Trading Metrics calculated at close of trading on 19-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2009 |
19-May-2009 |
Change |
Change % |
Previous Week |
Open |
4,675.0 |
4,892.5 |
217.5 |
4.7% |
4,923.0 |
High |
4,891.5 |
5,014.5 |
123.0 |
2.5% |
4,937.0 |
Low |
4,659.0 |
4,887.0 |
228.0 |
4.9% |
4,656.5 |
Close |
4,846.5 |
4,949.0 |
102.5 |
2.1% |
4,737.0 |
Range |
232.5 |
127.5 |
-105.0 |
-45.2% |
280.5 |
ATR |
144.1 |
145.8 |
1.7 |
1.2% |
0.0 |
Volume |
163,985 |
178,526 |
14,541 |
8.9% |
848,364 |
|
Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,332.7 |
5,268.3 |
5,019.1 |
|
R3 |
5,205.2 |
5,140.8 |
4,984.1 |
|
R2 |
5,077.7 |
5,077.7 |
4,972.4 |
|
R1 |
5,013.3 |
5,013.3 |
4,960.7 |
5,045.5 |
PP |
4,950.2 |
4,950.2 |
4,950.2 |
4,966.3 |
S1 |
4,885.8 |
4,885.8 |
4,937.3 |
4,918.0 |
S2 |
4,822.7 |
4,822.7 |
4,925.6 |
|
S3 |
4,695.2 |
4,758.3 |
4,913.9 |
|
S4 |
4,567.7 |
4,630.8 |
4,878.9 |
|
|
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 |
5,014.5 |
4,656.5 |
358.0 |
7.2% |
154.9 |
3.1% |
82% |
True |
False |
175,956 |
10 |
5,014.5 |
4,656.5 |
358.0 |
7.2% |
142.3 |
2.9% |
82% |
True |
False |
172,603 |
20 |
5,014.5 |
4,399.0 |
615.5 |
12.4% |
132.7 |
2.7% |
89% |
True |
False |
170,038 |
40 |
5,014.5 |
3,976.0 |
1,038.5 |
21.0% |
135.2 |
2.7% |
94% |
True |
False |
165,293 |
60 |
5,014.5 |
3,599.5 |
1,415.0 |
28.6% |
141.3 |
2.9% |
95% |
True |
False |
114,396 |
80 |
5,014.5 |
3,599.5 |
1,415.0 |
28.6% |
140.7 |
2.8% |
95% |
True |
False |
85,954 |
100 |
5,151.0 |
3,599.5 |
1,551.5 |
31.3% |
140.9 |
2.8% |
87% |
False |
False |
68,904 |
120 |
5,151.0 |
3,599.5 |
1,551.5 |
31.3% |
148.5 |
3.0% |
87% |
False |
False |
57,734 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,556.4 |
2.618 |
5,348.3 |
1.618 |
5,220.8 |
1.000 |
5,142.0 |
0.618 |
5,093.3 |
HIGH |
5,014.5 |
0.618 |
4,965.8 |
0.500 |
4,950.8 |
0.382 |
4,935.7 |
LOW |
4,887.0 |
0.618 |
4,808.2 |
1.000 |
4,759.5 |
1.618 |
4,680.7 |
2.618 |
4,553.2 |
4.250 |
4,345.1 |
|
|
Fisher Pivots for day following 19-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4,950.8 |
4,911.6 |
PP |
4,950.2 |
4,874.2 |
S1 |
4,949.6 |
4,836.8 |
|