Trading Metrics calculated at close of trading on 27-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
Open |
4,890.0 |
4,987.5 |
97.5 |
2.0% |
4,675.0 |
High |
5,014.0 |
5,037.5 |
23.5 |
0.5% |
5,063.5 |
Low |
4,804.0 |
4,927.5 |
123.5 |
2.6% |
4,659.0 |
Close |
4,994.0 |
5,003.0 |
9.0 |
0.2% |
4,919.5 |
Range |
210.0 |
110.0 |
-100.0 |
-47.6% |
404.5 |
ATR |
147.5 |
144.9 |
-2.7 |
-1.8% |
0.0 |
Volume |
186,684 |
138,627 |
-48,057 |
-25.7% |
758,731 |
|
Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,319.3 |
5,271.2 |
5,063.5 |
|
R3 |
5,209.3 |
5,161.2 |
5,033.3 |
|
R2 |
5,099.3 |
5,099.3 |
5,023.2 |
|
R1 |
5,051.2 |
5,051.2 |
5,013.1 |
5,075.3 |
PP |
4,989.3 |
4,989.3 |
4,989.3 |
5,001.4 |
S1 |
4,941.2 |
4,941.2 |
4,992.9 |
4,965.3 |
S2 |
4,879.3 |
4,879.3 |
4,982.8 |
|
S3 |
4,769.3 |
4,831.2 |
4,972.8 |
|
S4 |
4,659.3 |
4,721.2 |
4,942.5 |
|
|
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% |
133.9 |
2.7% |
77% |
False |
False |
148,306 |
10 |
5,063.5 |
4,656.5 |
407.0 |
8.1% |
144.4 |
2.9% |
85% |
False |
False |
162,131 |
20 |
5,063.5 |
4,555.5 |
508.0 |
10.2% |
132.0 |
2.6% |
88% |
False |
False |
164,057 |
40 |
5,063.5 |
3,976.0 |
1,087.5 |
21.7% |
138.0 |
2.8% |
94% |
False |
False |
162,448 |
60 |
5,063.5 |
3,599.5 |
1,464.0 |
29.3% |
137.5 |
2.7% |
96% |
False |
False |
126,710 |
80 |
5,063.5 |
3,599.5 |
1,464.0 |
29.3% |
139.1 |
2.8% |
96% |
False |
False |
95,183 |
100 |
5,151.0 |
3,599.5 |
1,551.5 |
31.0% |
142.8 |
2.9% |
90% |
False |
False |
76,269 |
120 |
5,151.0 |
3,599.5 |
1,551.5 |
31.0% |
144.5 |
2.9% |
90% |
False |
False |
63,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,505.0 |
2.618 |
5,325.5 |
1.618 |
5,215.5 |
1.000 |
5,147.5 |
0.618 |
5,105.5 |
HIGH |
5,037.5 |
0.618 |
4,995.5 |
0.500 |
4,982.5 |
0.382 |
4,969.5 |
LOW |
4,927.5 |
0.618 |
4,859.5 |
1.000 |
4,817.5 |
1.618 |
4,749.5 |
2.618 |
4,639.5 |
4.250 |
4,460.0 |
|
|
Fisher Pivots for day following 27-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4,996.2 |
4,975.6 |
PP |
4,989.3 |
4,948.2 |
S1 |
4,982.5 |
4,920.8 |
|