Trading Metrics calculated at close of trading on 15-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2009 |
15-May-2009 |
Change |
Change % |
Previous Week |
Open |
4,728.0 |
4,751.0 |
23.0 |
0.5% |
4,923.0 |
High |
4,771.5 |
4,777.0 |
5.5 |
0.1% |
4,937.0 |
Low |
4,656.5 |
4,685.0 |
28.5 |
0.6% |
4,656.5 |
Close |
4,740.0 |
4,737.0 |
-3.0 |
-0.1% |
4,737.0 |
Range |
115.0 |
92.0 |
-23.0 |
-20.0% |
280.5 |
ATR |
140.8 |
137.3 |
-3.5 |
-2.5% |
0.0 |
Volume |
180,400 |
158,955 |
-21,445 |
-11.9% |
848,364 |
|
Daily Pivots for day following 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,009.0 |
4,965.0 |
4,787.6 |
|
R3 |
4,917.0 |
4,873.0 |
4,762.3 |
|
R2 |
4,825.0 |
4,825.0 |
4,753.9 |
|
R1 |
4,781.0 |
4,781.0 |
4,745.4 |
4,757.0 |
PP |
4,733.0 |
4,733.0 |
4,733.0 |
4,721.0 |
S1 |
4,689.0 |
4,689.0 |
4,728.6 |
4,665.0 |
S2 |
4,641.0 |
4,641.0 |
4,720.1 |
|
S3 |
4,549.0 |
4,597.0 |
4,711.7 |
|
S4 |
4,457.0 |
4,505.0 |
4,686.4 |
|
|
Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,618.3 |
5,458.2 |
4,891.3 |
|
R3 |
5,337.8 |
5,177.7 |
4,814.1 |
|
R2 |
5,057.3 |
5,057.3 |
4,788.4 |
|
R1 |
4,897.2 |
4,897.2 |
4,762.7 |
4,837.0 |
PP |
4,776.8 |
4,776.8 |
4,776.8 |
4,746.8 |
S1 |
4,616.7 |
4,616.7 |
4,711.3 |
4,556.5 |
S2 |
4,496.3 |
4,496.3 |
4,685.6 |
|
S3 |
4,215.8 |
4,336.2 |
4,659.9 |
|
S4 |
3,935.3 |
4,055.7 |
4,582.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,937.0 |
4,656.5 |
280.5 |
5.9% |
125.6 |
2.7% |
29% |
False |
False |
169,672 |
10 |
4,985.0 |
4,656.5 |
328.5 |
6.9% |
126.0 |
2.7% |
25% |
False |
False |
165,635 |
20 |
4,985.0 |
4,399.0 |
586.0 |
12.4% |
130.1 |
2.7% |
58% |
False |
False |
169,696 |
40 |
4,985.0 |
3,955.5 |
1,029.5 |
21.7% |
133.1 |
2.8% |
76% |
False |
False |
159,860 |
60 |
4,985.0 |
3,599.5 |
1,385.5 |
29.2% |
139.1 |
2.9% |
82% |
False |
False |
108,725 |
80 |
4,985.0 |
3,599.5 |
1,385.5 |
29.2% |
140.9 |
3.0% |
82% |
False |
False |
81,691 |
100 |
5,151.0 |
3,599.5 |
1,551.5 |
32.8% |
140.2 |
3.0% |
73% |
False |
False |
65,610 |
120 |
5,151.0 |
3,599.5 |
1,551.5 |
32.8% |
150.5 |
3.2% |
73% |
False |
False |
54,891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,168.0 |
2.618 |
5,017.9 |
1.618 |
4,925.9 |
1.000 |
4,869.0 |
0.618 |
4,833.9 |
HIGH |
4,777.0 |
0.618 |
4,741.9 |
0.500 |
4,731.0 |
0.382 |
4,720.1 |
LOW |
4,685.0 |
0.618 |
4,628.1 |
1.000 |
4,593.0 |
1.618 |
4,536.1 |
2.618 |
4,444.1 |
4.250 |
4,294.0 |
|
|
Fisher Pivots for day following 15-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4,735.0 |
4,785.0 |
PP |
4,733.0 |
4,769.0 |
S1 |
4,731.0 |
4,753.0 |
|