Trading Metrics calculated at close of trading on 28-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2009 |
28-May-2009 |
Change |
Change % |
Previous Week |
Open |
4,987.5 |
4,960.0 |
-27.5 |
-0.6% |
4,675.0 |
High |
5,037.5 |
4,991.0 |
-46.5 |
-0.9% |
5,063.5 |
Low |
4,927.5 |
4,884.0 |
-43.5 |
-0.9% |
4,659.0 |
Close |
5,003.0 |
4,942.5 |
-60.5 |
-1.2% |
4,919.5 |
Range |
110.0 |
107.0 |
-3.0 |
-2.7% |
404.5 |
ATR |
144.9 |
143.0 |
-1.8 |
-1.3% |
0.0 |
Volume |
138,627 |
160,865 |
22,238 |
16.0% |
758,731 |
|
Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,260.2 |
5,208.3 |
5,001.4 |
|
R3 |
5,153.2 |
5,101.3 |
4,971.9 |
|
R2 |
5,046.2 |
5,046.2 |
4,962.1 |
|
R1 |
4,994.3 |
4,994.3 |
4,952.3 |
4,966.8 |
PP |
4,939.2 |
4,939.2 |
4,939.2 |
4,925.4 |
S1 |
4,887.3 |
4,887.3 |
4,932.7 |
4,859.8 |
S2 |
4,832.2 |
4,832.2 |
4,922.9 |
|
S3 |
4,725.2 |
4,780.3 |
4,913.1 |
|
S4 |
4,618.2 |
4,673.3 |
4,883.7 |
|
|
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 |
5,037.5 |
4,804.0 |
233.5 |
4.7% |
130.4 |
2.6% |
59% |
False |
False |
148,890 |
10 |
5,063.5 |
4,656.5 |
407.0 |
8.2% |
134.4 |
2.7% |
70% |
False |
False |
158,426 |
20 |
5,063.5 |
4,628.0 |
435.5 |
8.8% |
132.3 |
2.7% |
72% |
False |
False |
163,434 |
40 |
5,063.5 |
3,976.0 |
1,087.5 |
22.0% |
137.7 |
2.8% |
89% |
False |
False |
163,001 |
60 |
5,063.5 |
3,599.5 |
1,464.0 |
29.6% |
137.1 |
2.8% |
92% |
False |
False |
129,372 |
80 |
5,063.5 |
3,599.5 |
1,464.0 |
29.6% |
138.8 |
2.8% |
92% |
False |
False |
97,191 |
100 |
5,151.0 |
3,599.5 |
1,551.5 |
31.4% |
142.1 |
2.9% |
87% |
False |
False |
77,873 |
120 |
5,151.0 |
3,599.5 |
1,551.5 |
31.4% |
145.2 |
2.9% |
87% |
False |
False |
65,236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,445.8 |
2.618 |
5,271.1 |
1.618 |
5,164.1 |
1.000 |
5,098.0 |
0.618 |
5,057.1 |
HIGH |
4,991.0 |
0.618 |
4,950.1 |
0.500 |
4,937.5 |
0.382 |
4,924.9 |
LOW |
4,884.0 |
0.618 |
4,817.9 |
1.000 |
4,777.0 |
1.618 |
4,710.9 |
2.618 |
4,603.9 |
4.250 |
4,429.3 |
|
|
Fisher Pivots for day following 28-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4,940.8 |
4,935.3 |
PP |
4,939.2 |
4,928.0 |
S1 |
4,937.5 |
4,920.8 |
|