4,652.8 |
4,652.8 |
4,711.0 |
4,614.3 |
S2 |
4,575.7 |
4,575.7 |
4,692.0 |
|
S3 |
4,368.2 |
4,445.3 |
4,672.9 |
|
S4 |
4,160.7 |
4,237.8 |
4,615.9 |
|
|
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 |
4,706.0 |
279.0 |
5.9% |
146.7 |
3.1% |
9% |
False |
True |
175,973 |
10 |
4,985.0 |
4,628.0 |
357.0 |
7.5% |
130.3 |
2.8% |
29% |
False |
False |
168,442 |
20 |
4,985.0 |
4,399.0 |
586.0 |
12.4% |
131.9 |
2.8% |
56% |
False |
False |
168,137 |
40 |
4,985.0 |
3,955.5 |
1,029.5 |
21.8% |
133.0 |
2.8% |
75% |
False |
False |
153,291 |
60 |
4,985.0 |
3,599.5 |
1,385.5 |
29.3% |
139.2 |
2.9% |
82% |
False |
False |
103,084 |
80 |
4,985.0 |
3,599.5 |
1,385.5 |
29.3% |
143.4 |
3.0% |
82% |
False |
False |
77,463 |
100 |
5,151.0 |
3,599.5 |
1,551.5 |
32.8% |
141.6 |
3.0% |
73% |
False |
False |
62,353 |
120 |
5,151.0 |
3,599.5 |
1,551.5 |
32.8% |
152.0 |
3.2% |
73% |
False |
False |
52,073 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,795.4 |
2.618 |
5,456.7 |
1.618 |
5,249.2 |
1.000 |
5,121.0 |
0.618 |
5,041.7 |
HIGH |
4,913.5 |
0.618 |
4,834.2 |
0.500 |
4,809.8 |
0.382 |
4,785.3 |
LOW |
4,706.0 |
0.618 |
4,577.8 |
1.000 |
4,498.5 |
1.618 |
4,370.3 |
2.618 |
4,162.8 |
4.250 |
3,824.1 |
|
|
Fisher Pivots for day following 13-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4,809.8 |
4,821.5 |
PP |
4,783.2 |
4,791.0 |
S1 |
4,756.6 |
4,760.5 |
|