Trading Metrics calculated at close of trading on 21-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2009 |
21-May-2009 |
Change |
Change % |
Previous Week |
Open |
4,953.5 |
4,975.0 |
21.5 |
0.4% |
4,923.0 |
High |
5,063.5 |
4,991.5 |
-72.0 |
-1.4% |
4,937.0 |
Low |
4,939.0 |
4,863.5 |
-75.5 |
-1.5% |
4,656.5 |
Close |
5,035.5 |
4,898.0 |
-137.5 |
-2.7% |
4,737.0 |
Range |
124.5 |
128.0 |
3.5 |
2.8% |
280.5 |
ATR |
144.3 |
146.3 |
2.0 |
1.4% |
0.0 |
Volume |
157,945 |
138,713 |
-19,232 |
-12.2% |
848,364 |
|
Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,301.7 |
5,227.8 |
4,968.4 |
|
R3 |
5,173.7 |
5,099.8 |
4,933.2 |
|
R2 |
5,045.7 |
5,045.7 |
4,921.5 |
|
R1 |
4,971.8 |
4,971.8 |
4,909.7 |
4,944.8 |
PP |
4,917.7 |
4,917.7 |
4,917.7 |
4,904.1 |
S1 |
4,843.8 |
4,843.8 |
4,886.3 |
4,816.8 |
S2 |
4,789.7 |
4,789.7 |
4,874.5 |
|
S3 |
4,661.7 |
4,715.8 |
4,862.8 |
|
S4 |
4,533.7 |
4,587.8 |
4,827.6 |
|
|
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 |
4,659.0 |
404.5 |
8.3% |
140.9 |
2.9% |
59% |
False |
False |
159,624 |
10 |
5,063.5 |
4,656.5 |
407.0 |
8.3% |
136.0 |
2.8% |
59% |
False |
False |
165,702 |
20 |
5,063.5 |
4,528.5 |
535.0 |
10.9% |
129.4 |
2.6% |
69% |
False |
False |
165,307 |
40 |
5,063.5 |
3,976.0 |
1,087.5 |
22.2% |
135.5 |
2.8% |
85% |
False |
False |
163,877 |
60 |
5,063.5 |
3,599.5 |
1,464.0 |
29.9% |
138.3 |
2.8% |
89% |
False |
False |
119,320 |
80 |
5,063.5 |
3,599.5 |
1,464.0 |
29.9% |
139.2 |
2.8% |
89% |
False |
False |
89,644 |
100 |
5,151.0 |
3,599.5 |
1,551.5 |
31.7% |
140.8 |
2.9% |
84% |
False |
False |
71,831 |
120 |
5,151.0 |
3,599.5 |
1,551.5 |
31.7% |
145.0 |
3.0% |
84% |
False |
False |
60,195 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,535.5 |
2.618 |
5,326.6 |
1.618 |
5,198.6 |
1.000 |
5,119.5 |
0.618 |
5,070.6 |
HIGH |
4,991.5 |
0.618 |
4,942.6 |
0.500 |
4,927.5 |
0.382 |
4,912.4 |
LOW |
4,863.5 |
0.618 |
4,784.4 |
1.000 |
4,735.5 |
1.618 |
4,656.4 |
2.618 |
4,528.4 |
4.250 |
4,319.5 |
|
|
Fisher Pivots for day following 21-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4,927.5 |
4,963.5 |
PP |
4,917.7 |
4,941.7 |
S1 |
4,907.8 |
4,919.8 |
|