Trading Metrics calculated at close of trading on 26-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2009 |
26-May-2009 |
Change |
Change % |
Previous Week |
Open |
4,911.5 |
4,890.0 |
-21.5 |
-0.4% |
4,675.0 |
High |
4,967.0 |
5,014.0 |
47.0 |
0.9% |
5,063.5 |
Low |
4,870.0 |
4,804.0 |
-66.0 |
-1.4% |
4,659.0 |
Close |
4,919.5 |
4,994.0 |
74.5 |
1.5% |
4,919.5 |
Range |
97.0 |
210.0 |
113.0 |
116.5% |
404.5 |
ATR |
142.7 |
147.5 |
4.8 |
3.4% |
0.0 |
Volume |
119,562 |
186,684 |
67,122 |
56.1% |
758,731 |
|
Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,567.3 |
5,490.7 |
5,109.5 |
|
R3 |
5,357.3 |
5,280.7 |
5,051.8 |
|
R2 |
5,147.3 |
5,147.3 |
5,032.5 |
|
R1 |
5,070.7 |
5,070.7 |
5,013.3 |
5,109.0 |
PP |
4,937.3 |
4,937.3 |
4,937.3 |
4,956.5 |
S1 |
4,860.7 |
4,860.7 |
4,974.8 |
4,899.0 |
S2 |
4,727.3 |
4,727.3 |
4,955.5 |
|
S3 |
4,517.3 |
4,650.7 |
4,936.3 |
|
S4 |
4,307.3 |
4,440.7 |
4,878.5 |
|
|
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 |
4,804.0 |
259.5 |
5.2% |
137.4 |
2.8% |
73% |
False |
True |
156,286 |
10 |
5,063.5 |
4,656.5 |
407.0 |
8.1% |
144.6 |
2.9% |
83% |
False |
False |
165,403 |
20 |
5,063.5 |
4,555.5 |
508.0 |
10.2% |
133.7 |
2.7% |
86% |
False |
False |
164,931 |
40 |
5,063.5 |
3,976.0 |
1,087.5 |
21.8% |
137.3 |
2.7% |
94% |
False |
False |
163,117 |
60 |
5,063.5 |
3,599.5 |
1,464.0 |
29.3% |
137.8 |
2.8% |
95% |
False |
False |
124,410 |
80 |
5,063.5 |
3,599.5 |
1,464.0 |
29.3% |
139.5 |
2.8% |
95% |
False |
False |
93,457 |
100 |
5,151.0 |
3,599.5 |
1,551.5 |
31.1% |
142.4 |
2.9% |
90% |
False |
False |
74,886 |
120 |
5,151.0 |
3,599.5 |
1,551.5 |
31.1% |
144.1 |
2.9% |
90% |
False |
False |
62,742 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,906.5 |
2.618 |
5,563.8 |
1.618 |
5,353.8 |
1.000 |
5,224.0 |
0.618 |
5,143.8 |
HIGH |
5,014.0 |
0.618 |
4,933.8 |
0.500 |
4,909.0 |
0.382 |
4,884.2 |
LOW |
4,804.0 |
0.618 |
4,674.2 |
1.000 |
4,594.0 |
1.618 |
4,464.2 |
2.618 |
4,254.2 |
4.250 |
3,911.5 |
|
|
Fisher Pivots for day following 26-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4,965.7 |
4,965.7 |
PP |
4,937.3 |
4,937.3 |
S1 |
4,909.0 |
4,909.0 |
|