Trading Metrics calculated at close of trading on 20-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2009 |
20-May-2009 |
Change |
Change % |
Previous Week |
Open |
4,892.5 |
4,953.5 |
61.0 |
1.2% |
4,923.0 |
High |
5,014.5 |
5,063.5 |
49.0 |
1.0% |
4,937.0 |
Low |
4,887.0 |
4,939.0 |
52.0 |
1.1% |
4,656.5 |
Close |
4,949.0 |
5,035.5 |
86.5 |
1.7% |
4,737.0 |
Range |
127.5 |
124.5 |
-3.0 |
-2.4% |
280.5 |
ATR |
145.8 |
144.3 |
-1.5 |
-1.0% |
0.0 |
Volume |
178,526 |
157,945 |
-20,581 |
-11.5% |
848,364 |
|
Daily Pivots for day following 20-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,386.2 |
5,335.3 |
5,104.0 |
|
R3 |
5,261.7 |
5,210.8 |
5,069.7 |
|
R2 |
5,137.2 |
5,137.2 |
5,058.3 |
|
R1 |
5,086.3 |
5,086.3 |
5,046.9 |
5,111.8 |
PP |
5,012.7 |
5,012.7 |
5,012.7 |
5,025.4 |
S1 |
4,961.8 |
4,961.8 |
5,024.1 |
4,987.3 |
S2 |
4,888.2 |
4,888.2 |
5,012.7 |
|
S3 |
4,763.7 |
4,837.3 |
5,001.3 |
|
S4 |
4,639.2 |
4,712.8 |
4,967.0 |
|
|
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 |
5,063.5 |
4,656.5 |
407.0 |
8.1% |
138.3 |
2.7% |
93% |
True |
False |
167,962 |
10 |
5,063.5 |
4,656.5 |
407.0 |
8.1% |
142.5 |
2.8% |
93% |
True |
False |
171,967 |
20 |
5,063.5 |
4,464.0 |
599.5 |
11.9% |
131.0 |
2.6% |
95% |
True |
False |
167,756 |
40 |
5,063.5 |
3,976.0 |
1,087.5 |
21.6% |
136.0 |
2.7% |
97% |
True |
False |
165,115 |
60 |
5,063.5 |
3,599.5 |
1,464.0 |
29.1% |
140.3 |
2.8% |
98% |
True |
False |
117,021 |
80 |
5,063.5 |
3,599.5 |
1,464.0 |
29.1% |
140.4 |
2.8% |
98% |
True |
False |
87,917 |
100 |
5,151.0 |
3,599.5 |
1,551.5 |
30.8% |
140.8 |
2.8% |
93% |
False |
False |
70,446 |
120 |
5,151.0 |
3,599.5 |
1,551.5 |
30.8% |
147.4 |
2.9% |
93% |
False |
False |
59,042 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,592.6 |
2.618 |
5,389.4 |
1.618 |
5,264.9 |
1.000 |
5,188.0 |
0.618 |
5,140.4 |
HIGH |
5,063.5 |
0.618 |
5,015.9 |
0.500 |
5,001.3 |
0.382 |
4,986.6 |
LOW |
4,939.0 |
0.618 |
4,862.1 |
1.000 |
4,814.5 |
1.618 |
4,737.6 |
2.618 |
4,613.1 |
4.250 |
4,409.9 |
|
|
Fisher Pivots for day following 20-May-2009 |
Pivot |
1 day |
3 day |
R1 |
5,024.1 |
4,977.4 |
PP |
5,012.7 |
4,919.3 |
S1 |
5,001.3 |
4,861.3 |
|