Trading Metrics calculated at close of trading on 14-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
Open |
4,909.5 |
4,728.0 |
-181.5 |
-3.7% |
4,821.0 |
High |
4,913.5 |
4,771.5 |
-142.0 |
-2.9% |
4,985.0 |
Low |
4,706.0 |
4,656.5 |
-49.5 |
-1.1% |
4,792.0 |
Close |
4,730.0 |
4,740.0 |
10.0 |
0.2% |
4,919.0 |
Range |
207.5 |
115.0 |
-92.5 |
-44.6% |
193.0 |
ATR |
142.8 |
140.8 |
-2.0 |
-1.4% |
0.0 |
Volume |
197,918 |
180,400 |
-17,518 |
-8.9% |
807,994 |
|
Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,067.7 |
5,018.8 |
4,803.3 |
|
R3 |
4,952.7 |
4,903.8 |
4,771.6 |
|
R2 |
4,837.7 |
4,837.7 |
4,761.1 |
|
R1 |
4,788.8 |
4,788.8 |
4,750.5 |
4,813.3 |
PP |
4,722.7 |
4,722.7 |
4,722.7 |
4,734.9 |
S1 |
4,673.8 |
4,673.8 |
4,729.5 |
4,698.3 |
S2 |
4,607.7 |
4,607.7 |
4,718.9 |
|
S3 |
4,492.7 |
4,558.8 |
4,708.4 |
|
S4 |
4,377.7 |
4,443.8 |
4,676.8 |
|
|
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 |
4,971.5 |
4,656.5 |
315.0 |
6.6% |
131.1 |
2.8% |
27% |
False |
True |
171,779 |
10 |
4,985.0 |
4,656.5 |
328.5 |
6.9% |
130.2 |
2.7% |
25% |
False |
True |
169,013 |
20 |
4,985.0 |
4,399.0 |
586.0 |
12.4% |
132.0 |
2.8% |
58% |
False |
False |
169,879 |
40 |
4,985.0 |
3,955.5 |
1,029.5 |
21.7% |
133.6 |
2.8% |
76% |
False |
False |
157,200 |
60 |
4,985.0 |
3,599.5 |
1,385.5 |
29.2% |
139.6 |
2.9% |
82% |
False |
False |
106,085 |
80 |
4,985.0 |
3,599.5 |
1,385.5 |
29.2% |
142.3 |
3.0% |
82% |
False |
False |
79,711 |
100 |
5,151.0 |
3,599.5 |
1,551.5 |
32.7% |
141.3 |
3.0% |
74% |
False |
False |
64,085 |
120 |
5,151.0 |
3,599.5 |
1,551.5 |
32.7% |
151.1 |
3.2% |
74% |
False |
False |
53,570 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,260.3 |
2.618 |
5,072.6 |
1.618 |
4,957.6 |
1.000 |
4,886.5 |
0.618 |
4,842.6 |
HIGH |
4,771.5 |
0.618 |
4,727.6 |
0.500 |
4,714.0 |
0.382 |
4,700.4 |
LOW |
4,656.5 |
0.618 |
4,585.4 |
1.000 |
4,541.5 |
1.618 |
4,470.4 |
2.618 |
4,355.4 |
4.250 |
4,167.8 |
|
|
Fisher Pivots for day following 14-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4,731.3 |
4,794.8 |
PP |
4,722.7 |
4,776.5 |
S1 |
4,714.0 |
4,758.3 |
|