Trading Metrics calculated at close of trading on 29-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2009 |
29-May-2009 |
Change |
Change % |
Previous Week |
Open |
4,960.0 |
4,975.0 |
15.0 |
0.3% |
4,890.0 |
High |
4,991.0 |
5,012.0 |
21.0 |
0.4% |
5,037.5 |
Low |
4,884.0 |
4,918.0 |
34.0 |
0.7% |
4,804.0 |
Close |
4,942.5 |
4,936.0 |
-6.5 |
-0.1% |
4,936.0 |
Range |
107.0 |
94.0 |
-13.0 |
-12.1% |
233.5 |
ATR |
143.0 |
139.5 |
-3.5 |
-2.4% |
0.0 |
Volume |
160,865 |
120,577 |
-40,288 |
-25.0% |
606,753 |
|
Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,237.3 |
5,180.7 |
4,987.7 |
|
R3 |
5,143.3 |
5,086.7 |
4,961.9 |
|
R2 |
5,049.3 |
5,049.3 |
4,953.2 |
|
R1 |
4,992.7 |
4,992.7 |
4,944.6 |
4,974.0 |
PP |
4,955.3 |
4,955.3 |
4,955.3 |
4,946.0 |
S1 |
4,898.7 |
4,898.7 |
4,927.4 |
4,880.0 |
S2 |
4,861.3 |
4,861.3 |
4,918.8 |
|
S3 |
4,767.3 |
4,804.7 |
4,910.2 |
|
S4 |
4,673.3 |
4,710.7 |
4,884.3 |
|
|
Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,626.3 |
5,514.7 |
5,064.4 |
|
R3 |
5,392.8 |
5,281.2 |
5,000.2 |
|
R2 |
5,159.3 |
5,159.3 |
4,978.8 |
|
R1 |
5,047.7 |
5,047.7 |
4,957.4 |
5,103.5 |
PP |
4,925.8 |
4,925.8 |
4,925.8 |
4,953.8 |
S1 |
4,814.2 |
4,814.2 |
4,914.6 |
4,870.0 |
S2 |
4,692.3 |
4,692.3 |
4,893.2 |
|
S3 |
4,458.8 |
4,580.7 |
4,871.8 |
|
S4 |
4,225.3 |
4,347.2 |
4,807.6 |
|
|
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% |
123.6 |
2.5% |
57% |
False |
False |
145,263 |
10 |
5,063.5 |
4,659.0 |
404.5 |
8.2% |
132.3 |
2.7% |
68% |
False |
False |
152,443 |
20 |
5,063.5 |
4,656.5 |
407.0 |
8.2% |
131.2 |
2.7% |
69% |
False |
False |
160,728 |
40 |
5,063.5 |
4,001.5 |
1,062.0 |
21.5% |
135.2 |
2.7% |
88% |
False |
False |
161,930 |
60 |
5,063.5 |
3,599.5 |
1,464.0 |
29.7% |
136.7 |
2.8% |
91% |
False |
False |
131,356 |
80 |
5,063.5 |
3,599.5 |
1,464.0 |
29.7% |
138.6 |
2.8% |
91% |
False |
False |
98,693 |
100 |
5,151.0 |
3,599.5 |
1,551.5 |
31.4% |
142.2 |
2.9% |
86% |
False |
False |
79,068 |
120 |
5,151.0 |
3,599.5 |
1,551.5 |
31.4% |
144.2 |
2.9% |
86% |
False |
False |
66,239 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,411.5 |
2.618 |
5,258.1 |
1.618 |
5,164.1 |
1.000 |
5,106.0 |
0.618 |
5,070.1 |
HIGH |
5,012.0 |
0.618 |
4,976.1 |
0.500 |
4,965.0 |
0.382 |
4,953.9 |
LOW |
4,918.0 |
0.618 |
4,859.9 |
1.000 |
4,824.0 |
1.618 |
4,765.9 |
2.618 |
4,671.9 |
4.250 |
4,518.5 |
|
|
Fisher Pivots for day following 29-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4,965.0 |
4,960.8 |
PP |
4,955.3 |
4,952.5 |
S1 |
4,945.7 |
4,944.3 |
|