Trading Metrics calculated at close of trading on 22-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
Open |
4,975.0 |
4,911.5 |
-63.5 |
-1.3% |
4,675.0 |
High |
4,991.5 |
4,967.0 |
-24.5 |
-0.5% |
5,063.5 |
Low |
4,863.5 |
4,870.0 |
6.5 |
0.1% |
4,659.0 |
Close |
4,898.0 |
4,919.5 |
21.5 |
0.4% |
4,919.5 |
Range |
128.0 |
97.0 |
-31.0 |
-24.2% |
404.5 |
ATR |
146.3 |
142.7 |
-3.5 |
-2.4% |
0.0 |
Volume |
138,713 |
119,562 |
-19,151 |
-13.8% |
758,731 |
|
Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,209.8 |
5,161.7 |
4,972.9 |
|
R3 |
5,112.8 |
5,064.7 |
4,946.2 |
|
R2 |
5,015.8 |
5,015.8 |
4,937.3 |
|
R1 |
4,967.7 |
4,967.7 |
4,928.4 |
4,991.8 |
PP |
4,918.8 |
4,918.8 |
4,918.8 |
4,930.9 |
S1 |
4,870.7 |
4,870.7 |
4,910.6 |
4,894.8 |
S2 |
4,821.8 |
4,821.8 |
4,901.7 |
|
S3 |
4,724.8 |
4,773.7 |
4,892.8 |
|
S4 |
4,627.8 |
4,676.7 |
4,866.2 |
|
|
Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,094.2 |
5,911.3 |
5,142.0 |
|
R3 |
5,689.7 |
5,506.8 |
5,030.7 |
|
R2 |
5,285.2 |
5,285.2 |
4,993.7 |
|
R1 |
5,102.3 |
5,102.3 |
4,956.6 |
5,193.8 |
PP |
4,880.7 |
4,880.7 |
4,880.7 |
4,926.4 |
S1 |
4,697.8 |
4,697.8 |
4,882.4 |
4,789.3 |
S2 |
4,476.2 |
4,476.2 |
4,845.3 |
|
S3 |
4,071.7 |
4,293.3 |
4,808.3 |
|
S4 |
3,667.2 |
3,888.8 |
4,697.0 |
|
|
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 |
8.2% |
141.9 |
2.9% |
64% |
False |
False |
151,746 |
10 |
5,063.5 |
4,656.5 |
407.0 |
8.3% |
133.8 |
2.7% |
65% |
False |
False |
160,709 |
20 |
5,063.5 |
4,555.5 |
508.0 |
10.3% |
129.8 |
2.6% |
72% |
False |
False |
163,307 |
40 |
5,063.5 |
3,976.0 |
1,087.5 |
22.1% |
135.4 |
2.8% |
87% |
False |
False |
162,938 |
60 |
5,063.5 |
3,599.5 |
1,464.0 |
29.8% |
137.3 |
2.8% |
90% |
False |
False |
121,304 |
80 |
5,063.5 |
3,599.5 |
1,464.0 |
29.8% |
139.3 |
2.8% |
90% |
False |
False |
91,130 |
100 |
5,151.0 |
3,599.5 |
1,551.5 |
31.5% |
140.7 |
2.9% |
85% |
False |
False |
73,023 |
120 |
5,151.0 |
3,599.5 |
1,551.5 |
31.5% |
144.1 |
2.9% |
85% |
False |
False |
61,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,379.3 |
2.618 |
5,220.9 |
1.618 |
5,123.9 |
1.000 |
5,064.0 |
0.618 |
5,026.9 |
HIGH |
4,967.0 |
0.618 |
4,929.9 |
0.500 |
4,918.5 |
0.382 |
4,907.1 |
LOW |
4,870.0 |
0.618 |
4,810.1 |
1.000 |
4,773.0 |
1.618 |
4,713.1 |
2.618 |
4,616.1 |
4.250 |
4,457.8 |
|
|
Fisher Pivots for day following 22-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4,919.2 |
4,963.5 |
PP |
4,918.8 |
4,948.8 |
S1 |
4,918.5 |
4,934.2 |
|